MAGN.ME vs. CHMF.ME
MAGN.ME (Public Joint Stock Company Magnitogorsk Iron & Steel Works) and CHMF.ME (PAO Severstal) are both stocks. Both operate in the Steel industry within the Basic Materials sector. Over the past 10 years, MAGN.ME returned 5.68%/yr vs 8.30%/yr for CHMF.ME. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
MAGN.ME vs. CHMF.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 higher than CHMF.ME's -29.20% return. Over the past 10 years, MAGN.ME has underperformed CHMF.ME with an annualized return of 5.68%, while CHMF.ME has yielded a comparatively higher 8.30% 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%
CHMF.ME
- 1D
- -2.09%
- 1M
- -7.76%
- YTD
- -29.20%
- 6M
- -27.53%
- 1Y
- -35.12%
- 3Y*
- -12.86%
- 5Y*
- -14.18%
- 10Y*
- 8.30%
MAGN.ME vs. CHMF.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% |
CHMF.ME PAO Severstal | -29.20% | -26.27% | -6.34% | 55.22% | -43.82% | 43.54% | 56.94% | 12.59% | 24.84% | 9.05% |
Correlation
The correlation between MAGN.ME and CHMF.ME is 0.83, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.83 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.74 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.71 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2006 | 0.52 |
Over the past year, MAGN.ME and CHMF.ME have become more correlated (0.83) than their long-term average of 0.52, meaning their price movements have been converging.
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Return for Risk
MAGN.ME vs. CHMF.ME — Risk / Return Rank
MAGN.ME
CHMF.ME
MAGN.ME vs. CHMF.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 PAO Severstal (CHMF.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 | CHMF.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.34 | ||
| Sortino ratioReturn per unit of downside risk | +0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.78 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.89 | +0.11 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.86 | +0.52 |
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 | CHMF.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | -1.31 | +0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | -0.38 | -0.05 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.26 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.12 | +0.02 |
Drawdowns
MAGN.ME vs. CHMF.ME - Drawdown Comparison
The maximum MAGN.ME drawdown since its inception was -87.40%, smaller than the maximum CHMF.ME drawdown of -92.10%. Use the drawdown chart below to compare losses from any high point for MAGN.ME and CHMF.ME.
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Drawdown Indicators
| MAGN.ME | CHMF.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.40% | -92.10% | +4.70% |
Max Drawdown (1Y)Largest decline over 1 year | -38.42% | -39.33% | +0.91% |
Max Drawdown (3Y)Largest decline over 3 years | -61.50% | -65.86% | +4.36% |
Max Drawdown (5Y)Largest decline over 5 years | -68.95% | -65.86% | -3.09% |
Max Drawdown (10Y)Largest decline over 10 years | -68.95% | -65.86% | -3.09% |
Current DrawdownCurrent decline from peak | -66.40% | -65.86% | -0.54% |
Average DrawdownAverage peak-to-trough decline | -34.01% | -20.01% | -14.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.70% | 18.95% | +3.75% |
Volatility
MAGN.ME vs. CHMF.ME - Volatility Comparison
Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) has a higher volatility of 8.34% compared to PAO Severstal (CHMF.ME) at 7.67%. This indicates that MAGN.ME's price experiences larger fluctuations and is considered to be riskier than CHMF.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 | CHMF.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 7.67% | +0.67% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 14.05% | +5.86% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 26.94% | +4.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.30% | 36.83% | -1.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 32.16% | +0.37% |
Dividends
MAGN.ME vs. CHMF.ME - Dividend Comparison
Neither MAGN.ME nor CHMF.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMF.ME PAO Severstal | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 15.79% | 8.09% | 12.98% | 16.58% | 12.40% | 7.76% | 8.74% |
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. CHMF.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Magnitogorsk Iron & Steel Works and PAO Severstal. 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 CHMF.ME have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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