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Public Joint Stock Company Gazprom (GAZP.ME)

Equity · Currency in RUB · Last updated Aug 5, 2022

Company Info

SectorEnergy
IndustryOil & Gas Integrated

GAZP.MEShare Price Chart


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GAZP.MEPerformance

The chart shows the growth of RUB 10,000 invested in Public Joint Stock Company Gazprom in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 2,541,581 for a total return of roughly 25,315.81%. All prices are adjusted for splits and dividends.


-40.00%-30.00%-20.00%-10.00%0.00%MarchAprilMayJuneJulyAugust
-20.37%
-1.52%
GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (^GSPC)

GAZP.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M37.35%8.54%
6M-22.88%-3.79%
YTD-25.29%-6.98%
1Y-10.90%0.08%
5Y23.26%13.46%
10Y61.23%13.32%

GAZP.MEMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-2.22%-31.90%6.35%-0.86%22.19%-29.53%30.50%-5.31%
2021-0.07%2.22%4.45%1.82%12.81%7.96%6.67%6.37%18.04%-2.94%-4.55%2.44%
2020-11.58%-10.61%-10.48%4.74%5.24%-2.82%2.54%-0.87%-6.10%-9.23%17.90%17.09%
20196.07%-2.35%-5.90%9.58%31.20%8.24%10.05%-2.01%-2.69%15.10%-0.95%-0.44%
20189.85%-0.14%-0.58%2.53%-0.64%-2.75%8.27%4.28%8.44%-4.39%3.74%-4.83%
2017-3.07%-10.55%-4.55%6.92%-12.04%-1.49%5.01%1.61%3.59%3.03%4.96%-1.25%
20160.37%3.51%4.49%14.02%-13.63%-4.12%4.32%-1.71%-0.04%2.92%7.17%3.86%
201510.37%6.35%-9.19%10.51%-9.45%4.93%2.89%3.99%-9.20%0.89%1.66%-1.38%
20144.62%-4.11%-2.66%-4.97%10.04%5.12%-6.67%-0.04%4.51%2.61%0.96%-8.78%
20132.42%-7.82%2,895.56%-7.29%3.61%-11.10%17.80%2.28%9.45%4.34%-4.85%-3.04%
201218.72%8.62%-6.59%-4.81%-24.58%5.58%1.90%1.25%5.73%-4.65%-10.36%7.60%
20116.38%6.20%10.29%4.52%72.95%5.22%3.26%-15.80%-24.14%35.48%-11.11%-7.50%
2010-10.19%-7.16%4.12%2.07%51.08%-5.00%15.05%-1.37%-3.90%8.88%-3.01%16.51%

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 -0.12. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.001.50MarchAprilMayJuneJulyAugust
-0.12
0.07
GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (^GSPC)

GAZP.MEDividend History

Public Joint Stock Company Gazprom granted a 28.41% dividend yield in the last twelve months. The annual payout for that period amounted to RUB 52.53 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendRUB 52.53RUB 12.55RUB 15.24RUB 16.61RUB 8.04RUB 8.04RUB 7.89RUB 7.20RUB 7.20RUB 5.99RUB 8.97RUB 3.85RUB 2.39

Dividend yield

28.41%5.07%10.36%10.23%8.95%11.17%9.92%10.90%11.99%9.87%452.96%178.08%192.51%

GAZP.MEDrawdowns Chart

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


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-34.38%
-7.57%
GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (^GSPC)

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 52.66%, recorded on Jul 14, 2022. The portfolio has not recovered from it yet.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-52.66%Oct 6, 2021175Jul 14, 2022
-42.29%Jun 16, 2011127Mar 4, 20135Mar 25, 2013132
-39.52%Nov 8, 201984Mar 12, 2020295May 14, 2021379
-27.43%Dec 14, 2016124Jun 14, 2017151Jan 17, 2018275
-24.88%Oct 17, 2013100Mar 14, 2014215Jan 22, 2015315
-19.5%Feb 19, 2015227Jan 18, 201665Apr 19, 2016292
-19.06%Mar 26, 201362Jun 24, 201337Aug 14, 201399
-18.87%Jan 13, 201055May 6, 20101May 7, 201056
-17.78%May 4, 201637Jun 27, 2016120Dec 13, 2016157
-17.58%May 13, 20108May 25, 201023Aug 2, 201031

GAZP.MEVolatility Chart

Current Public Joint Stock Company Gazprom volatility is 19.44%. 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.


0.00%50.00%100.00%150.00%200.00%MarchAprilMayJuneJulyAugust
19.44%
19.42%
GAZP.ME (Public Joint Stock Company Gazprom)
Benchmark (^GSPC)