TATNP.ME vs. SBER.ME
TATNP.ME (PJSC Tatneft) and SBER.ME (Sberbank of Russia) are both stocks. TATNP.ME operates in Oil & Gas Integrated (Energy), while SBER.ME operates in Banks - Regional (Financial Services). Over the past 10 years, TATNP.ME returned 24.28%/yr vs 16.98%/yr for SBER.ME. At a 0.45 correlation, their price movements are largely independent.
Performance
TATNP.ME vs. SBER.ME - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TATNP.ME achieves a 5.81% return, which is significantly lower than SBER.ME's 7.53% return. Over the past 10 years, TATNP.ME has outperformed SBER.ME with an annualized return of 24.28%, while SBER.ME has yielded a comparatively lower 16.98% annualized return.
TATNP.ME
- 1D
- -0.80%
- 1M
- 5.75%
- YTD
- 5.81%
- 6M
- 1.22%
- 1Y
- -10.34%
- 3Y*
- 14.69%
- 5Y*
- 13.08%
- 10Y*
- 24.28%
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%
TATNP.ME vs. SBER.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATNP.ME PJSC Tatneft | 5.81% | -20.66% | 8.42% | 134.85% | -12.01% | 2.46% | -33.68% | 70.84% | 55.34% | 83.57% |
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 TATNP.ME and SBER.ME is 0.52, 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 | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.52 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since Aug 7, 2006 | 0.45 |
The correlation between TATNP.ME and SBER.ME shifts across timeframes, from 0.41 (10 years) to 0.54 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TATNP.ME vs. SBER.ME — Risk / Return Rank
TATNP.ME
SBER.ME
TATNP.ME vs. SBER.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATNP.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.
| TATNP.ME | SBER.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.24 | ||
| Sortino ratioReturn per unit of downside risk | -1.74 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.18 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 1.20 | -1.56 |
| Martin ratioReturn relative to average drawdown | -0.59 | 3.18 | -3.77 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| TATNP.ME | SBER.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 0.92 | -1.24 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.21 | +0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.49 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.34 | +0.39 |
Drawdowns
TATNP.ME vs. SBER.ME - Drawdown Comparison
The maximum TATNP.ME drawdown since its inception was -81.40%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for TATNP.ME and SBER.ME.
Loading charts...
Drawdown Indicators
| TATNP.ME | SBER.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.40% | -87.29% | +5.89% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -12.43% | -16.57% |
Max Drawdown (3Y)Largest decline over 3 years | -31.56% | -25.44% | -6.12% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -73.17% | +18.89% |
Max Drawdown (10Y)Largest decline over 10 years | -66.16% | -73.17% | +7.01% |
Current DrawdownCurrent decline from peak | -20.10% | -1.41% | -18.69% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -20.18% | +3.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.36% | 4.70% | +12.66% |
Volatility
TATNP.ME vs. SBER.ME - Volatility Comparison
PJSC Tatneft (TATNP.ME) has a higher volatility of 7.37% compared to Sberbank of Russia (SBER.ME) at 2.89%. This indicates that TATNP.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.
Loading charts...
Volatility by Period
| TATNP.ME | SBER.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 2.89% | +4.48% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 7.08% | +12.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 16.28% | +15.20% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.07% | 37.71% | +1.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.02% | 34.15% | +1.87% |
Dividends
TATNP.ME vs. SBER.ME - Dividend Comparison
TATNP.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% |
TATNP.ME PJSC Tatneft | 0.00% | 0.00% | 10.75% | 8.77% | 17.26% | 6.27% | 2.30% | 16.23% | 8.13% | 13.86% | 4.66% | 5.31% |
Financials
TATNP.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
Frequently Asked Questions
TATNP.ME and SBER.ME have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for TATNP.ME and SBER.ME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer