ETLN.ME vs. SIBN.ME
Compare and contrast key facts about Etalon Group PLC (ETLN.ME) and Gazprom Neft (SIBN.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ETLN.ME or SIBN.ME.
Key characteristics
| ETLN.ME | SIBN.ME | |
|---|---|---|
| YTD Return | -27.59% | -25.43% |
| 1Y Return | -28.52% | -25.60% |
| 3Y Return (Ann) | -18.06% | 21.84% |
| Sharpe Ratio | -0.69 | -0.99 |
| Sortino Ratio | -0.96 | -1.36 |
| Omega Ratio | 0.90 | 0.84 |
| Calmar Ratio | -0.46 | -0.74 |
| Martin Ratio | -1.18 | -1.60 |
| Ulcer Index | 23.08% | 16.26% |
| Daily Std Dev | 39.28% | 26.62% |
| Max Drawdown | -71.31% | -79.09% |
| Current Drawdown | -58.63% | -32.08% |
Fundamentals
| ETLN.ME | SIBN.ME | |
|---|---|---|
| Market Cap | RUB 23.39B | RUB 4.12T |
| EPS | RUB 8.59 | RUB 106.71 |
| PE Ratio | 7.10 | 7.99 |
| Total Revenue (TTM) | RUB 53.64B | RUB 983.77B |
| Gross Profit (TTM) | RUB 18.17B | RUB 904.73B |
| EBITDA (TTM) | RUB 10.02B | RUB 269.93B |
Correlation
The correlation between ETLN.ME and SIBN.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
ETLN.ME vs. SIBN.ME - Performance Comparison
In the year-to-date period, ETLN.ME achieves a -27.59% return, which is significantly lower than SIBN.ME's -25.43% 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
ETLN.ME vs. SIBN.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Etalon Group PLC (ETLN.ME) and Gazprom Neft (SIBN.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
ETLN.ME vs. SIBN.ME - Dividend Comparison
ETLN.ME has not paid dividends to shareholders, while SIBN.ME's dividend yield for the trailing twelve months is around 13.26%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ETLN.ME Etalon Group PLC | 0.00% | 0.00% | 0.00% | 0.15% | 0.13% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SIBN.ME Gazprom Neft | 13.26% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% | 9.12% |
Drawdowns
ETLN.ME vs. SIBN.ME - Drawdown Comparison
The maximum ETLN.ME drawdown since its inception was -71.31%, smaller than the maximum SIBN.ME drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for ETLN.ME and SIBN.ME. For additional features, visit the drawdowns tool.
Volatility
ETLN.ME vs. SIBN.ME - Volatility Comparison
The current volatility for Etalon Group PLC (ETLN.ME) is 7.95%, while Gazprom Neft (SIBN.ME) has a volatility of 10.21%. This indicates that ETLN.ME experiences smaller price fluctuations and is considered to be less risky than SIBN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ETLN.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between Etalon Group PLC and Gazprom Neft. 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