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TCSG.ME vs. SBER.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


TCSG.MESBER.ME
YTD Return-20.59%6.79%
1Y Return-24.30%9.65%
3Y Return (Ann)-28.87%-4.23%
Sharpe Ratio-1.030.56
Sortino Ratio-1.490.89
Omega Ratio0.831.12
Calmar Ratio-0.370.40
Martin Ratio-1.471.84
Ulcer Index18.29%5.47%
Daily Std Dev26.26%17.90%
Max Drawdown-80.90%-87.29%
Current Drawdown-69.40%-15.52%

Fundamentals


TCSG.MESBER.ME
Market CapRUB 401.20BRUB 6.33T
EPSRUB 314.88RUB 56.88
PE Ratio6.3910.46

Correlation

-0.50.00.51.00.5

The correlation between TCSG.ME and SBER.ME is 0.54, 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

TCSG.ME vs. SBER.ME - Performance Comparison

In the year-to-date period, TCSG.ME achieves a -20.59% return, which is significantly lower than SBER.ME's 6.79% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-20.00%-10.00%0.00%10.00%20.00%MayJuneJulyAugustSeptemberOctober
-20.87%
-9.09%
TCSG.ME
SBER.ME

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TCSG.ME vs. SBER.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TCS Group Holding PLC (TCSG.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.


TCSG.ME
Sharpe ratio
The chart of Sharpe ratio for TCSG.ME, currently valued at -0.85, compared to the broader market-4.00-2.000.002.00-0.85
Sortino ratio
The chart of Sortino ratio for TCSG.ME, currently valued at -1.15, compared to the broader market-4.00-2.000.002.004.00-1.15
Omega ratio
The chart of Omega ratio for TCSG.ME, currently valued at 0.87, compared to the broader market0.501.001.502.000.87
Calmar ratio
The chart of Calmar ratio for TCSG.ME, currently valued at -0.33, compared to the broader market0.002.004.006.00-0.33
Martin ratio
The chart of Martin ratio for TCSG.ME, currently valued at -1.35, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.35
SBER.ME
Sharpe ratio
The chart of Sharpe ratio for SBER.ME, currently valued at 0.44, compared to the broader market-4.00-2.000.002.000.44
Sortino ratio
The chart of Sortino ratio for SBER.ME, currently valued at 0.79, compared to the broader market-4.00-2.000.002.004.000.79
Omega ratio
The chart of Omega ratio for SBER.ME, currently valued at 1.10, compared to the broader market0.501.001.502.001.10
Calmar ratio
The chart of Calmar ratio for SBER.ME, currently valued at 0.26, compared to the broader market0.002.004.006.000.26
Martin ratio
The chart of Martin ratio for SBER.ME, currently valued at 1.32, compared to the broader market-30.00-20.00-10.000.0010.0020.001.32

TCSG.ME vs. SBER.ME - Sharpe Ratio Comparison

The current TCSG.ME Sharpe Ratio is -1.03, which is lower than the SBER.ME Sharpe Ratio of 0.56. The chart below compares the historical Sharpe Ratios of TCSG.ME and SBER.ME, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.001.502.00MayJuneJulyAugustSeptemberOctober
-0.85
0.44
TCSG.ME
SBER.ME

Dividends

TCSG.ME vs. SBER.ME - Dividend Comparison

TCSG.ME has not paid dividends to shareholders, while SBER.ME's dividend yield for the trailing twelve months is around 12.83%.


TTM20232022202120202019201820172016201520142013
TCSG.ME
TCS Group Holding PLC
0.00%0.00%0.00%0.29%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SBER.ME
Sberbank of Russia
12.83%9.20%0.00%6.37%6.90%6.28%6.44%2.66%1.14%0.44%5.83%2.54%

Drawdowns

TCSG.ME vs. SBER.ME - Drawdown Comparison

The maximum TCSG.ME drawdown since its inception was -80.90%, smaller than the maximum SBER.ME drawdown of -87.29%. Use the drawdown chart below to compare losses from any high point for TCSG.ME and SBER.ME. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%MayJuneJulyAugustSeptemberOctober
-77.49%
-37.40%
TCSG.ME
SBER.ME

Volatility

TCSG.ME vs. SBER.ME - Volatility Comparison

TCS Group Holding PLC (TCSG.ME) has a higher volatility of 10.75% compared to Sberbank of Russia (SBER.ME) at 8.92%. This indicates that TCSG.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.


4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
10.75%
8.92%
TCSG.ME
SBER.ME

Financials

TCSG.ME vs. SBER.ME - Financials Comparison

This section allows you to compare key financial metrics between TCS Group Holding PLC 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in RUB except per share items