IRAO.ME vs. ROSN
Compare and contrast key facts about Public Joint Stock Company Inter RAO UES (IRAO.ME) and Public Joint Stock Company Rosneft Oil Company (ROSN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRAO.ME or ROSN.
Key characteristics
| IRAO.ME | ROSN | |
|---|---|---|
| YTD Return | 6.26% | -7.80% |
| 1Y Return | -1.16% | -8.71% |
| 3Y Return (Ann) | 1.28% | 2.82% |
| 5Y Return (Ann) | 2.64% | 9.96% |
| 10Y Return (Ann) | 20.45% | 14.63% |
| Sharpe Ratio | -0.03 | -0.28 |
| Sortino Ratio | 0.10 | -0.24 |
| Omega Ratio | 1.01 | 0.97 |
| Calmar Ratio | -0.02 | -0.31 |
| Martin Ratio | -0.09 | -0.87 |
| Ulcer Index | 7.90% | 8.10% |
| Daily Std Dev | 20.38% | 24.64% |
| Max Drawdown | -99.91% | -71.21% |
| Current Drawdown | -27.92% | -12.72% |
Fundamentals
| IRAO.ME | ROSN | |
|---|---|---|
| Market Cap | RUB 438.69B | RUB 6.13T |
| EPS | RUB 1.30 | RUB 92.95 |
| PE Ratio | 4.28 | 5.58 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 1.08T | RUB 2.55T |
| Gross Profit (TTM) | RUB 245.26B | RUB 2.31T |
| EBITDA (TTM) | RUB 114.92B | RUB 592.00B |
Correlation
The correlation between IRAO.ME and ROSN 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
IRAO.ME vs. ROSN - Performance Comparison
In the year-to-date period, IRAO.ME achieves a 6.26% return, which is significantly higher than ROSN's -7.80% return. Over the past 10 years, IRAO.ME has outperformed ROSN with an annualized return of 20.45%, while ROSN has yielded a comparatively lower 14.63% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
IRAO.ME vs. ROSN - Risk-Adjusted Performance 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 Rosneft Oil Company (ROSN). 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.
Dividends
IRAO.ME vs. ROSN - Dividend Comparison
IRAO.ME's dividend yield for the trailing twelve months is around 6.41%, less than ROSN's 12.12% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 6.41% | 7.16% | 6.96% | 4.23% | 3.69% | 3.40% | 3.36% | 4.32% | 0.46% | 0.09% | 0.00% | 0.00% |
ROSN Public Joint Stock Company Rosneft Oil Company | 12.12% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
Drawdowns
IRAO.ME vs. ROSN - Drawdown Comparison
The maximum IRAO.ME drawdown since its inception was -99.91%, which is greater than ROSN's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for IRAO.ME and ROSN. For additional features, visit the drawdowns tool.
Volatility
IRAO.ME vs. ROSN - Volatility Comparison
The current volatility for Public Joint Stock Company Inter RAO UES (IRAO.ME) is 5.43%, while Public Joint Stock Company Rosneft Oil Company (ROSN) has a volatility of 10.36%. This indicates that IRAO.ME experiences smaller price fluctuations and is considered to be less risky than ROSN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
IRAO.ME vs. ROSN - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Inter RAO UES and Public Joint Stock Company Rosneft Oil Company. 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