VTBR.ME vs. S

Last updated Apr 1, 2026

Compare and contrast key facts about VTB Bank (VTBR.ME) and SentinelOne, Inc. (S).

Performance

VTBR.ME vs. S - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in VTB Bank (VTBR.ME) and SentinelOne, Inc. (S). The values are adjusted to include any dividend payments, if applicable.

VTBR.ME vs. S - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
VTBR.ME VTB Bank	18.80%	-9.36%	-30.08%	36.53%	-65.42%	-0.21%
S SentinelOne, Inc.	-11.73%	-51.30%	-0.65%	131.79%	-72.09%	21.93%

Different Trading Currencies

VTBR.ME is traded in RUB, while S is traded in USD. To make them comparable, the S values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, VTBR.ME achieves a 18.80% return, which is significantly higher than S's -11.73% return.

VTBR.ME

• 1D: 3.29%
• 1M: -1.06%
• YTD: 18.80%
• 6M: 24.99%
• 1Y: 4.18%
• 3Y*: -1.75%
• 5Y*: -16.58%
• 10Y*: -13.65%

S

• 1D: 2.24%
• 1M: 2.95%
• YTD: -11.73%
• 6M: -27.16%
• 1Y: -33.40%
• 3Y*: -6.37%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VTBR.ME vs. S — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

VTBR.ME

VTBR.ME Risk / Return Rank: 44
VTBR.ME Sharpe Ratio Rank: 46
VTBR.ME Sortino Ratio Rank: 40
VTBR.ME Omega Ratio Rank: 44
VTBR.ME Calmar Ratio Rank: 45
VTBR.ME Martin Ratio Rank: 44

S

S Risk / Return Rank: 14
S Sharpe Ratio Rank: 15
S Sortino Ratio Rank: 17
S Omega Ratio Rank: 18
S Calmar Ratio Rank: 13
S Martin Ratio Rank: 9

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

VTBR.ME vs. S - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VTB Bank (VTBR.ME) and SentinelOne, Inc. (S). 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.

	VTBR.ME	S	Difference
Sharpe ratio Return per unit of total volatility	0.11	-0.58	+0.69
Sortino ratio Return per unit of downside risk	0.41	-0.57	+0.97
Omega ratio Gain probability vs. loss probability	1.07	0.93	+0.14
Calmar ratio Return relative to maximum drawdown	0.13	-0.83	+0.96
Martin ratio Return relative to average drawdown	0.20	-1.63	+1.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VTBR.ME vs. S - Sharpe Ratio Comparison

The current VTBR.ME Sharpe Ratio is 0.11, which is higher than the S Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of VTBR.ME and S, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VTBR.ME	S	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.11	-0.58	+0.69
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.40	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.40	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.22	-0.29	+0.07

Correlation

The correlation between VTBR.ME and S is 0.02, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

VTBR.ME vs. S - Dividend Comparison

Neither VTBR.ME nor S has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

VTBR.ME vs. S - Drawdown Comparison

The maximum VTBR.ME drawdown since its inception was -90.23%, which is greater than S's maximum drawdown of -84.39%. Use the drawdown chart below to compare losses from any high point for VTBR.ME and S.

Drawdown Indicators

	VTBR.ME	S	Difference
Max Drawdown Largest peak-to-trough decline	-90.23%	-83.79%	-6.44%
Max Drawdown (1Y) Largest decline over 1 year	-38.57%	-39.18%	+0.61%
Max Drawdown (5Y) Largest decline over 5 years	-77.57%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-83.40%	—	—
Current Drawdown Current decline from peak	-86.87%	-83.12%	-3.75%
Average Drawdown Average peak-to-trough decline	-61.90%	-65.73%	+3.83%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.49%	20.26%	+5.23%

Volatility

VTBR.ME vs. S - Volatility Comparison

The current volatility for VTB Bank (VTBR.ME) is 5.46%, while SentinelOne, Inc. (S) has a volatility of 18.28%. This indicates that VTBR.ME experiences smaller price fluctuations and is considered to be less risky than S based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VTBR.ME	S	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.46%	18.28%	-12.82%
Volatility (6M) Calculated over the trailing 6-month period	15.22%	36.01%	-20.79%
Volatility (1Y) Calculated over the trailing 1-year period	37.75%	53.05%	-15.30%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.30%	71.78%	-30.48%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.42%	71.78%	-37.36%

Financials