GCHE.ME vs. SIBN.ME
GCHE.ME (Public Joint Stock Company "Cherkizovo Group") and SIBN.ME (Gazprom Neft) are both stocks. GCHE.ME operates in Packaged Foods (Consumer Defensive), while SIBN.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, GCHE.ME returned 21.36%/yr vs 21.56%/yr for SIBN.ME. At a 0.20 correlation, their price movements are largely independent.
Performance
GCHE.ME vs. SIBN.ME - Performance Comparison
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Returns By Period
In the year-to-date period, GCHE.ME achieves a 1.20% return, which is significantly lower than SIBN.ME's 2.66% return. Both investments have delivered pretty close results over the past 10 years, with GCHE.ME having a 21.36% annualized return and SIBN.ME not far ahead at 21.56%.
GCHE.ME
- 1D
- -0.21%
- 1M
- -2.07%
- YTD
- 1.20%
- 6M
- -2.83%
- 1Y
- -5.61%
- 3Y*
- 10.42%
- 5Y*
- 14.45%
- 10Y*
- 21.36%
SIBN.ME
- 1D
- -0.51%
- 1M
- -1.11%
- YTD
- 2.66%
- 6M
- 2.52%
- 1Y
- -8.03%
- 3Y*
- 4.06%
- 5Y*
- 14.37%
- 10Y*
- 21.56%
GCHE.ME vs. SIBN.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GCHE.ME Public Joint Stock Company "Cherkizovo Group" | 1.20% | -22.15% | 18.32% | 60.57% | -2.77% | 62.96% | 20.42% | 69.18% | 8.75% | 53.62% |
SIBN.ME Gazprom Neft | 2.66% | -25.43% | -14.27% | 96.37% | 3.71% | 90.45% | -18.59% | 29.25% | 54.26% | 26.20% |
Correlation
The correlation between GCHE.ME and SIBN.ME is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since May 20, 2008 | 0.20 |
Over the past year, GCHE.ME and SIBN.ME have become more correlated (0.43) than their long-term average of 0.20, meaning their price movements have been converging.
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Return for Risk
GCHE.ME vs. SIBN.ME — Risk / Return Rank
GCHE.ME
SIBN.ME
GCHE.ME vs. SIBN.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company "Cherkizovo Group" (GCHE.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.
| GCHE.ME | SIBN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.16 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.97 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.39 | +0.21 |
| Martin ratioReturn relative to average drawdown | -0.36 | -0.77 | +0.40 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GCHE.ME | SIBN.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.19 | -0.29 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.43 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.73 | -0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.48 | -0.14 |
Drawdowns
GCHE.ME vs. SIBN.ME - Drawdown Comparison
The maximum GCHE.ME drawdown since its inception was -94.98%, 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 GCHE.ME and SIBN.ME.
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Drawdown Indicators
| GCHE.ME | SIBN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.98% | -79.09% | -15.89% |
Max Drawdown (1Y)Largest decline over 1 year | -23.45% | -16.44% | -7.01% |
Max Drawdown (3Y)Largest decline over 3 years | -40.63% | -45.56% | +4.93% |
Max Drawdown (5Y)Largest decline over 5 years | -40.63% | -45.56% | +4.93% |
Max Drawdown (10Y)Largest decline over 10 years | -40.63% | -48.94% | +8.31% |
Current DrawdownCurrent decline from peak | -31.93% | -40.22% | +8.29% |
Average DrawdownAverage peak-to-trough decline | -22.79% | -16.81% | -5.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.88% | 8.35% | +3.53% |
Volatility
GCHE.ME vs. SIBN.ME - Volatility Comparison
The current volatility for Public Joint Stock Company "Cherkizovo Group" (GCHE.ME) is 4.83%, while Gazprom Neft (SIBN.ME) has a volatility of 5.16%. This indicates that GCHE.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.
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Volatility by Period
| GCHE.ME | SIBN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 5.16% | -0.33% |
Volatility (6M)Calculated over the trailing 6-month period | 15.35% | 14.87% | +0.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.90% | 22.15% | +0.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.01% | 32.90% | -0.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.59% | 29.23% | +2.36% |
Dividends
GCHE.ME vs. SIBN.ME - Dividend Comparison
Neither GCHE.ME nor SIBN.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCHE.ME Public Joint Stock Company "Cherkizovo Group" | 0.00% | 0.00% | 12.88% | 5.94% | 5.46% | 7.45% | 5.56% | 8.65% | 8.55% | 6.58% | 2.94% | 7.44% |
SIBN.ME Gazprom Neft | 0.00% | 0.00% | 3.10% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% |
Financials
GCHE.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company "Cherkizovo Group" 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
Frequently Asked Questions
GCHE.ME and SIBN.ME have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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