AFKS.ME vs. IMOEX

In the year-to-date period, AFKS.ME achieves a -0.58% return, which is significantly higher than IMOEX's -1.11% return. Over the past 10 years, AFKS.ME has underperformed IMOEX with an annualized return of 2.56%, while IMOEX has yielded a comparatively higher 5.26% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Sistema Public Joint Stock Financial Corporation (AFKS.ME) and MOEX Russia Index (IMOEX). 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.

The current AFKS.ME Sharpe Ratio is -0.86, which is lower than the IMOEX Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of AFKS.ME and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum AFKS.ME drawdown since its inception was -92.24%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for AFKS.ME and IMOEX. For additional features, visit the drawdowns tool.

Sistema Public Joint Stock Financial Corporation (AFKS.ME) has a higher volatility of 20.15% compared to MOEX Russia Index (IMOEX) at 12.64%. This indicates that AFKS.ME's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.