MAGN.ME vs. ^DJUSST

Last updated Jun 5, 2026

MAGN.ME (Public Joint Stock Company Magnitogorsk Iron & Steel Works) is a stock, while ^DJUSST (Dow Jones U.S. Iron & Steel Index) is an index. Over the past 10 years, MAGN.ME returned 5.68%/yr vs 18.84%/yr for ^DJUSST. At a 0.12 correlation, their price movements are largely independent.

Performance

MAGN.ME vs. ^DJUSST - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) and Dow Jones U.S. Iron & Steel Index (^DJUSST). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

MAGN.ME is traded in RUB, while ^DJUSST is traded in USD. To make them comparable, the ^DJUSST values have been converted to RUB using the latest available exchange rates.

Returns By Period

In the year-to-date period, MAGN.ME achieves a -19.89% return, which is significantly lower than ^DJUSST's 34.78% return. Over the past 10 years, MAGN.ME has underperformed ^DJUSST with an annualized return of 5.68%, while ^DJUSST has yielded a comparatively higher 18.84% annualized return.

MAGN.ME

• 1D: -0.86%
• 1M: -7.89%
• YTD: -19.89%
• 6M: -13.58%
• 1Y: -29.92%
• 3Y*: -15.80%
• 5Y*: -15.46%
• 10Y*: 5.68%

^DJUSST

• 1D: -2.47%
• 1M: 7.32%
• YTD: 34.78%
• 6M: 43.13%
• 1Y: 76.91%
• 3Y*: 21.06%
• 5Y*: 19.79%
• 10Y*: 18.84%

*Multi-year figures are annualized to reflect compound growth (CAGR)

MAGN.ME vs. ^DJUSST - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works	-19.89%	-25.70%	-21.75%	58.44%	-50.66%	42.90%	45.92%	5.90%	15.37%	37.52%
^DJUSST Dow Jones U.S. Iron & Steel Index	34.78%	1.63%	-5.83%	63.34%	13.41%	83.27%	9.88%	3.42%	-9.43%	4.16%

Correlation

The correlation between MAGN.ME and ^DJUSST is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007	0.12

The correlation between MAGN.ME and ^DJUSST shifts across timeframes, from -0.01 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

Return for Risk

MAGN.ME vs. ^DJUSST — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MAGN.ME

MAGN.ME Risk / Return Rank: 9
MAGN.ME Sharpe Ratio Rank: 5
MAGN.ME Sortino Ratio Rank: 6
MAGN.ME Omega Ratio Rank: 9
MAGN.ME Calmar Ratio Rank: 12
MAGN.ME Martin Ratio Rank: 10

^DJUSST

^DJUSST Risk / Return Rank: 92
^DJUSST Sharpe Ratio Rank: 95
^DJUSST Sortino Ratio Rank: 94
^DJUSST Omega Ratio Rank: 91
^DJUSST Calmar Ratio Rank: 91
^DJUSST Martin Ratio Rank: 87

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MAGN.ME vs. ^DJUSST - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) and Dow Jones U.S. Iron & Steel Index (^DJUSST). 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.

	MAGN.ME	^DJUSST	Difference
Sharpe ratio: Return per unit of total volatility	-0.96	2.54	-3.50
Sortino ratio: Return per unit of downside risk	-1.44	3.20	-4.65
Omega ratio: Gain probability vs. loss probability	0.85	1.39	-0.55
Calmar ratio: Return relative to maximum drawdown	-0.79	5.05	-5.84
Martin ratio: Return relative to average drawdown	-1.34	13.91	-15.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MAGN.ME vs. ^DJUSST - Sharpe Ratio Comparison

The current MAGN.ME Sharpe Ratio is -0.96, which is lower than the ^DJUSST Sharpe Ratio of 2.54. The chart below compares the historical Sharpe Ratios of MAGN.ME and ^DJUSST, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	MAGN.ME	^DJUSST	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.96	2.54	-3.50
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.43	0.43	-0.86
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.17	0.47	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.14	0.26	-0.12

Drawdowns

MAGN.ME vs. ^DJUSST - Drawdown Comparison

The maximum MAGN.ME drawdown since its inception was -87.40%, which is greater than ^DJUSST's maximum drawdown of -78.49%. Use the drawdown chart below to compare losses from any high point for MAGN.ME and ^DJUSST.

Drawdown Indicators

	MAGN.ME	^DJUSST	Difference
Max Drawdown Largest peak-to-trough decline	-87.40%	-78.49%	-8.91%
Max Drawdown (1Y) Largest decline over 1 year	-38.42%	-15.31%	-23.11%
Max Drawdown (3Y) Largest decline over 3 years	-61.50%	-45.77%	-15.73%
Max Drawdown (5Y) Largest decline over 5 years	-68.95%	-70.11%	+1.16%
Max Drawdown (10Y) Largest decline over 10 years	-68.95%	-70.11%	+1.16%
Current Drawdown Current decline from peak	-66.40%	-2.47%	-63.93%
Average Drawdown Average peak-to-trough decline	-34.01%	-28.54%	-5.47%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.70%	5.55%	+17.15%

Volatility

MAGN.ME vs. ^DJUSST - Volatility Comparison

The current volatility for Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) is 8.34%, while Dow Jones U.S. Iron & Steel Index (^DJUSST) has a volatility of 10.47%. This indicates that MAGN.ME experiences smaller price fluctuations and is considered to be less risky than ^DJUSST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MAGN.ME	^DJUSST	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.34%	10.47%	-2.13%
Volatility (6M) Calculated over the trailing 6-month period	19.91%	22.83%	-2.92%
Volatility (1Y) Calculated over the trailing 1-year period	31.54%	30.83%	+0.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.30%	46.63%	-11.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.53%	39.91%	-7.38%

Frequently Asked Questions

Can I hold both MAGN.ME and ^DJUSST in my portfolio?

MAGN.ME and ^DJUSST have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.