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Gazprom Neft (SIBN.ME)

Equity · Currency in RUB · Last updated May 21, 2022

Company Info

SIBN.MEShare Price Chart


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SIBN.MEPerformance

The chart shows the growth of RUB 10,000 invested in Gazprom Neft on Mar 4, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly RUB 63,395 for a total return of roughly 533.95%. All prices are adjusted for splits and dividends.


SIBN.ME (Gazprom Neft)
Benchmark (^GSPC)

SIBN.MEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M8.63%-10.84%
YTD-23.27%-15.98%
6M-14.26%-14.66%
1Y25.93%-2.85%
5Y27.16%12.05%
10Y19.87%13.03%

SIBN.MEMonthly Returns Heatmap


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SIBN.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 Gazprom Neft Sharpe ratio is 0.60. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


SIBN.ME (Gazprom Neft)
Benchmark (^GSPC)

SIBN.MEDividend History

Gazprom Neft granted a 11.96% dividend yield in the last twelve months, as of May 21, 2022. The annual payout for that period amounted to RUB 50.00 per share.


PeriodTTM202120202019201820172016201520142013201220112010
DividendRUB 50.00RUB 50.00RUB 24.82RUB 26.09RUB 27.05RUB 20.68RUB 0.55RUB 7.77RUB 9.91RUB 13.39RUB 7.30RUB 8.88RUB 3.57

Dividend yield

11.96%9.18%8.63%7.37%9.95%11.60%0.39%7.65%11.08%15.57%9.70%11.79%5.88%

SIBN.MEDrawdowns Chart

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


SIBN.ME (Gazprom Neft)
Benchmark (^GSPC)

SIBN.MEWorst Drawdowns

The table below shows the maximum drawdowns of the Gazprom Neft. 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 Gazprom Neft is 48.94%, recorded on Mar 18, 2020. It took 319 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-48.94%Jan 21, 202040Mar 18, 2020319Jun 24, 2021359
-36.76%Apr 16, 201027May 26, 2010440Feb 29, 2012467
-35.79%Jan 5, 202235Feb 24, 2022
-29.4%Feb 16, 201575Jun 4, 2015349Oct 21, 2016424
-24.04%Oct 18, 2012164Jun 19, 201358Sep 9, 2013222
-20.24%Feb 24, 201776Jun 16, 201761Sep 11, 2017137
-19.83%Apr 25, 201219May 24, 201236Jul 17, 201255
-15.83%Jun 20, 201435Aug 7, 201449Oct 15, 201484
-15.55%Oct 17, 2018102Mar 15, 201946May 22, 2019148
-13.22%Dec 4, 201359Mar 3, 201463Jun 4, 2014122

SIBN.MEVolatility Chart

Current Gazprom Neft volatility is 59.68%. 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.


SIBN.ME (Gazprom Neft)
Benchmark (^GSPC)

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