SBERP.ME vs. RUBUSD=X
SBERP.ME (Sberbank of Russia) is a stock, while RUBUSD=X (RUB/USD) is a currency. Over the past 10 years, SBERP.ME returned 19.28%/yr vs 0.02%/yr for RUBUSD=X. At a 0.01 correlation, their price movements are largely independent.
Performance
SBERP.ME vs. RUBUSD=X - Performance Comparison
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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 7.85% return, which is significantly higher than RUBUSD=X's -0.13% return. Over the past 10 years, SBERP.ME has outperformed RUBUSD=X with an annualized return of 19.28%, while RUBUSD=X has yielded a comparatively lower 0.02% annualized return.
SBERP.ME
- 1D
- -0.28%
- 1M
- 0.92%
- YTD
- 7.85%
- 6M
- 6.58%
- 1Y
- 2.43%
- 3Y*
- 10.78%
- 5Y*
- 4.55%
- 10Y*
- 19.28%
RUBUSD=X
- 1D
- -0.02%
- 1M
- -0.03%
- YTD
- -0.13%
- 6M
- -0.02%
- 1Y
- -0.01%
- 3Y*
- 0.03%
- 5Y*
- -0.01%
- 10Y*
- 0.02%
SBERP.ME vs. RUBUSD=X - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 7.85% | 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% |
Correlation
The correlation between SBERP.ME and RUBUSD=X is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.01 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Jul 5, 2007 | 0.01 |
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Return for Risk
SBERP.ME vs. RUBUSD=X — Risk / Return Rank
SBERP.ME
RUBUSD=X
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 ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.06 | 1.01 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.28 | -0.00 | +0.28 |
| Martin ratioReturn relative to average drawdown | 0.63 | -0.00 | +0.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SBERP.ME | RUBUSD=X | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.23 | -0.00 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.12 | -0.00 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.00 | +0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | -0.00 | +0.36 |
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.
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Drawdown Indicators
| SBERP.ME | RUBUSD=X | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.05% | -41.64% | -49.41% |
Max Drawdown (1Y)Largest decline over 1 year | -13.46% | -3.85% | -9.61% |
Max Drawdown (3Y)Largest decline over 3 years | -32.48% | -4.57% | -27.91% |
Max Drawdown (5Y)Largest decline over 5 years | -71.72% | -41.64% | -30.08% |
Max Drawdown (10Y)Largest decline over 10 years | -71.72% | -41.64% | -30.08% |
Current DrawdownCurrent decline from peak | -1.86% | -39.01% | +37.15% |
Average DrawdownAverage peak-to-trough decline | -20.13% | -10.92% | -9.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.92% | 1.16% | +4.76% |
Volatility
SBERP.ME vs. RUBUSD=X - Volatility Comparison
The current volatility for Sberbank of Russia (SBERP.ME) is 3.00%, while RUB/USD (RUBUSD=X) has a volatility of 3.63%. 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.
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Volatility by Period
| SBERP.ME | RUBUSD=X | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.00% | 3.63% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 6.50% | 5.49% | +1.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.99% | 9.00% | +6.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.17% | 35.67% | +1.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.65% | 25.73% | +6.92% |
Frequently Asked Questions
SBERP.ME and RUBUSD=X have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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