CHMF.ME vs. YNDX.ME
Compare and contrast key facts about PAO Severstal (CHMF.ME) and Yandex N.V. (YNDX.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CHMF.ME or YNDX.ME.
Key characteristics
CHMF.ME | YNDX.ME | |
---|---|---|
YTD Return | 36.73% | 65.13% |
1Y Return | 101.13% | 116.97% |
3Y Return (Ann) | 8.94% | -3.87% |
5Y Return (Ann) | 21.90% | 11.71% |
Sharpe Ratio | 4.05 | 3.77 |
Daily Std Dev | 23.19% | 29.24% |
Max Drawdown | -97.78% | -77.65% |
Current Drawdown | -0.55% | -32.11% |
Fundamentals
CHMF.ME | YNDX.ME | |
---|---|---|
Market Cap | RUB 1.09T | RUB 555.29B |
EPS | RUB 431.23 | -RUB 71.61 |
PEG Ratio | 0.00 | 0.00 |
Revenue (TTM) | RUB 11.64B | RUB 467.25B |
Gross Profit (TTM) | RUB 6.72B | RUB 182.22B |
EBITDA (TTM) | RUB 5.88B | RUB 32.03B |
Correlation
The correlation between CHMF.ME and YNDX.ME is 0.43, 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
In the year-to-date period, CHMF.ME achieves a 36.73% return, which is significantly lower than YNDX.ME's 65.13% 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. 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.
Dividends
CHMF.ME vs. YNDX.ME - Dividend Comparison
Neither CHMF.ME nor YNDX.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% |
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
The maximum CHMF.ME drawdown since its inception was -97.78%, which is greater than YNDX.ME's maximum drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for CHMF.ME and YNDX.ME. For additional features, visit the drawdowns tool.
Volatility
CHMF.ME vs. YNDX.ME - Volatility Comparison
The current volatility for PAO Severstal (CHMF.ME) is 4.74%, while Yandex N.V. (YNDX.ME) has a volatility of 8.39%. This indicates that CHMF.ME experiences smaller price fluctuations and is considered to be less risky than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities