CHMF.ME vs. MGNT.ME
Compare and contrast key facts about PAO Severstal (CHMF.ME) and Public Joint Stock Company Magnit (MGNT.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHMF.ME or MGNT.ME.
Key characteristics
| CHMF.ME | MGNT.ME | |
|---|---|---|
| YTD Return | -12.14% | -24.64% |
| 1Y Return | -10.04% | -12.78% |
| 3Y Return (Ann) | -7.88% | -4.39% |
| 5Y Return (Ann) | 13.59% | 15.69% |
| 10Y Return (Ann) | 21.17% | -3.26% |
| Sharpe Ratio | -0.29 | -0.36 |
| Sortino Ratio | -0.18 | -0.30 |
| Omega Ratio | 0.97 | 0.96 |
| Calmar Ratio | -0.19 | -0.24 |
| Martin Ratio | -0.39 | -0.49 |
| Ulcer Index | 22.68% | 23.32% |
| Daily Std Dev | 30.92% | 31.07% |
| Max Drawdown | -97.78% | -78.63% |
| Current Drawdown | -38.66% | -40.37% |
Fundamentals
| CHMF.ME | MGNT.ME | |
|---|---|---|
| Market Cap | RUB 1.09T | RUB 645.40B |
| EPS | RUB 431.23 | RUB 285.19 |
| PE Ratio | 2.98 | 19.88 |
| PEG Ratio | 0.00 | 0.98 |
| Total Revenue (TTM) | RUB 2.18B | RUB 2.78T |
| Gross Profit (TTM) | RUB 968.16M | RUB 497.21B |
| EBITDA (TTM) | RUB 773.44M | RUB 264.80B |
Correlation
The correlation between CHMF.ME and MGNT.ME is 0.49, 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. MGNT.ME - Performance Comparison
In the year-to-date period, CHMF.ME achieves a -12.14% return, which is significantly higher than MGNT.ME's -24.64% return. Over the past 10 years, CHMF.ME has outperformed MGNT.ME with an annualized return of 21.17%, while MGNT.ME has yielded a comparatively lower -3.26% 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. MGNT.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 Magnit (MGNT.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. MGNT.ME - Dividend Comparison
CHMF.ME has not paid dividends to shareholders, while MGNT.ME's dividend yield for the trailing twelve months is around 9.81%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMF.ME 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% |
MGNT.ME Public Joint Stock Company Magnit | 9.81% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
Drawdowns
CHMF.ME vs. MGNT.ME - Drawdown Comparison
The maximum CHMF.ME drawdown since its inception was -97.78%, which is greater than MGNT.ME's maximum drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for CHMF.ME and MGNT.ME. For additional features, visit the drawdowns tool.
Volatility
CHMF.ME vs. MGNT.ME - Volatility Comparison
PAO Severstal (CHMF.ME) has a higher volatility of 12.52% compared to Public Joint Stock Company Magnit (MGNT.ME) at 10.16%. This indicates that CHMF.ME's price experiences larger fluctuations and is considered to be riskier than MGNT.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CHMF.ME vs. MGNT.ME - Financials Comparison
This section allows you to compare key financial metrics between PAO Severstal and Public Joint Stock Company Magnit. 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