SBERP.ME vs. SIBN.ME
Compare and contrast key facts about Sberbank of Russia (SBERP.ME) and Gazprom Neft (SIBN.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBERP.ME or SIBN.ME.
Key characteristics
| SBERP.ME | SIBN.ME | |
|---|---|---|
| YTD Return | 12.96% | -5.75% |
| 1Y Return | 46.06% | 78.66% |
| 3Y Return (Ann) | 9.32% | 46.81% |
| 5Y Return (Ann) | 16.84% | 29.58% |
| 10Y Return (Ann) | 24.74% | 29.29% |
| Sharpe Ratio | 1.95 | 2.80 |
| Daily Std Dev | 23.75% | 24.60% |
| Max Drawdown | -91.05% | -79.09% |
| Current Drawdown | -2.57% | -14.15% |
Fundamentals
| SBERP.ME | SIBN.ME | |
|---|---|---|
| Market Cap | RUB 2.72T | RUB 4.12T |
| EPS | RUB 50.40 | RUB 106.71 |
| PE Ratio | 2.51 | 7.99 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 2.43T | RUB 3.07T |
| Gross Profit (TTM) | RUB 2.38T | RUB 1.73T |
| EBITDA (TTM) | -RUB 8.83M | RUB 770.77B |
Correlation
The correlation between SBERP.ME and SIBN.ME is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
SBERP.ME vs. SIBN.ME - Performance Comparison
In the year-to-date period, SBERP.ME achieves a 12.96% return, which is significantly higher than SIBN.ME's -5.75% return. Over the past 10 years, SBERP.ME has underperformed SIBN.ME with an annualized return of 24.74%, while SIBN.ME has yielded a comparatively higher 29.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
SBERP.ME vs. SIBN.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and Gazprom Neft (SIBN.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.
Dividends
SBERP.ME vs. SIBN.ME - Dividend Comparison
SBERP.ME's dividend yield for the trailing twelve months is around 8.12%, less than SIBN.ME's 11.79% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 8.12% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
SIBN.ME Gazprom Neft | 11.79% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% | 9.12% |
Drawdowns
SBERP.ME vs. SIBN.ME - Drawdown Comparison
The maximum SBERP.ME drawdown since its inception was -91.05%, which is greater than SIBN.ME's maximum drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for SBERP.ME and SIBN.ME. For additional features, visit the drawdowns tool.
Volatility
SBERP.ME vs. SIBN.ME - Volatility Comparison
The current volatility for Sberbank of Russia (SBERP.ME) is 4.37%, while Gazprom Neft (SIBN.ME) has a volatility of 5.86%. This indicates that SBERP.ME experiences smaller price fluctuations and is considered to be less risky than SIBN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SBERP.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia and Gazprom Neft. 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