IMOEX vs. MTSS.ME
Compare and contrast key facts about MOEX Russia Index (IMOEX) and Mobile TeleSystems (MTSS.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or MTSS.ME.
Key characteristics
| IMOEX | MTSS.ME | |
|---|---|---|
| YTD Return | 11.80% | 25.05% |
| 1Y Return | 32.70% | 23.53% |
| 3Y Return (Ann) | -1.64% | 12.28% |
| 5Y Return (Ann) | 6.14% | 18.22% |
| 10Y Return (Ann) | 9.61% | 14.06% |
| Sharpe Ratio | 2.85 | 0.91 |
| Daily Std Dev | 11.16% | 22.39% |
| Max Drawdown | -83.89% | -74.31% |
| Current Drawdown | -19.19% | -2.32% |
Correlation
The correlation between IMOEX and MTSS.ME is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
IMOEX vs. MTSS.ME - Performance Comparison
In the year-to-date period, IMOEX achieves a 11.80% return, which is significantly lower than MTSS.ME's 25.05% return. Over the past 10 years, IMOEX has underperformed MTSS.ME with an annualized return of 9.61%, while MTSS.ME has yielded a comparatively higher 14.06% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
IMOEX vs. MTSS.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and Mobile TeleSystems (MTSS.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.
Drawdowns
IMOEX vs. MTSS.ME - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, which is greater than MTSS.ME's maximum drawdown of -74.31%. Use the drawdown chart below to compare losses from any high point for IMOEX and MTSS.ME. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. MTSS.ME - Volatility Comparison
The current volatility for MOEX Russia Index (IMOEX) is 4.73%, while Mobile TeleSystems (MTSS.ME) has a volatility of 6.37%. This indicates that IMOEX experiences smaller price fluctuations and is considered to be less risky than MTSS.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.