MAGN.ME vs. AFKS.ME
MAGN.ME (Public Joint Stock Company Magnitogorsk Iron & Steel Works) and AFKS.ME (Sistema Public Joint Stock Financial Corporation) are both stocks. MAGN.ME operates in Steel (Basic Materials), while AFKS.ME operates in Telecom Services (Communication Services). Over the past 10 years, MAGN.ME returned 5.68%/yr vs -2.49%/yr for AFKS.ME. At a 0.39 correlation, their price movements are largely independent.
Performance
MAGN.ME vs. AFKS.ME - Performance Comparison
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Returns By Period
In the year-to-date period, MAGN.ME achieves a -19.89% return, which is significantly lower than AFKS.ME's -8.85% return. Over the past 10 years, MAGN.ME has outperformed AFKS.ME with an annualized return of 5.68%, while AFKS.ME has yielded a comparatively lower -2.49% 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%
AFKS.ME
- 1D
- -3.49%
- 1M
- 10.10%
- YTD
- -8.85%
- 6M
- -11.56%
- 1Y
- -26.97%
- 3Y*
- -5.92%
- 5Y*
- -16.07%
- 10Y*
- -2.49%
MAGN.ME vs. AFKS.ME - 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% |
AFKS.ME Sistema Public Joint Stock Financial Corporation | -8.85% | -12.21% | -3.13% | 42.03% | -49.11% | -17.31% | 89.35% | 92.29% | -33.01% | -40.07% |
Correlation
The correlation between MAGN.ME and AFKS.ME is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Sep 26, 2007 | 0.39 |
The correlation between MAGN.ME and AFKS.ME shifts across timeframes, from 0.39 (all time) to 0.61 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MAGN.ME vs. AFKS.ME — Risk / Return Rank
MAGN.ME
AFKS.ME
MAGN.ME vs. AFKS.ME - 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 Sistema Public Joint Stock Financial Corporation (AFKS.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.
| MAGN.ME | AFKS.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.09 | ||
| Sortino ratioReturn per unit of downside risk | -0.25 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.87 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.68 | -0.10 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.21 | -0.12 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| MAGN.ME | AFKS.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | -0.87 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | -0.39 | -0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | -0.06 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | -0.06 | +0.20 |
Drawdowns
MAGN.ME vs. AFKS.ME - Drawdown Comparison
The maximum MAGN.ME drawdown since its inception was -87.40%, smaller than the maximum AFKS.ME drawdown of -92.24%. Use the drawdown chart below to compare losses from any high point for MAGN.ME and AFKS.ME.
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Drawdown Indicators
| MAGN.ME | AFKS.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.40% | -92.24% | +4.84% |
Max Drawdown (1Y)Largest decline over 1 year | -38.42% | -38.20% | -0.22% |
Max Drawdown (3Y)Largest decline over 3 years | -61.50% | -63.56% | +2.06% |
Max Drawdown (5Y)Largest decline over 5 years | -68.95% | -68.24% | -0.71% |
Max Drawdown (10Y)Largest decline over 10 years | -68.95% | -72.65% | +3.70% |
Current DrawdownCurrent decline from peak | -66.40% | -65.06% | -1.34% |
Average DrawdownAverage peak-to-trough decline | -34.01% | -49.53% | +15.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.70% | 21.38% | +1.32% |
Volatility
MAGN.ME vs. AFKS.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) is 8.34%, while Sistema Public Joint Stock Financial Corporation (AFKS.ME) has a volatility of 10.25%. This indicates that MAGN.ME experiences smaller price fluctuations and is considered to be less risky than AFKS.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| MAGN.ME | AFKS.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 10.25% | -1.91% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 18.35% | +1.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 29.85% | +1.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.30% | 40.66% | -5.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 40.68% | -8.15% |
Dividends
MAGN.ME vs. AFKS.ME - Dividend Comparison
Neither MAGN.ME nor AFKS.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AFKS.ME Sistema Public Joint Stock Financial Corporation | 0.00% | 0.00% | 3.42% | 5.79% | 0.00% | 1.32% | 0.45% | 0.72% | 1.38% | 12.32% | 4.53% | 2.66% |
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works | 0.00% | 0.00% | 8.33% | 0.00% | 8.08% | 12.46% | 6.75% | 8.53% | 12.33% | 7.69% | 3.10% | 3.07% |
Financials
MAGN.ME vs. AFKS.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Magnitogorsk Iron & Steel Works and Sistema Public Joint Stock Financial Corporation. 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
MAGN.ME and AFKS.ME have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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