IRAO.ME vs. PHOR.ME
IRAO.ME (Public Joint Stock Company Inter RAO UES) and PHOR.ME (Public Joint-Stock Company PhosAgro) are both stocks. IRAO.ME operates in Utilities - Regulated Electric (Utilities), while PHOR.ME operates in Agricultural Inputs (Basic Materials). Over the past 10 years, IRAO.ME returned 8.86%/yr vs 18.67%/yr for PHOR.ME. At a 0.20 correlation, their price movements are largely independent.
Performance
IRAO.ME vs. PHOR.ME - Performance Comparison
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Returns By Period
In the year-to-date period, IRAO.ME achieves a -2.36% return, which is significantly higher than PHOR.ME's -3.93% return. Over the past 10 years, IRAO.ME has underperformed PHOR.ME with an annualized return of 8.86%, while PHOR.ME has yielded a comparatively higher 18.67% annualized return.
IRAO.ME
- 1D
- -1.09%
- 1M
- -5.70%
- YTD
- -2.36%
- 6M
- -2.67%
- 1Y
- -3.91%
- 3Y*
- -3.58%
- 5Y*
- -3.63%
- 10Y*
- 8.86%
PHOR.ME
- 1D
- 1.02%
- 1M
- -9.42%
- YTD
- -3.93%
- 6M
- -5.06%
- 1Y
- 3.23%
- 3Y*
- 1.13%
- 5Y*
- 16.45%
- 10Y*
- 18.67%
IRAO.ME vs. PHOR.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | -2.36% | -8.10% | 2.16% | 25.24% | -14.56% | -16.32% | 9.36% | 35.57% | 17.89% | -7.79% |
PHOR.ME Public Joint-Stock Company PhosAgro | -3.93% | 5.09% | 7.30% | 19.01% | 29.41% | 107.99% | 44.84% | 5.02% | 5.96% | 0.74% |
Correlation
The correlation between IRAO.ME and PHOR.ME is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.43 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.20 |
The correlation between IRAO.ME and PHOR.ME shifts across timeframes, from 0.20 (all time) to 0.43 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
IRAO.ME vs. PHOR.ME — Risk / Return Rank
IRAO.ME
PHOR.ME
IRAO.ME vs. PHOR.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Inter RAO UES (IRAO.ME) and Public Joint-Stock Company PhosAgro (PHOR.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IRAO.ME | PHOR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.37 | ||
| Sortino ratioReturn per unit of downside risk | -0.55 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.04 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 0.14 | -0.38 |
| Martin ratioReturn relative to average drawdown | -0.53 | 0.38 | -0.90 |
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Drawdowns
IRAO.ME vs. PHOR.ME - Drawdown Comparison
The maximum IRAO.ME drawdown since its inception was -94.01%, which is greater than PHOR.ME's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for IRAO.ME and PHOR.ME.
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Drawdown Indicators
| IRAO.ME | PHOR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -34.04% | -59.97% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -22.51% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -30.62% | -29.92% | -0.70% |
Max Drawdown (5Y)Largest decline over 5 years | -66.86% | -29.92% | -36.94% |
Max Drawdown (10Y)Largest decline over 10 years | -71.98% | -29.92% | -42.06% |
Current DrawdownCurrent decline from peak | -38.67% | -21.21% | -17.46% |
Average DrawdownAverage peak-to-trough decline | -53.57% | -9.68% | -43.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 9.18% | +0.59% |
Volatility
IRAO.ME vs. PHOR.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Inter RAO UES (IRAO.ME) is 4.24%, while Public Joint-Stock Company PhosAgro (PHOR.ME) has a volatility of 6.21%. This indicates that IRAO.ME experiences smaller price fluctuations and is considered to be less risky than PHOR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRAO.ME | PHOR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 6.21% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 14.95% | -0.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 17.90% | +0.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.03% | 32.38% | +13.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.97% | 26.92% | +12.05% |
Dividends
IRAO.ME vs. PHOR.ME - Dividend Comparison
IRAO.ME's dividend yield for the trailing twelve months is around 11.86%, more than PHOR.ME's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 11.86% | 11.41% | 8.74% | 7.15% | 6.98% | 4.22% | 3.70% | 3.41% | 3.36% | 4.32% | 0.46% | 0.09% |
PHOR.ME Public Joint-Stock Company PhosAgro | 4.46% | 5.65% | 8.64% | 15.49% | 17.18% | 9.52% | 9.57% | 10.34% | 4.14% | 4.56% | 8.31% | 4.96% |
Financials
IRAO.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Inter RAO UES and Public Joint-Stock Company PhosAgro. 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
IRAO.ME and PHOR.ME have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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