GAZP.ME vs. SIBN.ME
Compare and contrast key facts about Public Joint Stock Company Gazprom (GAZP.ME) and Gazprom Neft (SIBN.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GAZP.ME or SIBN.ME.
Key characteristics
| GAZP.ME | SIBN.ME | |
|---|---|---|
| YTD Return | -17.69% | -28.45% |
| 1Y Return | -22.47% | -27.25% |
| 3Y Return (Ann) | -20.36% | 19.68% |
| 5Y Return (Ann) | -5.41% | 17.62% |
| 10Y Return (Ann) | 6.69% | 23.74% |
| Sharpe Ratio | -0.75 | -1.14 |
| Sortino Ratio | -1.02 | -1.64 |
| Omega Ratio | 0.87 | 0.80 |
| Calmar Ratio | -0.36 | -0.85 |
| Martin Ratio | -1.24 | -1.88 |
| Ulcer Index | 17.57% | 15.99% |
| Daily Std Dev | 28.97% | 26.55% |
| Max Drawdown | -98.94% | -79.09% |
| Current Drawdown | -54.24% | -34.83% |
Fundamentals
| GAZP.ME | SIBN.ME | |
|---|---|---|
| Market Cap | RUB 3.90T | RUB 4.12T |
| EPS | RUB 88.52 | RUB 106.71 |
| PE Ratio | 1.97 | 7.99 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 7.07T | RUB 983.77B |
| Gross Profit (TTM) | RUB 4.96T | RUB 904.73B |
| EBITDA (TTM) | RUB 1.47T | RUB 269.93B |
Correlation
The correlation between GAZP.ME and SIBN.ME is 0.63, 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
GAZP.ME vs. SIBN.ME - Performance Comparison
In the year-to-date period, GAZP.ME achieves a -17.69% return, which is significantly higher than SIBN.ME's -28.45% return. Over the past 10 years, GAZP.ME has underperformed SIBN.ME with an annualized return of 6.69%, while SIBN.ME has yielded a comparatively higher 23.74% 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
GAZP.ME vs. SIBN.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Gazprom (GAZP.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
GAZP.ME vs. SIBN.ME - Dividend Comparison
GAZP.ME has not paid dividends to shareholders, while SIBN.ME's dividend yield for the trailing twelve months is around 13.82%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GAZP.ME Public Joint Stock Company Gazprom | 0.00% | 0.00% | 31.36% | 3.66% | 7.17% | 6.48% | 5.24% | 6.16% | 5.11% | 5.29% | 5.53% | 4.32% |
SIBN.ME Gazprom Neft | 13.82% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% | 9.12% |
Drawdowns
GAZP.ME vs. SIBN.ME - Drawdown Comparison
The maximum GAZP.ME drawdown since its inception was -98.94%, which is greater than SIBN.ME's maximum drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for GAZP.ME and SIBN.ME. For additional features, visit the drawdowns tool.
Volatility
GAZP.ME vs. SIBN.ME - Volatility Comparison
Public Joint Stock Company Gazprom (GAZP.ME) and Gazprom Neft (SIBN.ME) have volatilities of 9.26% and 9.24%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GAZP.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Gazprom 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