PortfoliosLab logo

Public Joint Stock Company Gazprom

GAZP.ME
Equity · Currency in RUB
Sector
Energy
Industry
Oil & Gas Integrated

GAZP.MEPrice Chart


Click Calculate to get results
S&P 500

GAZP.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company Gazprom on Mar 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 27,153 for a total return of roughly 171.53%. All prices are adjusted for splits and dividends.


GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (S&P 500)

GAZP.MEReturns in periods

Returns over 1 year are annualized

PeriodReturn
1M8.96%
YTD13.86%
6M41.90%
1Y41.58%
5Y16.19%
10Y8.10%

GAZP.MEMonthly Returns Heatmap


Click Calculate to get results

GAZP.MESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Public Joint Stock Company Gazprom Sharpe ratio is 1.77. A Sharpe ratio greater than 1.0 is considered acceptable.

The chart below displays rolling 12-month Sharpe Ratio.


GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (S&P 500)

GAZP.MEDividends

Public Joint Stock Company Gazprom granted a 6.30% dividend yield in the last twelve months, as of May 9, 2021. The annual payout for that period amounted to RUB 15.24 per share.


PeriodTTM20202019201820172016201520142013201220112010
DividendRUB 15.24RUB 15.24RUB 16.61RUB 8.04RUB 16.08RUB 7.89RUB 7.20RUB 7.20RUB 5.99RUB 17.94RUB 7.70RUB 2.39
Dividend yield
6.30%7.18%6.48%5.25%12.32%5.11%5.29%5.53%4.32%12.48%4.49%1.23%

GAZP.MEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (S&P 500)

GAZP.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Public Joint Stock Company Gazprom. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Public Joint Stock Company Gazprom is 46.31%, recorded on Jun 24, 2013. It took 1309 trading sessions for the portfolio to recover.


Depth
Start
To Bottom
Bottom
To Recover
End
Total
-46.31%Apr 12, 2011550Jun 24, 20131309Sep 11, 20181859
-39.53%Nov 8, 201984Mar 12, 2020
-21.56%Apr 16, 201026May 25, 2010133Dec 1, 2010159
-14.58%Oct 10, 201854Dec 25, 201893May 14, 2019147
-10.75%Jul 5, 201914Jul 24, 201966Oct 24, 201980
-9.04%Feb 10, 20117Feb 18, 201113Mar 14, 201120
-8.88%Mar 9, 201014Mar 26, 20107Apr 6, 201021
-5.89%Jan 13, 20118Jan 24, 20113Jan 27, 201111
-2.74%May 24, 20193May 28, 20192May 30, 20195
-2.73%Jun 4, 201913Jun 21, 20196Jul 1, 201919

GAZP.MEVolatility Chart

Current Public Joint Stock Company Gazprom volatility is 15.22%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (S&P 500)

Portfolios with Public Joint Stock Company Gazprom


Loading data...

More Tools for Public Joint Stock Company Gazprom