SBERP.ME vs. RUBUSD=X

Last updated Apr 2, 2026

Compare and contrast key facts about Sberbank of Russia (SBERP.ME) and RUB/USD (RUBUSD=X).

Performance

SBERP.ME vs. RUBUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Sberbank of Russia (SBERP.ME) and RUB/USD (RUBUSD=X). The values are adjusted to include any dividend payments, if applicable.

SBERP.ME vs. RUBUSD=X - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SBERP.ME Sberbank of Russia	5.62%	7.20%	2.59%	118.51%	-49.47%	23.61%	16.24%	48.91%	-5.79%	53.57%
RUBUSD=X RUB/USD	-0.13%	0.26%	-0.07%	1.64%	-1.60%	-0.04%	-0.26%	0.22%	0.13%	-0.56%

Different Trading Currencies

SBERP.ME is traded in RUB, while RUBUSD=X is traded in USD. To make them comparable, the RUBUSD=X values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, SBERP.ME achieves a 5.62% return, which is significantly higher than RUBUSD=X's -0.13% return.

SBERP.ME

• 1D: 0.80%
• 1M: 0.99%
• YTD: 5.62%
• 6M: 10.75%
• 1Y: 3.65%
• 3Y*: 18.38%
• 5Y*: 7.06%
• 10Y*: 21.15%

RUBUSD=X

• 1D: -0.00%
• 1M: -0.02%
• YTD: -0.13%
• 6M: 0.02%
• 1Y: 0.01%
• 3Y*: 0.00%
• 5Y*: -0.01%
• 10Y*: 0.00%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SBERP.ME vs. RUBUSD=X — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBERP.ME

SBERP.ME Risk / Return Rank: 44
SBERP.ME Sharpe Ratio Rank: 48
SBERP.ME Sortino Ratio Rank: 38
SBERP.ME Omega Ratio Rank: 38
SBERP.ME Calmar Ratio Rank: 49
SBERP.ME Martin Ratio Rank: 49

RUBUSD=X

RUBUSD=X Risk / Return Rank: 51
RUBUSD=X Sharpe Ratio Rank: 54
RUBUSD=X Sortino Ratio Rank: 55
RUBUSD=X Omega Ratio Rank: 55
RUBUSD=X Calmar Ratio Rank: 44
RUBUSD=X Martin Ratio Rank: 44

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SBERP.ME vs. RUBUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and RUB/USD (RUBUSD=X). 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.

	SBERP.ME	RUBUSD=X	Difference
Sharpe ratio Return per unit of total volatility	0.20	-0.00	+0.20
Sortino ratio Return per unit of downside risk	0.39	0.07	+0.32
Omega ratio Gain probability vs. loss probability	1.05	1.01	+0.04
Calmar ratio Return relative to maximum drawdown	0.33	-0.00	+0.33
Martin ratio Return relative to average drawdown	0.74	-0.00	+0.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SBERP.ME vs. RUBUSD=X - Sharpe Ratio Comparison

The current SBERP.ME Sharpe Ratio is 0.20, which is higher than the RUBUSD=X Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of SBERP.ME and RUBUSD=X, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	SBERP.ME	RUBUSD=X	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.20	-0.00	+0.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.19	-0.00	+0.19
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.64	0.00	+0.64
Sharpe Ratio (All Time) Calculated using the full available price history	0.36	-0.00	+0.36

Correlation

The correlation between SBERP.ME and RUBUSD=X is 0.01, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Drawdowns

SBERP.ME vs. RUBUSD=X - Drawdown Comparison

The maximum SBERP.ME drawdown since its inception was -91.05%, which is greater than RUBUSD=X's maximum drawdown of -41.64%. Use the drawdown chart below to compare losses from any high point for SBERP.ME and RUBUSD=X.

Drawdown Indicators

	SBERP.ME	RUBUSD=X	Difference
Max Drawdown Largest peak-to-trough decline	-91.05%	-83.48%	-7.57%
Max Drawdown (1Y) Largest decline over 1 year	-13.46%	-14.08%	+0.62%
Max Drawdown (5Y) Largest decline over 5 years	-71.72%	-53.91%	-17.81%
Max Drawdown (10Y) Largest decline over 10 years	-71.72%	-60.21%	-11.51%
Current Drawdown Current decline from peak	-3.89%	-71.27%	+67.38%
Average Drawdown Average peak-to-trough decline	-20.30%	-49.00%	+28.70%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.05%	7.14%	-1.09%

Volatility

SBERP.ME vs. RUBUSD=X - Volatility Comparison

The current volatility for Sberbank of Russia (SBERP.ME) is 2.47%, while RUB/USD (RUBUSD=X) has a volatility of 2.67%. This indicates that SBERP.ME experiences smaller price fluctuations and is considered to be less risky than RUBUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SBERP.ME	RUBUSD=X	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.47%	2.67%	-0.20%
Volatility (6M) Calculated over the trailing 6-month period	11.59%	7.00%	+4.59%
Volatility (1Y) Calculated over the trailing 1-year period	18.55%	9.62%	+8.93%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	37.33%	35.77%	+1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.77%	25.76%	+7.01%