IMOEX vs. MVID.ME
Compare and contrast key facts about MOEX Russia Index (IMOEX) and Public Joint Stock Company M.video (MVID.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or MVID.ME.
Key characteristics
| IMOEX | MVID.ME | |
|---|---|---|
| YTD Return | 11.80% | 14.45% |
| 1Y Return | 32.70% | -0.42% |
| 3Y Return (Ann) | -1.64% | -32.25% |
| 5Y Return (Ann) | 6.14% | -10.53% |
| 10Y Return (Ann) | 9.61% | 5.32% |
| Sharpe Ratio | 2.85 | -0.08 |
| Daily Std Dev | 11.16% | 29.79% |
| Max Drawdown | -83.89% | -80.75% |
| Current Drawdown | -19.19% | -75.28% |
Correlation
The correlation between IMOEX and MVID.ME is 0.55, 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
IMOEX vs. MVID.ME - Performance Comparison
In the year-to-date period, IMOEX achieves a 11.80% return, which is significantly lower than MVID.ME's 14.45% return. Over the past 10 years, IMOEX has outperformed MVID.ME with an annualized return of 9.61%, while MVID.ME has yielded a comparatively lower 5.32% 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. MVID.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and Public Joint Stock Company M.video (MVID.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. MVID.ME - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, roughly equal to the maximum MVID.ME drawdown of -80.75%. Use the drawdown chart below to compare losses from any high point for IMOEX and MVID.ME. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. MVID.ME - Volatility Comparison
The current volatility for MOEX Russia Index (IMOEX) is 4.73%, while Public Joint Stock Company M.video (MVID.ME) has a volatility of 14.81%. This indicates that IMOEX experiences smaller price fluctuations and is considered to be less risky than MVID.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.