SBERP.ME vs. PHOR.ME
SBERP.ME (Sberbank of Russia) and PHOR.ME (Public Joint-Stock Company PhosAgro) are both stocks. At a 0.14 correlation, their price movements are largely independent.
Performance
SBERP.ME vs. PHOR.ME - Performance Comparison
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Returns By Period
SBERP.ME
- 1D
- —
- 1M
- —
- YTD
- —
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
PHOR.ME
- 1D
- 1.02%
- 1M
- -9.42%
- YTD
- -3.93%
- 6M
- -5.06%
- 1Y
- 3.23%
- 3Y*
- 1.13%
- 5Y*
- 16.45%
- 10Y*
- 18.67%
SBERP.ME vs. PHOR.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 0.00% | 0.00% | 0.00% | 12.44% | -49.59% | 23.29% | 15.49% | 49.15% | -6.80% | 53.18% |
PHOR.ME Public Joint-Stock Company PhosAgro | -3.93% | 5.09% | 7.30% | 19.01% | 29.41% | 107.99% | 44.84% | 5.02% | 5.96% | 0.74% |
Correlation
The correlation between SBERP.ME and PHOR.ME is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Nov 21, 2011 | 0.14 |
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Return for Risk
SBERP.ME vs. PHOR.ME — Risk / Return Rank
SBERP.ME
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
PHOR.ME
SBERP.ME vs. PHOR.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SBERP.ME | PHOR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.04 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 0.14 | — |
| Martin ratioReturn relative to average drawdown | — | 0.38 | — |
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Drawdowns
SBERP.ME vs. PHOR.ME - Drawdown Comparison
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Drawdown Indicators
| SBERP.ME | PHOR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | — | -34.04% | — |
Max Drawdown (1Y)Largest decline over 1 year | — | -22.51% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -29.92% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -29.92% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -29.92% | — |
Current DrawdownCurrent decline from peak | — | -21.21% | — |
Average DrawdownAverage peak-to-trough decline | — | -9.68% | — |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 9.18% | — |
Volatility
SBERP.ME vs. PHOR.ME - Volatility Comparison
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Volatility by Period
| SBERP.ME | PHOR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 6.21% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 14.95% | — |
Volatility (1Y)Calculated over the trailing 1-year period | — | 17.90% | — |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | — | 32.38% | — |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | — | 26.92% | — |
Dividends
SBERP.ME vs. PHOR.ME - Dividend Comparison
SBERP.ME has not paid dividends to shareholders, while PHOR.ME's dividend yield for the trailing twelve months is around 4.46%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHOR.ME Public Joint-Stock Company PhosAgro | 4.46% | 5.65% | 8.64% | 15.49% | 17.18% | 9.52% | 9.57% | 10.34% | 4.14% | 4.56% | 8.31% | 4.96% |
SBERP.ME Sberbank of Russia | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 6.71% | 7.75% | 7.01% | 7.27% | 3.17% | 1.52% | 0.59% |
Financials
SBERP.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and Public Joint-Stock Company PhosAgro. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SBERP.ME and PHOR.ME have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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