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CHMF.ME vs. YNDX.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


CHMF.MEYNDX.ME

Fundamentals


CHMF.MEYNDX.ME
Market CapRUB 1.09TRUB 555.29B
EPSRUB 431.23-RUB 71.61
PEG Ratio0.000.00
Total Revenue (TTM)RUB 2.18BRUB 250.63B
Gross Profit (TTM)RUB 968.16MRUB 134.65B
EBITDA (TTM)RUB 773.44MRUB 10.80B

Correlation

-0.50.00.51.00.4

The correlation between CHMF.ME and YNDX.ME is 0.42, 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. YNDX.ME - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%600.00%700.00%JuneJulyAugustSeptemberOctoberNovember
320.60%
41.20%
CHMF.ME
YNDX.ME

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Risk-Adjusted Performance

CHMF.ME vs. YNDX.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for PAO Severstal (CHMF.ME) and Yandex N.V. (YNDX.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
Sharpe ratio
The chart of Sharpe ratio for CHMF.ME, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.58
Sortino ratio
The chart of Sortino ratio for CHMF.ME, currently valued at -0.65, compared to the broader market-4.00-2.000.002.004.006.00-0.65
Omega ratio
The chart of Omega ratio for CHMF.ME, currently valued at 0.92, compared to the broader market0.501.001.502.000.92
Calmar ratio
The chart of Calmar ratio for CHMF.ME, currently valued at -0.38, compared to the broader market0.002.004.006.00-0.38
Martin ratio
The chart of Martin ratio for CHMF.ME, currently valued at -0.84, compared to the broader market0.0010.0020.0030.00-0.84
YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.31
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 0.85, compared to the broader market0.002.004.006.000.85
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 11.77, compared to the broader market0.0010.0020.0030.0011.77

CHMF.ME vs. YNDX.ME - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.58
2.31
CHMF.ME
YNDX.ME

Dividends

CHMF.ME vs. YNDX.ME - Dividend Comparison

Neither CHMF.ME nor YNDX.ME has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
YNDX.ME
Yandex N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CHMF.ME vs. YNDX.ME - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.33%
-45.57%
CHMF.ME
YNDX.ME

Volatility

CHMF.ME vs. YNDX.ME - Volatility Comparison

PAO Severstal (CHMF.ME) has a higher volatility of 10.01% compared to Yandex N.V. (YNDX.ME) at 0.00%. This indicates that CHMF.ME's price experiences larger fluctuations and is considered to be riskier than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.01%
0
CHMF.ME
YNDX.ME

Financials

CHMF.ME vs. YNDX.ME - Financials Comparison

This section allows you to compare key financial metrics between PAO Severstal and Yandex N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in RUB except per share items