ALRS.ME vs. GMKN.ME
ALRS.ME (Public Joint Stock Company ALROSA) and GMKN.ME (Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel) are both stocks. Both are in the Basic Materials sector — ALRS.ME in Other Precious Metals & Mining, GMKN.ME in Other Industrial Metals & Mining. Over the past 10 years, ALRS.ME returned -3.43%/yr vs 3.58%/yr for GMKN.ME. At a 0.33 correlation, their price movements are largely independent.
Performance
ALRS.ME vs. GMKN.ME - Performance Comparison
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Returns By Period
In the year-to-date period, ALRS.ME achieves a -39.40% return, which is significantly lower than GMKN.ME's -11.45% return. Over the past 10 years, ALRS.ME has underperformed GMKN.ME with an annualized return of -3.43%, while GMKN.ME has yielded a comparatively higher 3.58% annualized return.
ALRS.ME
- 1D
- -0.59%
- 1M
- -12.02%
- YTD
- -39.40%
- 6M
- -39.30%
- 1Y
- -48.46%
- 3Y*
- -24.81%
- 5Y*
- -22.94%
- 10Y*
- -3.43%
GMKN.ME
- 1D
- -1.73%
- 1M
- 2.69%
- YTD
- -11.45%
- 6M
- -1.54%
- 1Y
- 19.66%
- 3Y*
- -3.76%
- 5Y*
- -13.53%
- 10Y*
- 3.58%
ALRS.ME vs. GMKN.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALRS.ME Public Joint Stock Company ALROSA | -39.40% | -28.09% | -11.85% | 24.09% | -51.95% | 45.01% | 21.61% | -4.65% | 47.56% | -14.40% |
GMKN.ME Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel | -11.45% | 28.95% | -28.53% | 5.69% | -33.32% | -6.46% | 24.05% | 46.50% | 20.18% | 7.19% |
Correlation
The correlation between ALRS.ME and GMKN.ME is 0.61, 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 | 0.61 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 2013 | 0.33 |
Over the past year, ALRS.ME and GMKN.ME have become more correlated (0.61) than their long-term average of 0.33, meaning their price movements have been converging.
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Return for Risk
ALRS.ME vs. GMKN.ME — Risk / Return Rank
ALRS.ME
GMKN.ME
ALRS.ME vs. GMKN.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company ALROSA (ALRS.ME) and Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.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 | GMKN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.41 | ||
| Sortino ratioReturn per unit of downside risk | -4.07 | ||
| Omega ratioGain probability vs. loss probability | 0.68 | 1.12 | -0.44 |
| Calmar ratioReturn relative to maximum drawdown | -0.96 | 0.70 | -1.66 |
| Martin ratioReturn relative to average drawdown | -2.16 | 1.73 | -3.89 |
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 | GMKN.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.81 | 0.60 | -2.41 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.61 | -0.00 | -0.61 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.10 | 0.00 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.03 | 0.00 | -0.03 |
Drawdowns
ALRS.ME vs. GMKN.ME - Drawdown Comparison
The maximum ALRS.ME drawdown since its inception was -85.03%, smaller than the maximum GMKN.ME drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for ALRS.ME and GMKN.ME.
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Drawdown Indicators
| ALRS.ME | GMKN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.03% | -99.37% | +14.34% |
Max Drawdown (1Y)Largest decline over 1 year | -50.20% | -26.17% | -24.03% |
Max Drawdown (3Y)Largest decline over 3 years | -69.76% | -99.37% | +29.61% |
Max Drawdown (5Y)Largest decline over 5 years | -80.30% | -99.37% | +19.07% |
Max Drawdown (10Y)Largest decline over 10 years | -80.30% | -99.37% | +19.07% |
Current DrawdownCurrent decline from peak | -79.90% | -99.12% | +19.22% |
Average DrawdownAverage peak-to-trough decline | -36.75% | -31.75% | -5.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.32% | 10.60% | +11.72% |
Volatility
ALRS.ME vs. GMKN.ME - Volatility Comparison
The current volatility for Public Joint Stock Company ALROSA (ALRS.ME) is 8.43%, while Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.ME) has a volatility of 9.57%. This indicates that ALRS.ME experiences smaller price fluctuations and is considered to be less risky than GMKN.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 | GMKN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 9.57% | -1.14% |
Volatility (6M)Calculated over the trailing 6-month period | 17.29% | 19.72% | -2.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.71% | 30.28% | -3.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.44% | 4,410.33% | -4,372.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.38% | 3,122.91% | -3,089.53% |
Dividends
ALRS.ME vs. GMKN.ME - Dividend Comparison
Neither ALRS.ME nor GMKN.ME has paid dividends to shareholders.
| Position | 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% |
GMKN.ME Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ALRS.ME vs. GMKN.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company ALROSA and Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel. 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
ALRS.ME and GMKN.ME have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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