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