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Yandex N.V. (YNDX.ME)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINNL0009805522
SectorCommunication Services
IndustryInternet Content & Information

Highlights

Market CapRUB 555.29B
EPS-RUB 71.61
Revenue (TTM)RUB 467.25B
Gross Profit (TTM)RUB 182.22B
EBITDA (TTM)RUB 32.03B
Year RangeRUB 1,892.00 - RUB 4,080.00
Target PriceRUB 6,174.63

Share Price Chart


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Yandex N.V.

Popular comparisons: YNDX.ME vs. GAZP.ME, YNDX.ME vs. AKRN.ME, YNDX.ME vs. OZON, YNDX.ME vs. FESH.ME, YNDX.ME vs. SPY, YNDX.ME vs. AAPL, YNDX.ME vs. CHMF.ME, YNDX.ME vs. RUAL.ME, YNDX.ME vs. PIKK.ME, YNDX.ME vs. LKOH.ME

Performance

Performance Chart

The chart shows the growth of an initial investment of RUB 10,000 in Yandex N.V., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


100.00%200.00%300.00%400.00%500.00%600.00%NovemberDecember2024FebruaryMarchApril
245.90%
605.97%
YNDX.ME (Yandex N.V.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Yandex N.V. had a return of 58.77% year-to-date (YTD) and 105.95% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date58.77%5.90%
1 month11.21%-1.28%
6 months60.40%15.51%
1 year105.95%21.68%
5 years (annualized)11.15%11.74%
10 years (annualized)N/A10.50%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202419.41%11.05%18.34%
2023-9.60%8.69%-3.24%0.35%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of YNDX.ME is 95, placing it in the top 5% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of YNDX.ME is 9595
Yandex N.V.(YNDX.ME)
The Sharpe Ratio Rank of YNDX.ME is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of YNDX.ME is 9898Sortino Ratio Rank
The Omega Ratio Rank of YNDX.ME is 9797Omega Ratio Rank
The Calmar Ratio Rank of YNDX.ME is 8989Calmar Ratio Rank
The Martin Ratio Rank of YNDX.ME is 9696Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 3.44, compared to the broader market-2.00-1.000.001.002.003.003.44
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 4.53, compared to the broader market-4.00-2.000.002.004.006.004.53
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.57, compared to the broader market0.501.001.501.57
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 1.49, compared to the broader market0.001.002.003.004.005.001.49
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 14.34, compared to the broader market-10.000.0010.0020.0030.0014.34
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 1.89, compared to the broader market-2.00-1.000.001.002.003.001.89
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.006.002.74
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.001.002.003.004.005.001.43
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 7.62, compared to the broader market-10.000.0010.0020.0030.007.62

Sharpe Ratio

The current Yandex N.V. Sharpe ratio is 3.44. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00NovemberDecember2024FebruaryMarchApril
3.44
2.23
YNDX.ME (Yandex N.V.)
Benchmark (^GSPC)

Dividends

Dividend History


Yandex N.V. doesn't pay dividends

Drawdowns

Drawdowns Chart

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


-60.00%-50.00%-40.00%-30.00%-20.00%NovemberDecember2024FebruaryMarchApril
-34.73%
-19.51%
YNDX.ME (Yandex N.V.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Yandex N.V.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Yandex N.V. was 77.65%, occurring on Jun 14, 2022. The portfolio has not yet recovered.

The current Yandex N.V. drawdown is 34.73%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-77.65%Nov 9, 2021148Jun 14, 2022
-45.91%Dec 3, 2014204Sep 28, 2015147Apr 28, 2016351
-29.73%Mar 22, 2018152Oct 22, 2018121Apr 16, 2019273
-26.23%Jul 15, 201965Oct 11, 201930Nov 25, 201995
-25.9%Feb 10, 202029Mar 23, 202060Jun 18, 202089

Volatility

Volatility Chart

The current Yandex N.V. volatility is 5.78%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
5.78%
3.64%
YNDX.ME (Yandex N.V.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Yandex N.V. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

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Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

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Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items