GAZA.ME vs. VTBR.ME
Compare and contrast key facts about Public Joint Stock Company GAZ (GAZA.ME) and VTB Bank (VTBR.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAZA.ME or VTBR.ME.
Key characteristics
| GAZA.ME | VTBR.ME | |
|---|---|---|
| YTD Return | 0.31% | 2.19% |
| 1Y Return | 26.56% | 4.02% |
| 3Y Return (Ann) | 21.11% | -22.29% |
| 5Y Return (Ann) | 13.84% | -6.53% |
| 10Y Return (Ann) | 2.69% | -2.65% |
| Sharpe Ratio | 0.59 | 0.47 |
| Daily Std Dev | 51.37% | 25.97% |
| Max Drawdown | -81.25% | -84.89% |
| Current Drawdown | -48.62% | -75.55% |
Fundamentals
| GAZA.ME | VTBR.ME | |
|---|---|---|
| Market Cap | RUB 16.94B | RUB 655.13B |
| EPS | RUB 172.05 | RUB 0.02 |
| PE Ratio | 4.06 | 7.50 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 164.64B | RUB 763.70B |
| Gross Profit (TTM) | RUB 29.19B | RUB 763.70B |
Correlation
The correlation between GAZA.ME and VTBR.ME is 0.40, 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
GAZA.ME vs. VTBR.ME - Performance Comparison
In the year-to-date period, GAZA.ME achieves a 0.31% return, which is significantly lower than VTBR.ME's 2.19% return. Over the past 10 years, GAZA.ME has outperformed VTBR.ME with an annualized return of 2.69%, while VTBR.ME has yielded a comparatively lower -2.65% 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
GAZA.ME vs. VTBR.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company GAZ (GAZA.ME) and VTB Bank (VTBR.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
GAZA.ME vs. VTBR.ME - Dividend Comparison
Neither GAZA.ME nor VTBR.ME has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAZA.ME Public Joint Stock Company GAZ | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTBR.ME VTB Bank | 0.00% | 0.00% | 0.00% | 2.90% | 2.04% | 2.40% | 10.18% | 2.47% | 1.58% | 1.47% | 1.73% | 2.88% |
Drawdowns
GAZA.ME vs. VTBR.ME - Drawdown Comparison
The maximum GAZA.ME drawdown since its inception was -81.25%, roughly equal to the maximum VTBR.ME drawdown of -84.89%. Use the drawdown chart below to compare losses from any high point for GAZA.ME and VTBR.ME. For additional features, visit the drawdowns tool.
Volatility
GAZA.ME vs. VTBR.ME - Volatility Comparison
The current volatility for Public Joint Stock Company GAZ (GAZA.ME) is 5.30%, while VTB Bank (VTBR.ME) has a volatility of 6.73%. This indicates that GAZA.ME experiences smaller price fluctuations and is considered to be less risky than VTBR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GAZA.ME vs. VTBR.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company GAZ and VTB Bank. 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