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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 (TTM)-RUB 71.61
Total Revenue (TTM)RUB 250.63B
Gross Profit (TTM)RUB 134.65B
EBITDA (TTM)RUB 10.80B
Year RangeRUB 2,116.20 - RUB 4,592.20
Target PriceRUB 6,174.63

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


-10.00%-5.00%0.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
-8.77%
0.68%
YNDX.ME (Yandex N.V.)
Benchmark (^GSPC)

Returns By Period


PeriodReturnBenchmark
Year-To-DateN/A25.45%
1 monthN/A2.91%
6 monthsN/A14.05%
1 yearN/A35.64%
5 years (annualized)N/A14.13%
10 years (annualized)N/A11.39%

Monthly Returns

The table below presents the monthly returns of YNDX.ME, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202419.41%11.05%18.34%3.50%-3.38%1.83%59.80%
202311.56%-0.15%-6.23%10.08%12.15%4.16%8.02%1.39%-9.60%8.69%-3.24%0.35%40.36%
2022-19.09%-47.04%16.78%-21.80%-11.25%2.30%21.71%11.20%-14.17%12.72%-5.64%-8.36%-59.77%
2021-7.19%0.61%2.04%0.86%-0.42%5.05%-4.03%12.31%4.02%0.65%-7.86%-16.24%-12.46%
20206.54%-7.43%2.05%5.03%-0.62%24.03%20.45%22.03%-2.24%-10.39%18.68%-3.97%91.21%
201914.61%-0.18%3.88%4.25%-2.28%2.94%3.52%-1.09%-8.10%-6.08%26.68%0.15%39.74%
201815.05%7.55%-2.41%-8.29%-1.00%8.07%0.27%-4.44%0.49%-11.29%2.53%-1.78%1.90%
201710.54%-3.55%-6.35%23.20%-1.92%2.06%13.48%0.52%6.91%4.11%-0.49%-2.40%51.82%
2016-12.21%-2.88%4.50%27.30%4.30%3.10%3.07%-0.97%-6.09%-6.34%-4.34%3.83%8.76%
20154.88%-5.49%-12.11%12.21%-6.09%-9.88%4.01%-8.73%-11.43%42.50%7.68%4.84%11.90%
20144.07%-10.67%-3.47%7.69%7.19%2.15%-17.21%-12.39%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of YNDX.ME is 93, placing it in the top 7% of stocks on our website 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 9393
Combined Rank
The Sharpe Ratio Rank of YNDX.ME is 9898Sharpe Ratio Rank
The Sortino Ratio Rank of YNDX.ME is 9696Sortino Ratio Rank
The Omega Ratio Rank of YNDX.ME is 9595Omega Ratio Rank
The Calmar Ratio Rank of YNDX.ME is 8585Calmar Ratio Rank
The Martin Ratio Rank of YNDX.ME is 9393Martin 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
No data
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.90, compared to the broader market-4.00-2.000.002.004.002.90
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.87, compared to the broader market-4.00-2.000.002.004.006.003.87
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.54, compared to the broader market0.501.001.502.001.54
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 4.19, compared to the broader market0.002.004.006.004.19
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 18.72, compared to the broader market0.0010.0020.0030.0018.72

Sharpe Ratio

There is not enough data available to calculate the Sharpe ratio for Yandex N.V.. We calculate this metric based on the past 12 months of trading data. Please check back later for updated information.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
2.48
1.09
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-35.00%-30.00%-25.00%-20.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
-34.30%
-18.35%
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.


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 2.97%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07
2.97%
7.32%
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

0.0

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Yandex N.V..


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Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items