AFKS.ME vs. AGRO.ME

Last updated Jun 5, 2026

AFKS.ME (Sistema Public Joint Stock Financial Corporation) and AGRO.ME (Ros Agro PLC) are both stocks. AFKS.ME operates in Telecom Services (Communication Services), while AGRO.ME operates in Farm Products (Consumer Defensive). At a 0.20 correlation, their price movements are largely independent.

Performance

AFKS.ME vs. AGRO.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Sistema Public Joint Stock Financial Corporation (AFKS.ME) and Ros Agro PLC (AGRO.ME). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

AFKS.ME

• 1D: -3.49%
• 1M: 10.10%
• YTD: -8.85%
• 6M: -11.56%
• 1Y: -26.97%
• 3Y*: -5.92%
• 5Y*: -16.07%
• 10Y*: -2.49%

AGRO.ME

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

AFKS.ME vs. AGRO.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AFKS.ME Sistema Public Joint Stock Financial Corporation	-8.85%	-12.21%	-3.13%	42.03%	-49.11%	-17.31%	89.35%	92.29%	-33.01%	-40.07%
AGRO.ME Ros Agro PLC	0.00%	0.00%	-10.06%	104.15%	-43.67%	62.95%	37.95%	-14.20%	44.60%	-24.29%

Correlation

The correlation between AFKS.ME and AGRO.ME is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Dec 2, 2014	0.20

The correlation between AFKS.ME and AGRO.ME shifts across timeframes, from 0.19 (3 years) to 0.29 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

AFKS.ME vs. AGRO.ME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFKS.ME

AFKS.ME Risk / Return Rank: 12
AFKS.ME Sharpe Ratio Rank: 7
AFKS.ME Sortino Ratio Rank: 9
AFKS.ME Omega Ratio Rank: 11
AFKS.ME Calmar Ratio Rank: 16
AFKS.ME Martin Ratio Rank: 15

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AFKS.ME vs. AGRO.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sistema Public Joint Stock Financial Corporation (AFKS.ME) and Ros Agro PLC (AGRO.ME). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	AFKS.ME	AGRO.ME	Difference
Sharpe ratio: Return per unit of total volatility	-0.87	—	—
Sortino ratio: Return per unit of downside risk	-1.20	—	—
Omega ratio: Gain probability vs. loss probability	0.87	—	—
Calmar ratio: Return relative to maximum drawdown	-0.68	—	—
Martin ratio: Return relative to average drawdown	-1.21	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AFKS.ME	AGRO.ME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.87	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.39	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.06	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.06	—	—

Drawdowns

Drawdown Indicators

	AFKS.ME	AGRO.ME	Difference
Max Drawdown Largest peak-to-trough decline	-92.24%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-38.20%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-63.56%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-68.24%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-72.65%	—	—
Current Drawdown Current decline from peak	-65.06%	—	—
Average Drawdown Average peak-to-trough decline	-49.53%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	21.38%	—	—

Volatility

Volatility by Period

	AFKS.ME	AGRO.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.25%	—	—
Volatility (6M) Calculated over the trailing 6-month period	18.35%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	29.85%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	40.66%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	40.68%	—	—

Dividends

AFKS.ME vs. AGRO.ME - Dividend Comparison

Neither AFKS.ME nor AGRO.ME has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AFKS.ME Sistema Public Joint Stock Financial Corporation	0.00%	0.00%	3.42%	5.79%	0.00%	1.32%	0.45%	0.72%	1.38%	12.32%	4.53%	2.66%
AGRO.ME Ros Agro PLC	0.00%	0.00%	13.16%	0.00%	0.00%	12.36%	4.60%	5.87%	3.14%	8.19%	6.78%	3.93%

Financials

Frequently Asked Questions

Can I hold both AFKS.ME and AGRO.ME in my portfolio?

AFKS.ME and AGRO.ME have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.