CHMF.ME vs. AFLT.ME
Compare and contrast key facts about PAO Severstal (CHMF.ME) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHMF.ME or AFLT.ME.
Key characteristics
CHMF.ME | AFLT.ME | |
---|---|---|
YTD Return | -12.14% | 77.30% |
1Y Return | -10.04% | 62.55% |
3Y Return (Ann) | -7.88% | -1.89% |
5Y Return (Ann) | 13.59% | -10.06% |
10Y Return (Ann) | 21.17% | 6.35% |
Sharpe Ratio | -0.29 | 1.79 |
Sortino Ratio | -0.18 | 2.58 |
Omega Ratio | 0.97 | 1.31 |
Calmar Ratio | -0.19 | 0.75 |
Martin Ratio | -0.39 | 5.32 |
Ulcer Index | 22.68% | 11.44% |
Daily Std Dev | 30.92% | 33.89% |
Max Drawdown | -97.78% | -96.95% |
Current Drawdown | -38.66% | -67.14% |
Fundamentals
CHMF.ME | AFLT.ME | |
---|---|---|
Market Cap | RUB 1.09T | RUB 147.98B |
EPS | RUB 431.23 | -RUB 14.23 |
PE Ratio | 2.98 | 10.33 |
PEG Ratio | 0.00 | 0.00 |
Total Revenue (TTM) | RUB 2.18B | RUB 171.09B |
Gross Profit (TTM) | RUB 968.16M | -RUB 19.96B |
EBITDA (TTM) | RUB 773.44M | RUB 131.07B |
Correlation
The correlation between CHMF.ME and AFLT.ME is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
CHMF.ME vs. AFLT.ME - Performance Comparison
In the year-to-date period, CHMF.ME achieves a -12.14% return, which is significantly lower than AFLT.ME's 77.30% return. Over the past 10 years, CHMF.ME has outperformed AFLT.ME with an annualized return of 21.17%, while AFLT.ME has yielded a comparatively lower 6.35% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
CHMF.ME vs. AFLT.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PAO Severstal (CHMF.ME) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.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.
Dividends
CHMF.ME vs. AFLT.ME - Dividend Comparison
Neither CHMF.ME nor AFLT.ME has paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PAO Severstal | 0.00% | 0.00% | 0.00% | 15.79% | 8.09% | 12.98% | 16.58% | 12.40% | 7.76% | 8.74% | 12.52% | 1.99% |
Public Joint Stock Company Aeroflot - Russian Airlines | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.60% | 12.66% | 12.63% | 0.00% | 0.00% | 7.76% | 27.68% |
Drawdowns
CHMF.ME vs. AFLT.ME - Drawdown Comparison
The maximum CHMF.ME drawdown since its inception was -97.78%, roughly equal to the maximum AFLT.ME drawdown of -96.95%. Use the drawdown chart below to compare losses from any high point for CHMF.ME and AFLT.ME. For additional features, visit the drawdowns tool.
Volatility
CHMF.ME vs. AFLT.ME - Volatility Comparison
PAO Severstal (CHMF.ME) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME) have volatilities of 12.52% and 12.71%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CHMF.ME vs. AFLT.ME - Financials Comparison
This section allows you to compare key financial metrics between PAO Severstal and Public Joint Stock Company Aeroflot - Russian Airlines. 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