TATN.ME vs. SBER.ME
Compare and contrast key facts about PJSC Tatneft (TATN.ME) and Sberbank of Russia (SBER.ME).
Performance
TATN.ME vs. SBER.ME - Performance Comparison
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TATN.ME vs. SBER.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 12.05% | -16.13% | 9.50% | 154.52% | -18.39% | 3.09% | -31.08% | 21.49% | 63.24% | 26.79% |
SBER.ME Sberbank of Russia | 5.30% | 20.34% | 14.93% | 116.82% | -51.91% | 15.35% | 16.92% | 46.69% | -12.06% | 35.56% |
Returns By Period
In the year-to-date period, TATN.ME achieves a 12.05% return, which is significantly higher than SBER.ME's 5.30% return. Over the past 10 years, TATN.ME has underperformed SBER.ME with an annualized return of 16.75%, while SBER.ME has yielded a comparatively higher 19.26% annualized return.
TATN.ME
- 1D
- -0.15%
- 1M
- 3.40%
- YTD
- 12.05%
- 6M
- 7.82%
- 1Y
- 0.40%
- 3Y*
- 32.06%
- 5Y*
- 13.28%
- 10Y*
- 16.75%
SBER.ME
- 1D
- -0.09%
- 1M
- 1.61%
- YTD
- 5.30%
- 6M
- 10.93%
- 1Y
- 16.35%
- 3Y*
- 27.48%
- 5Y*
- 10.24%
- 10Y*
- 19.26%
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Return for Risk
TATN.ME vs. SBER.ME — Risk / Return Rank
TATN.ME
SBER.ME
TATN.ME vs. SBER.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.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.
| TATN.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.01 | 0.85 | -0.84 |
Sortino ratioReturn per unit of downside risk | 0.28 | 1.34 | -1.06 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.17 | -0.13 |
Calmar ratioReturn relative to maximum drawdown | 0.04 | 1.50 | -1.46 |
Martin ratioReturn relative to average drawdown | 0.08 | 3.84 | -3.76 |
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
| TATN.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.01 | 0.85 | -0.84 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.36 | 0.27 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.56 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.55 | 0.34 | +0.21 |
Correlation
The correlation between TATN.ME and SBER.ME is 0.51, 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.
Dividends
TATN.ME vs. SBER.ME - Dividend Comparison
TATN.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 11.02%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 0.00% | 0.00% | 10.57% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% |
SBER.ME Sberbank of Russia | 11.02% | 11.60% | 11.92% | 9.20% | 0.00% | 6.37% | 6.90% | 6.28% | 6.44% | 2.66% | 1.14% | 0.44% |
Drawdowns
TATN.ME vs. SBER.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, roughly equal to the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for TATN.ME and SBER.ME.
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Drawdown Indicators
| TATN.ME | SBER.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.48% | -87.29% | +1.81% |
Max Drawdown (1Y)Largest decline over 1 year | -29.03% | -12.43% | -16.60% |
Max Drawdown (5Y)Largest decline over 5 years | -46.74% | -73.17% | +26.43% |
Max Drawdown (10Y)Largest decline over 10 years | -59.89% | -73.17% | +13.28% |
Current DrawdownCurrent decline from peak | -14.57% | -1.70% | -12.87% |
Average DrawdownAverage peak-to-trough decline | -16.81% | -20.35% | +3.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.00% | 4.86% | +11.14% |
Volatility
TATN.ME vs. SBER.ME - Volatility Comparison
PJSC Tatneft (TATN.ME) has a higher volatility of 8.37% compared to Sberbank of Russia (SBER.ME) at 2.71%. This indicates that TATN.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
| TATN.ME | SBER.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.37% | 2.71% | +5.66% |
Volatility (6M)Calculated over the trailing 6-month period | 25.61% | 11.95% | +13.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.72% | 19.12% | +14.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.39% | 37.96% | -1.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.42% | 34.33% | +1.09% |
Financials
TATN.ME vs. SBER.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft 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