SNGS.ME vs. SBER.ME
SNGS.ME (Surgutneftegas Public Joint Stock Company) and SBER.ME (Sberbank of Russia) are both stocks. SNGS.ME operates in Oil & Gas Integrated (Energy), while SBER.ME operates in Banks - Regional (Financial Services). Over the past 10 years, SNGS.ME returned -3.40%/yr vs 16.98%/yr for SBER.ME. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
SNGS.ME vs. SBER.ME - Performance Comparison
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Returns By Period
In the year-to-date period, SNGS.ME achieves a -12.14% return, which is significantly lower than SBER.ME's 7.53% return. Over the past 10 years, SNGS.ME has underperformed SBER.ME with an annualized return of -3.40%, while SBER.ME has yielded a comparatively higher 16.98% annualized return.
SNGS.ME
- 1D
- 0.10%
- 1M
- -1.90%
- YTD
- -12.14%
- 6M
- -14.49%
- 1Y
- -15.10%
- 3Y*
- -6.66%
- 5Y*
- -10.08%
- 10Y*
- -3.40%
SBER.ME
- 1D
- -0.35%
- 1M
- 0.91%
- YTD
- 7.53%
- 6M
- 5.19%
- 1Y
- 13.69%
- 3Y*
- 18.98%
- 5Y*
- 7.96%
- 10Y*
- 16.98%
SNGS.ME vs. SBER.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNGS.ME Surgutneftegas Public Joint Stock Company | -12.14% | -12.24% | -5.19% | 27.40% | -43.44% | 12.50% | -27.13% | 92.50% | -1.37% | -7.79% |
SBER.ME Sberbank of Russia | 7.53% | 20.34% | 14.93% | 116.82% | -51.91% | 15.35% | 16.92% | 46.69% | -12.06% | 35.56% |
Correlation
The correlation between SNGS.ME and SBER.ME is 0.65, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.65 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2006 | 0.52 |
The correlation between SNGS.ME and SBER.ME shifts across timeframes, from 0.45 (10 years) to 0.65 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SNGS.ME vs. SBER.ME — Risk / Return Rank
SNGS.ME
SBER.ME
SNGS.ME vs. SBER.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGS.ME) and Sberbank of Russia (SBER.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.
| SNGS.ME | SBER.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.31 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.18 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.20 | -1.87 |
| Martin ratioReturn relative to average drawdown | -1.33 | 3.18 | -4.51 |
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
| SNGS.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.65 | 0.92 | -1.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.26 | 0.21 | -0.47 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.49 | -0.59 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.34 | -0.55 |
Drawdowns
SNGS.ME vs. SBER.ME - Drawdown Comparison
The maximum SNGS.ME drawdown since its inception was -99.98%, which is greater than SBER.ME's maximum drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for SNGS.ME and SBER.ME.
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Drawdown Indicators
| SNGS.ME | SBER.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.98% | -87.29% | -12.69% |
Max Drawdown (1Y)Largest decline over 1 year | -21.69% | -12.43% | -9.26% |
Max Drawdown (3Y)Largest decline over 3 years | -47.69% | -25.44% | -22.25% |
Max Drawdown (5Y)Largest decline over 5 years | -59.57% | -73.17% | +13.60% |
Max Drawdown (10Y)Largest decline over 10 years | -64.82% | -73.17% | +8.35% |
Current DrawdownCurrent decline from peak | -98.16% | -1.41% | -96.75% |
Average DrawdownAverage peak-to-trough decline | -96.47% | -20.18% | -76.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.88% | 4.70% | +6.18% |
Volatility
SNGS.ME vs. SBER.ME - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGS.ME) has a higher volatility of 6.38% compared to Sberbank of Russia (SBER.ME) at 2.89%. This indicates that SNGS.ME's price experiences larger fluctuations and is considered to be riskier than SBER.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNGS.ME | SBER.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.38% | 2.89% | +3.49% |
Volatility (6M)Calculated over the trailing 6-month period | 13.86% | 7.08% | +6.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.22% | 16.28% | +5.94% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.98% | 37.71% | +1.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.47% | 34.15% | +0.32% |
Dividends
SNGS.ME vs. SBER.ME - Dividend Comparison
SNGS.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 10.79%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBER.ME Sberbank of Russia | 10.79% | 11.60% | 11.92% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% |
SNGS.ME Surgutneftegas Public Joint Stock Company | 0.00% | 0.00% | 3.22% | 2.97% | 3.68% | 1.76% | 1.80% | 1.29% | 2.42% | 2.15% | 1.94% | 1.91% |
Financials
SNGS.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and Sberbank of Russia. 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
Frequently Asked Questions
SNGS.ME and SBER.ME have a correlation of 0.65, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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