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

Key characteristics


FESH.MEYNDX.ME
YTD Return9.63%62.42%
1Y Return83.28%107.00%
3Y Return (Ann)77.85%-5.77%
5Y Return (Ann)67.88%11.36%
Sharpe Ratio1.883.78
Daily Std Dev47.93%29.73%
Max Drawdown-93.47%-77.65%
Current Drawdown-27.62%-33.23%

Fundamentals


FESH.MEYNDX.ME
Market CapRUB 230.20BRUB 555.29B
EPSRUB 18.74-RUB 71.61
PEG Ratio0.000.00
Revenue (TTM)RUB 150.26BRUB 467.25B
Gross Profit (TTM)RUB 59.13BRUB 182.22B
EBITDA (TTM)RUB 65.94BRUB 32.03B

Correlation

-0.50.00.51.00.4

The correlation between FESH.ME and YNDX.ME is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

FESH.ME vs. YNDX.ME - Performance Comparison

In the year-to-date period, FESH.ME achieves a 9.63% return, which is significantly lower than YNDX.ME's 62.42% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%December2024FebruaryMarchApril
825.41%
32.38%
FESH.ME
YNDX.ME

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Far-Eastern Shipping Company PLC.

Yandex N.V.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Far-Eastern Shipping Company PLC. (FESH.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.


FESH.ME
Sharpe ratio
The chart of Sharpe ratio for FESH.ME, currently valued at 1.13, compared to the broader market-2.00-1.000.001.002.003.004.001.13
Sortino ratio
The chart of Sortino ratio for FESH.ME, currently valued at 1.97, compared to the broader market-4.00-2.000.002.004.006.001.97
Omega ratio
The chart of Omega ratio for FESH.ME, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for FESH.ME, currently valued at 1.31, compared to the broader market0.002.004.006.001.31
Martin ratio
The chart of Martin ratio for FESH.ME, currently valued at 2.81, compared to the broader market-10.000.0010.0020.0030.002.81
YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.006.002.91
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 1.04, compared to the broader market0.002.004.006.001.04
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 7.10, compared to the broader market-10.000.0010.0020.0030.007.10

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

The current FESH.ME Sharpe Ratio is 1.88, which is lower than the YNDX.ME Sharpe Ratio of 3.78. The chart below compares the 12-month rolling Sharpe Ratio of FESH.ME and YNDX.ME.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
1.13
2.19
FESH.ME
YNDX.ME

Dividends

FESH.ME vs. YNDX.ME - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

FESH.ME vs. YNDX.ME - Drawdown Comparison

The maximum FESH.ME drawdown since its inception was -93.47%, 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 FESH.ME and YNDX.ME. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchApril
-26.94%
-48.97%
FESH.ME
YNDX.ME

Volatility

FESH.ME vs. YNDX.ME - Volatility Comparison

The current volatility for Far-Eastern Shipping Company PLC. (FESH.ME) is 6.18%, while Yandex N.V. (YNDX.ME) has a volatility of 7.89%. This indicates that FESH.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.


5.00%10.00%15.00%20.00%December2024FebruaryMarchApril
6.18%
7.89%
FESH.ME
YNDX.ME

Financials

FESH.ME vs. YNDX.ME - Financials Comparison

This section allows you to compare key financial metrics between Far-Eastern Shipping Company PLC. 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