HYDR.ME vs. RTKMP.ME
HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro) and RTKMP.ME (Rostelecom PAO) are both stocks. HYDR.ME operates in Utilities - Renewable (Utilities), while RTKMP.ME operates in Telecom Services (Communication Services). Over the past 10 years, HYDR.ME returned 1.58%/yr vs 7.06%/yr for RTKMP.ME. At a 0.37 correlation, their price movements are largely independent.
Performance
HYDR.ME vs. RTKMP.ME - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, HYDR.ME achieves a -6.98% return, which is significantly higher than RTKMP.ME's -14.66% return. Over the past 10 years, HYDR.ME has underperformed RTKMP.ME with an annualized return of 1.58%, while RTKMP.ME has yielded a comparatively higher 7.06% annualized return.
HYDR.ME
- 1D
- -0.54%
- 1M
- -0.21%
- YTD
- -6.98%
- 6M
- -2.90%
- 1Y
- -17.82%
- 3Y*
- -17.92%
- 5Y*
- -8.26%
- 10Y*
- 1.58%
RTKMP.ME
- 1D
- -0.47%
- 1M
- -5.56%
- YTD
- -14.66%
- 6M
- -9.45%
- 1Y
- -6.31%
- 3Y*
- 0.28%
- 5Y*
- -0.47%
- 10Y*
- 7.06%
HYDR.ME vs. RTKMP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
HYDR.ME Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro | -6.98% | -19.25% | -20.67% | 5.58% | 9.76% | 1.33% | 48.27% | 21.86% | -30.67% | -16.30% |
RTKMP.ME Rostelecom PAO | -14.66% | 10.27% | -2.90% | 54.17% | -20.94% | -5.67% | 28.97% | 31.26% | 17.53% | -0.99% |
Correlation
The correlation between HYDR.ME and RTKMP.ME is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 23, 2008 | 0.37 |
The correlation between HYDR.ME and RTKMP.ME shifts across timeframes, from 0.36 (10 years) to 0.53 (3 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
HYDR.ME vs. RTKMP.ME — Risk / Return Rank
HYDR.ME
RTKMP.ME
HYDR.ME vs. RTKMP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) and Rostelecom PAO (RTKMP.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.
| HYDR.ME | RTKMP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.52 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.99 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.16 | -0.53 |
| Martin ratioReturn relative to average drawdown | -1.17 | -0.25 | -0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| HYDR.ME | RTKMP.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | -0.20 | -0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.02 | -0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | 0.29 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | 0.27 | -0.41 |
Drawdowns
HYDR.ME vs. RTKMP.ME - Drawdown Comparison
The maximum HYDR.ME drawdown since its inception was -82.89%, roughly equal to the maximum RTKMP.ME drawdown of -85.05%. Use the drawdown chart below to compare losses from any high point for HYDR.ME and RTKMP.ME.
Loading charts...
Drawdown Indicators
| HYDR.ME | RTKMP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.89% | -85.05% | +2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -24.71% | -33.91% | +9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -60.77% | -45.70% | -15.07% |
Max Drawdown (5Y)Largest decline over 5 years | -60.77% | -45.70% | -15.07% |
Max Drawdown (10Y)Largest decline over 10 years | -60.77% | -45.70% | -15.07% |
Current DrawdownCurrent decline from peak | -63.75% | -37.39% | -26.36% |
Average DrawdownAverage peak-to-trough decline | -53.83% | -18.68% | -35.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.39% | 21.42% | -7.03% |
Volatility
HYDR.ME vs. RTKMP.ME - Volatility Comparison
Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) has a higher volatility of 5.47% compared to Rostelecom PAO (RTKMP.ME) at 4.92%. This indicates that HYDR.ME's price experiences larger fluctuations and is considered to be riskier than RTKMP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| HYDR.ME | RTKMP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 4.92% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 11.63% | +4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 26.17% | -2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.79% | 28.95% | -0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.93% | 24.38% | +4.55% |
Dividends
HYDR.ME vs. RTKMP.ME - Dividend Comparison
Neither HYDR.ME nor RTKMP.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYDR.ME Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro | 0.00% | 0.00% | 10.21% | 13.71% | 6.97% | 7.14% | 4.56% | 6.61% | 5.41% | 6.39% | 4.20% | 2.30% |
RTKMP.ME Rostelecom PAO | 0.00% | 0.00% | 10.71% | 35.17% | 8.20% | 6.57% | 5.84% | 10.68% | 8.36% | 9.63% | 9.43% | 5.87% |
Financials
HYDR.ME vs. RTKMP.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro and Rostelecom PAO. 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
HYDR.ME and RTKMP.ME have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
Find the right allocation for HYDR.ME and RTKMP.ME
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer