AFKS.ME vs. MAGN.ME
AFKS.ME (Sistema Public Joint Stock Financial Corporation) and MAGN.ME (Public Joint Stock Company Magnitogorsk Iron & Steel Works) are both stocks. AFKS.ME operates in Telecom Services (Communication Services), while MAGN.ME operates in Steel (Basic Materials). Over the past 10 years, AFKS.ME returned -2.49%/yr vs 5.68%/yr for MAGN.ME. At a 0.39 correlation, their price movements are largely independent.
Performance
AFKS.ME vs. MAGN.ME - Performance Comparison
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Returns By Period
In the year-to-date period, AFKS.ME achieves a -8.85% return, which is significantly higher than MAGN.ME's -19.89% return. Over the past 10 years, AFKS.ME has underperformed MAGN.ME with an annualized return of -2.49%, while MAGN.ME has yielded a comparatively higher 5.68% annualized return.
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%
MAGN.ME
- 1D
- -0.86%
- 1M
- -7.89%
- YTD
- -19.89%
- 6M
- -13.58%
- 1Y
- -29.92%
- 3Y*
- -15.80%
- 5Y*
- -15.46%
- 10Y*
- 5.68%
AFKS.ME vs. MAGN.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% |
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works | -19.89% | -25.70% | -21.75% | 58.44% | -50.66% | 42.90% | 45.92% | 5.90% | 15.37% | 37.52% |
Correlation
The correlation between AFKS.ME and MAGN.ME is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2007 | 0.39 |
The correlation between AFKS.ME and MAGN.ME shifts across timeframes, from 0.39 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
AFKS.ME vs. MAGN.ME — Risk / Return Rank
AFKS.ME
MAGN.ME
AFKS.ME vs. MAGN.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 Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.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 | MAGN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 0.85 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.79 | +0.10 |
| Martin ratioReturn relative to average drawdown | -1.21 | -1.34 | +0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AFKS.ME | MAGN.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.87 | -0.96 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.39 | -0.43 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.06 | 0.17 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.06 | 0.14 | -0.20 |
Drawdowns
AFKS.ME vs. MAGN.ME - Drawdown Comparison
The maximum AFKS.ME drawdown since its inception was -92.24%, which is greater than MAGN.ME's maximum drawdown of -87.40%. Use the drawdown chart below to compare losses from any high point for AFKS.ME and MAGN.ME.
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Drawdown Indicators
| AFKS.ME | MAGN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.24% | -87.40% | -4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -38.20% | -38.42% | +0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -63.56% | -61.50% | -2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -68.24% | -68.95% | +0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -72.65% | -68.95% | -3.70% |
Current DrawdownCurrent decline from peak | -65.06% | -66.40% | +1.34% |
Average DrawdownAverage peak-to-trough decline | -49.53% | -34.01% | -15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.38% | 22.70% | -1.32% |
Volatility
AFKS.ME vs. MAGN.ME - Volatility Comparison
Sistema Public Joint Stock Financial Corporation (AFKS.ME) has a higher volatility of 10.25% compared to Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) at 8.34%. This indicates that AFKS.ME's price experiences larger fluctuations and is considered to be riskier than MAGN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AFKS.ME | MAGN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.25% | 8.34% | +1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 18.35% | 19.91% | -1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.85% | 31.54% | -1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.66% | 35.30% | +5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 40.68% | 32.53% | +8.15% |
Dividends
AFKS.ME vs. MAGN.ME - Dividend Comparison
Neither AFKS.ME nor MAGN.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% |
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works | 0.00% | 0.00% | 8.33% | 0.00% | 8.08% | 12.46% | 6.75% | 8.53% | 12.33% | 7.69% | 3.10% | 3.07% |
Financials
AFKS.ME vs. MAGN.ME - Financials Comparison
This section allows you to compare key financial metrics between Sistema Public Joint Stock Financial Corporation and Public Joint Stock Company Magnitogorsk Iron & Steel Works. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AFKS.ME and MAGN.ME have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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