IMOEX vs. RTSI
Compare and contrast key facts about MOEX Russia Index (IMOEX) and RTS Index (RTSI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IMOEX or RTSI.
Correlation
The correlation between IMOEX and RTSI is 0.87, 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. RTSI - Performance Comparison
Key characteristics
IMOEX:
-0.51
RTSI:
-0.66
IMOEX:
-0.62
RTSI:
-0.88
IMOEX:
0.93
RTSI:
0.90
IMOEX:
-0.25
RTSI:
-0.24
IMOEX:
-0.66
RTSI:
-0.85
IMOEX:
16.96%
RTSI:
19.68%
IMOEX:
21.86%
RTSI:
25.18%
IMOEX:
-83.89%
RTSI:
-93.26%
IMOEX:
-32.56%
RTSI:
-62.31%
Returns By Period
In the year-to-date period, IMOEX achieves a 0.29% return, which is significantly lower than RTSI's 4.98% return. Over the past 10 years, IMOEX has outperformed RTSI with an annualized return of 5.80%, while RTSI has yielded a comparatively lower 2.45% annualized return.
IMOEX
0.29%
3.76%
-0.58%
-8.59%
-1.57%
5.80%
RTSI
4.98%
8.62%
-11.41%
-15.52%
-9.92%
2.45%
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Risk-Adjusted Performance
IMOEX vs. RTSI — Risk-Adjusted Performance Rank
IMOEX
RTSI
IMOEX vs. RTSI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Russia Index (IMOEX) and RTS Index (RTSI). 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. RTSI - Drawdown Comparison
The maximum IMOEX drawdown since its inception was -83.89%, smaller than the maximum RTSI drawdown of -93.26%. Use the drawdown chart below to compare losses from any high point for IMOEX and RTSI. For additional features, visit the drawdowns tool.
Volatility
IMOEX vs. RTSI - Volatility Comparison
MOEX Russia Index (IMOEX) has a higher volatility of 9.56% compared to RTS Index (RTSI) at 8.37%. This indicates that IMOEX's price experiences larger fluctuations and is considered to be riskier than RTSI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.