ALRS.ME vs. CHMF.ME
Compare and contrast key facts about Public Joint Stock Company ALROSA (ALRS.ME) and PAO Severstal (CHMF.ME).
Performance
ALRS.ME vs. CHMF.ME - Performance Comparison
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ALRS.ME vs. CHMF.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALRS.ME Public Joint Stock Company ALROSA | -17.82% | -28.09% | -11.85% | 24.09% | -51.95% | 45.01% | 21.61% | -4.65% | 47.56% | -14.40% |
CHMF.ME PAO Severstal | -12.52% | -26.27% | -6.34% | 55.22% | -43.82% | 43.54% | 56.94% | 12.59% | 24.84% | 9.05% |
Returns By Period
In the year-to-date period, ALRS.ME achieves a -17.82% return, which is significantly lower than CHMF.ME's -12.52% return. Over the past 10 years, ALRS.ME has underperformed CHMF.ME with an annualized return of -0.59%, while CHMF.ME has yielded a comparatively higher 9.89% annualized return.
ALRS.ME
- 1D
- -0.32%
- 1M
- -14.34%
- YTD
- -17.82%
- 6M
- -19.43%
- 1Y
- -35.77%
- 3Y*
- -16.79%
- 5Y*
- -15.86%
- 10Y*
- -0.59%
CHMF.ME
- 1D
- 0.33%
- 1M
- -10.99%
- YTD
- -12.52%
- 6M
- -8.23%
- 1Y
- -27.00%
- 3Y*
- -6.90%
- 5Y*
- -8.13%
- 10Y*
- 9.89%
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Return for Risk
ALRS.ME vs. CHMF.ME — Risk / Return Rank
ALRS.ME
CHMF.ME
ALRS.ME vs. CHMF.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company ALROSA (ALRS.ME) and PAO Severstal (CHMF.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.
| ALRS.ME | CHMF.ME | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.32 | -0.92 | -0.40 |
Sortino ratioReturn per unit of downside risk | -1.99 | -1.33 | -0.66 |
Omega ratioGain probability vs. loss probability | 0.78 | 0.86 | -0.07 |
Calmar ratioReturn relative to maximum drawdown | -1.01 | -1.05 | +0.04 |
Martin ratioReturn relative to average drawdown | -1.94 | -1.91 | -0.03 |
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
| ALRS.ME | CHMF.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.32 | -0.92 | -0.40 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.42 | -0.22 | -0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.02 | 0.30 | -0.32 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.01 | 0.08 | -0.07 |
Correlation
The correlation between ALRS.ME and CHMF.ME is 0.32, 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.
Dividends
ALRS.ME vs. CHMF.ME - Dividend Comparison
Neither ALRS.ME nor CHMF.ME has paid dividends to shareholders.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALRS.ME Public Joint Stock Company ALROSA | 0.00% | 0.00% | 7.55% | 5.41% | 0.00% | 14.93% | 2.67% | 9.43% | 11.33% | 11.90% | 2.15% | 2.63% |
CHMF.ME PAO Severstal | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 15.79% | 8.09% | 12.98% | 16.58% | 12.40% | 7.76% | 8.74% |
Drawdowns
ALRS.ME vs. CHMF.ME - Drawdown Comparison
The maximum ALRS.ME drawdown since its inception was -85.03%, smaller than the maximum CHMF.ME drawdown of -3,479.33%. Use the drawdown chart below to compare losses from any high point for ALRS.ME and CHMF.ME.
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Drawdown Indicators
| ALRS.ME | CHMF.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.03% | -3,479.33% | +3,394.30% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -26.80% | -7.93% |
Max Drawdown (5Y)Largest decline over 5 years | -72.75% | -65.57% | -7.18% |
Max Drawdown (10Y)Largest decline over 10 years | -72.75% | -65.57% | -7.18% |
Current DrawdownCurrent decline from peak | -72.75% | -57.82% | -14.93% |
Average DrawdownAverage peak-to-trough decline | -36.25% | -33.96% | -2.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.89% | 13.91% | +3.98% |
Volatility
ALRS.ME vs. CHMF.ME - Volatility Comparison
The current volatility for Public Joint Stock Company ALROSA (ALRS.ME) is 4.26%, while PAO Severstal (CHMF.ME) has a volatility of 5.42%. This indicates that ALRS.ME experiences smaller price fluctuations and is considered to be less risky than CHMF.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ALRS.ME | CHMF.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.26% | 5.42% | -1.16% |
Volatility (6M)Calculated over the trailing 6-month period | 16.74% | 17.62% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.14% | 29.22% | -2.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.26% | 37.17% | +0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.29% | 32.31% | +0.98% |
Financials
ALRS.ME vs. CHMF.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company ALROSA and PAO Severstal. 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