PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
AKRN.ME vs. YNDX.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


AKRN.MEYNDX.ME
YTD Return-7.69%64.40%
1Y Return-9.69%111.11%
3Y Return (Ann)45.51%-3.67%
5Y Return (Ann)36.96%11.63%
Sharpe Ratio-0.753.39
Daily Std Dev13.52%29.80%
Max Drawdown-92.42%-77.65%
Current Drawdown-34.77%-32.41%

Fundamentals


AKRN.MEYNDX.ME
Market CapRUB 696.55BRUB 555.29B
EPSRUB 1.56K-RUB 71.61
PEG Ratio0.000.00
Revenue (TTM)RUB 170.99BRUB 467.25B
Gross Profit (TTM)RUB 54.05BRUB 182.22B
EBITDA (TTM)RUB 79.84BRUB 32.03B

Correlation

-0.50.00.51.00.4

The correlation between AKRN.ME and YNDX.ME is 0.40, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

AKRN.ME vs. YNDX.ME - Performance Comparison

In the year-to-date period, AKRN.ME achieves a -7.69% return, which is significantly lower than YNDX.ME's 64.40% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%20.00%40.00%60.00%80.00%NovemberDecember2024FebruaryMarchApril
-4.94%
72.16%
AKRN.ME
YNDX.ME

Compare stocks, funds, or ETFs

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


Public Joint Stock Company Acron

Yandex N.V.

Risk-Adjusted Performance

AKRN.ME vs. YNDX.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Acron (AKRN.ME) and Yandex N.V. (YNDX.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.


AKRN.ME
Sharpe ratio
The chart of Sharpe ratio for AKRN.ME, currently valued at -1.00, compared to the broader market-2.00-1.000.001.002.003.00-1.00
Sortino ratio
The chart of Sortino ratio for AKRN.ME, currently valued at -1.36, compared to the broader market-4.00-2.000.002.004.00-1.36
Omega ratio
The chart of Omega ratio for AKRN.ME, currently valued at 0.83, compared to the broader market0.501.001.500.83
Calmar ratio
The chart of Calmar ratio for AKRN.ME, currently valued at -0.47, compared to the broader market0.001.002.003.004.005.00-0.47
Martin ratio
The chart of Martin ratio for AKRN.ME, currently valued at -1.23, compared to the broader market0.0010.0020.00-1.23
YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.15, compared to the broader market-2.00-1.000.001.002.003.002.15
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 2.86, compared to the broader market-4.00-2.000.002.004.002.86
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.35, compared to the broader market0.501.001.501.35
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 1.01, compared to the broader market0.001.002.003.004.005.001.01
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 6.93, compared to the broader market0.0010.0020.006.93

AKRN.ME vs. YNDX.ME - Sharpe Ratio Comparison

The current AKRN.ME Sharpe Ratio is -0.75, which is lower than the YNDX.ME Sharpe Ratio of 3.39. The chart below compares the 12-month rolling Sharpe Ratio of AKRN.ME and YNDX.ME.


Rolling 12-month Sharpe Ratio-1.000.001.002.00NovemberDecember2024FebruaryMarchApril
-1.00
2.15
AKRN.ME
YNDX.ME

Dividends

AKRN.ME vs. YNDX.ME - Dividend Comparison

AKRN.ME's dividend yield for the trailing twelve months is around 1.45%, while YNDX.ME has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
AKRN.ME
Public Joint Stock Company Acron
1.45%1.22%1.32%6.31%7.29%7.64%7.15%8.53%9.37%3.68%8.45%5.69%
YNDX.ME
Yandex N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

AKRN.ME vs. YNDX.ME - Drawdown Comparison

The maximum AKRN.ME drawdown since its inception was -92.42%, which is greater than YNDX.ME's maximum drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for AKRN.ME and YNDX.ME. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%NovemberDecember2024FebruaryMarchApril
-48.26%
-48.82%
AKRN.ME
YNDX.ME

Volatility

AKRN.ME vs. YNDX.ME - Volatility Comparison

The current volatility for Public Joint Stock Company Acron (AKRN.ME) is 3.47%, while Yandex N.V. (YNDX.ME) has a volatility of 5.86%. This indicates that AKRN.ME experiences smaller price fluctuations and is considered to be less risky than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2024FebruaryMarchApril
3.47%
5.86%
AKRN.ME
YNDX.ME