SBERP.ME vs. SNGSP.ME

Last updated Jun 13, 2026

SBERP.ME (Sberbank of Russia) and SNGSP.ME (Surgutneftegas Public Joint Stock Company) are both stocks. At a 0.24 correlation, their price movements are largely independent.

Performance

SBERP.ME vs. SNGSP.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Sberbank of Russia (SBERP.ME) and Surgutneftegas Public Joint Stock Company (SNGSP.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

SBERP.ME

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

SNGSP.ME

• 1D: -1.09%
• 1M: -2.69%
• YTD: -4.48%
• 6M: 1.91%
• 1Y: -6.52%
• 3Y*: 10.76%
• 5Y*: 7.29%
• 10Y*: 8.18%

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

SBERP.ME vs. SNGSP.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%
SNGSP.ME Surgutneftegas Public Joint Stock Company	-4.48%	-17.21%	9.29%	111.83%	-20.74%	7.50%	14.21%	18.43%	44.22%	-10.36%

Correlation

The correlation between SBERP.ME and SNGSP.ME is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.16
Correlation (All Time) Calculated using the full available price history since Nov 21, 2011	0.24

Return for Risk

SBERP.ME vs. SNGSP.ME — Risk / Return Rank

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

SBERP.ME

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

SNGSP.ME

SNGSP.ME Risk / Return Rank: 32
SNGSP.ME Sharpe Ratio Rank: 34
SNGSP.ME Sortino Ratio Rank: 29
SNGSP.ME Omega Ratio Rank: 29
SNGSP.ME Calmar Ratio Rank: 35
SNGSP.ME Martin Ratio Rank: 35

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. SNGSP.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.ME) and Surgutneftegas Public Joint Stock Company (SNGSP.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	SNGSP.ME	Difference
Sharpe ratio: Return per unit of total volatility	—	-0.21	—
Sortino ratio: Return per unit of downside risk	—	-0.13	—
Omega ratio: Gain probability vs. loss probability	—	0.99	—
Calmar ratio: Return relative to maximum drawdown	—	-0.25	—
Martin ratio: Return relative to average drawdown	—	-0.45	—

Drawdowns

Drawdown Indicators

	SBERP.ME	SNGSP.ME	Difference
Max Drawdown Largest peak-to-trough decline	—	-84.70%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-21.14%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-39.21%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-41.22%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-41.22%	—
Current Drawdown Current decline from peak	—	-33.96%	—
Average Drawdown Average peak-to-trough decline	—	-27.21%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	12.38%	—

Volatility

Volatility by Period

	SBERP.ME	SNGSP.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.93%	—
Volatility (6M) Calculated over the trailing 6-month period	—	18.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	21.34%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	31.17%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	27.55%	—

Dividends

SBERP.ME vs. SNGSP.ME - Dividend Comparison

SBERP.ME has not paid dividends to shareholders, while SNGSP.ME's dividend yield for the trailing twelve months is around 21.20%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SNGSP.ME Surgutneftegas Public Joint Stock Company	21.20%	20.25%	0.00%	0.00%	18.10%	17.47%	2.31%	20.20%	3.55%	2.13%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both SBERP.ME and SNGSP.ME in my portfolio?

SBERP.ME and SNGSP.ME have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.