HYDR.ME vs. IRAO.ME
Compare and contrast key facts about Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) and Public Joint Stock Company Inter RAO UES (IRAO.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: HYDR.ME or IRAO.ME.
Key characteristics
| HYDR.ME | IRAO.ME | |
|---|---|---|
| YTD Return | -19.79% | 5.81% |
| 1Y Return | -29.01% | -1.88% |
| 3Y Return (Ann) | -5.18% | 1.13% |
| 5Y Return (Ann) | 7.75% | 3.00% |
| 10Y Return (Ann) | 3.87% | 20.39% |
| Sharpe Ratio | -1.03 | -0.03 |
| Sortino Ratio | -1.47 | 0.11 |
| Omega Ratio | 0.83 | 1.01 |
| Calmar Ratio | -0.50 | -0.01 |
| Martin Ratio | -1.48 | -0.07 |
| Ulcer Index | 18.39% | 7.91% |
| Daily Std Dev | 26.17% | 20.34% |
| Max Drawdown | -82.89% | -99.91% |
| Current Drawdown | -51.21% | -28.23% |
Fundamentals
| HYDR.ME | IRAO.ME | |
|---|---|---|
| Market Cap | RUB 356.24B | RUB 438.69B |
| EPS | RUB 0.09 | RUB 1.30 |
| PE Ratio | 10.38 | 4.28 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 315.07B | RUB 1.08T |
| Gross Profit (TTM) | RUB 136.13B | RUB 245.26B |
| EBITDA (TTM) | RUB 66.97B | RUB 114.92B |
Correlation
The correlation between HYDR.ME and IRAO.ME is 0.57, 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
HYDR.ME vs. IRAO.ME - Performance Comparison
In the year-to-date period, HYDR.ME achieves a -19.79% return, which is significantly lower than IRAO.ME's 5.81% return. Over the past 10 years, HYDR.ME has underperformed IRAO.ME with an annualized return of 3.87%, while IRAO.ME has yielded a comparatively higher 20.39% 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
HYDR.ME vs. IRAO.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) and Public Joint Stock Company Inter RAO UES (IRAO.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
HYDR.ME vs. IRAO.ME - Dividend Comparison
HYDR.ME's dividend yield for the trailing twelve months is around 10.09%, more than IRAO.ME's 6.44% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYDR.ME Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro | 10.09% | 13.71% | 6.97% | 7.14% | 4.56% | 6.61% | 5.41% | 6.39% | 4.20% | 2.30% | 2.51% | 1.68% |
IRAO.ME Public Joint Stock Company Inter RAO UES | 6.44% | 7.16% | 6.96% | 4.23% | 3.69% | 3.40% | 3.36% | 4.32% | 0.46% | 0.09% | 0.00% | 0.00% |
Drawdowns
HYDR.ME vs. IRAO.ME - Drawdown Comparison
The maximum HYDR.ME drawdown since its inception was -82.89%, smaller than the maximum IRAO.ME drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for HYDR.ME and IRAO.ME. For additional features, visit the drawdowns tool.
Volatility
HYDR.ME vs. IRAO.ME - Volatility Comparison
Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) has a higher volatility of 8.72% compared to Public Joint Stock Company Inter RAO UES (IRAO.ME) at 5.60%. This indicates that HYDR.ME's price experiences larger fluctuations and is considered to be riskier than IRAO.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
HYDR.ME vs. IRAO.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro and Public Joint Stock Company Inter RAO UES. 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