CHMF.ME vs. PHOR.ME
Compare and contrast key facts about PAO Severstal (CHMF.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHMF.ME or PHOR.ME.
Key characteristics
CHMF.ME | PHOR.ME | |
---|---|---|
YTD Return | 36.73% | 0.17% |
1Y Return | 101.13% | 11.06% |
3Y Return (Ann) | 8.94% | 37.07% |
5Y Return (Ann) | 21.90% | 41.63% |
10Y Return (Ann) | 35.78% | 30.65% |
Sharpe Ratio | 4.05 | 0.64 |
Daily Std Dev | 23.19% | 15.75% |
Max Drawdown | -97.78% | -90.96% |
Current Drawdown | -0.55% | -5.62% |
Fundamentals
CHMF.ME | PHOR.ME | |
---|---|---|
Market Cap | RUB 1.09T | RUB 868.17B |
EPS | RUB 431.23 | RUB 586.28 |
PE Ratio | 2.98 | 4.70 |
PEG Ratio | 0.00 | 0.00 |
Revenue (TTM) | RUB 11.64B | RUB 587.35B |
Gross Profit (TTM) | RUB 6.72B | RUB 201.31B |
EBITDA (TTM) | RUB 5.88B | RUB 282.45B |
Correlation
The correlation between CHMF.ME and PHOR.ME is 0.41, 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. PHOR.ME - Performance Comparison
In the year-to-date period, CHMF.ME achieves a 36.73% return, which is significantly higher than PHOR.ME's 0.17% return. Over the past 10 years, CHMF.ME has outperformed PHOR.ME with an annualized return of 35.78%, while PHOR.ME has yielded a comparatively lower 30.65% 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. PHOR.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 PhosAgro (PHOR.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. PHOR.ME - Dividend Comparison
CHMF.ME has not paid dividends to shareholders, while PHOR.ME's dividend yield for the trailing twelve months is around 20.53%.
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 PhosAgro | 20.53% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% | 2.68% | 3.72% |
Drawdowns
CHMF.ME vs. PHOR.ME - Drawdown Comparison
The maximum CHMF.ME drawdown since its inception was -97.78%, which is greater than PHOR.ME's maximum drawdown of -90.96%. Use the drawdown chart below to compare losses from any high point for CHMF.ME and PHOR.ME. For additional features, visit the drawdowns tool.
Volatility
CHMF.ME vs. PHOR.ME - Volatility Comparison
The current volatility for PAO Severstal (CHMF.ME) is 4.74%, while Public Joint-Stock Company PhosAgro (PHOR.ME) has a volatility of 5.96%. This indicates that CHMF.ME experiences smaller price fluctuations and is considered to be less risky than PHOR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CHMF.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between PAO Severstal and Public Joint-Stock Company PhosAgro. 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