ALRS.ME vs. IMOEX

In the year-to-date period, ALRS.ME achieves a -4.74% return, which is significantly lower than IMOEX's 1.20% return. Over the past 10 years, ALRS.ME has underperformed IMOEX with an annualized return of 3.27%, while IMOEX has yielded a comparatively higher 5.22% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company ALROSA (ALRS.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 ALRS.ME Sharpe Ratio is -0.54, which is comparable to the IMOEX Sharpe Ratio of -0.48. The chart below compares the historical Sharpe Ratios of ALRS.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 ALRS.ME drawdown since its inception was -85.03%, roughly equal to the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ALRS.ME and IMOEX. For additional features, visit the drawdowns tool.

Public Joint Stock Company ALROSA (ALRS.ME) has a higher volatility of 10.56% compared to MOEX Russia Index (IMOEX) at 7.40%. This indicates that ALRS.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.