HYDR.ME vs. VTBR.ME
HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro) and VTBR.ME (VTB Bank) are both stocks. HYDR.ME operates in Utilities - Renewable (Utilities), while VTBR.ME operates in Banks - Regional (Financial Services). Over the past 10 years, HYDR.ME returned 1.58%/yr vs -14.03%/yr for VTBR.ME. At a 0.44 correlation, their price movements are largely independent.
Performance
HYDR.ME vs. VTBR.ME - Performance Comparison
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Returns By Period
In the year-to-date period, HYDR.ME achieves a -6.98% return, which is significantly lower than VTBR.ME's 6.12% return. Over the past 10 years, HYDR.ME has outperformed VTBR.ME with an annualized return of 1.58%, while VTBR.ME has yielded a comparatively lower -14.03% 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%
VTBR.ME
- 1D
- -1.44%
- 1M
- -16.70%
- YTD
- 6.12%
- 6M
- 4.77%
- 1Y
- -19.72%
- 3Y*
- -11.34%
- 5Y*
- -20.64%
- 10Y*
- -14.03%
HYDR.ME vs. VTBR.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% |
VTBR.ME VTB Bank | 6.12% | -9.36% | -30.08% | 36.53% | -65.42% | 28.12% | -17.86% | 35.40% | -28.33% | -36.08% |
Correlation
The correlation between HYDR.ME and VTBR.ME is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.41 |
Correlation (All Time) Calculated using the full available price history since May 23, 2008 | 0.44 |
The correlation between HYDR.ME and VTBR.ME shifts across timeframes, from 0.41 (10 years) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
HYDR.ME vs. VTBR.ME — Risk / Return Rank
HYDR.ME
VTBR.ME
HYDR.ME vs. VTBR.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 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.
| HYDR.ME | VTBR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.14 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 0.90 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.68 | -0.51 | -0.17 |
| Martin ratioReturn relative to average drawdown | -1.17 | -0.74 | -0.43 |
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
| HYDR.ME | VTBR.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.72 | -0.58 | -0.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.50 | +0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.05 | -0.41 | +0.46 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.14 | -0.23 | +0.10 |
Drawdowns
HYDR.ME vs. VTBR.ME - Drawdown Comparison
The maximum HYDR.ME drawdown since its inception was -82.89%, smaller than the maximum VTBR.ME drawdown of -90.23%. Use the drawdown chart below to compare losses from any high point for HYDR.ME and VTBR.ME.
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Drawdown Indicators
| HYDR.ME | VTBR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.89% | -90.23% | +7.34% |
Max Drawdown (1Y)Largest decline over 1 year | -24.71% | -38.57% | +13.86% |
Max Drawdown (3Y)Largest decline over 3 years | -60.77% | -56.44% | -4.33% |
Max Drawdown (5Y)Largest decline over 5 years | -60.77% | -77.57% | +16.80% |
Max Drawdown (10Y)Largest decline over 10 years | -60.77% | -83.38% | +22.61% |
Current DrawdownCurrent decline from peak | -63.75% | -88.27% | +24.52% |
Average DrawdownAverage peak-to-trough decline | -53.83% | -62.14% | +8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.39% | 26.40% | -12.01% |
Volatility
HYDR.ME vs. VTBR.ME - Volatility Comparison
The current volatility for Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) is 5.47%, while VTB Bank (VTBR.ME) has a volatility of 8.30%. This indicates that HYDR.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.
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Volatility by Period
| HYDR.ME | VTBR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.47% | 8.30% | -2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 15.93% | 16.17% | -0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.28% | 33.43% | -10.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.79% | 40.90% | -12.11% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.93% | 34.46% | -5.53% |
Dividends
HYDR.ME vs. VTBR.ME - Dividend Comparison
Neither HYDR.ME nor VTBR.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% |
VTBR.ME VTB Bank | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
HYDR.ME vs. VTBR.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro 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
Frequently Asked Questions
HYDR.ME and VTBR.ME have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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