SBRB vs. GAZP.ME
Compare and contrast key facts about Sberbank MOEX Corporate Bonds Index ETF (SBRB) and Public Joint Stock Company Gazprom (GAZP.ME).
SBRB is a passively managed fund by Sberbank Asset Management that tracks the performance of the MOEX Corporate Bond Total Return Index 1-3 Years. It was launched on Sep 6, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBRB or GAZP.ME.
Key characteristics
| SBRB | GAZP.ME | |
|---|---|---|
| YTD Return | 2.73% | -15.32% |
| 1Y Return | 2.17% | -19.64% |
| 3Y Return (Ann) | 5.58% | -18.39% |
| 5Y Return (Ann) | 5.13% | -3.56% |
| Sharpe Ratio | 0.53 | -0.63 |
| Sortino Ratio | 0.78 | -0.82 |
| Omega Ratio | 1.10 | 0.89 |
| Calmar Ratio | 0.02 | -0.31 |
| Martin Ratio | 2.16 | -1.07 |
| Ulcer Index | 1.06% | 17.40% |
| Daily Std Dev | 4.34% | 29.18% |
| Max Drawdown | -99.19% | -98.94% |
| Current Drawdown | -98.82% | -52.92% |
Correlation
The correlation between SBRB and GAZP.ME is 0.62, 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
SBRB vs. GAZP.ME - Performance Comparison
In the year-to-date period, SBRB achieves a 2.73% return, which is significantly higher than GAZP.ME's -15.32% 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
SBRB vs. GAZP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank MOEX Corporate Bonds Index ETF (SBRB) and Public Joint Stock Company Gazprom (GAZP.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
SBRB vs. GAZP.ME - Dividend Comparison
Neither SBRB nor GAZP.ME has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBRB Sberbank MOEX Corporate Bonds Index ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
GAZP.ME Public Joint Stock Company Gazprom | 0.00% | 0.00% | 31.36% | 3.66% | 7.17% | 6.48% | 5.24% | 6.16% | 5.11% | 5.29% | 5.53% | 4.32% |
Drawdowns
SBRB vs. GAZP.ME - Drawdown Comparison
The maximum SBRB drawdown since its inception was -99.19%, roughly equal to the maximum GAZP.ME drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for SBRB and GAZP.ME. For additional features, visit the drawdowns tool.
Volatility
SBRB vs. GAZP.ME - Volatility Comparison
The current volatility for Sberbank MOEX Corporate Bonds Index ETF (SBRB) is 4.46%, while Public Joint Stock Company Gazprom (GAZP.ME) has a volatility of 10.62%. This indicates that SBRB experiences smaller price fluctuations and is considered to be less risky than GAZP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.