MCFTR vs. ROSN
Compare and contrast key facts about MOEX Total Return (MCFTR) 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: MCFTR or ROSN.
Correlation
The correlation between MCFTR and ROSN is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
MCFTR vs. ROSN - Performance Comparison
Key characteristics
Returns By Period
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
ROSN
-20.81%
-6.86%
4.95%
-12.04%
17.31%
13.30%
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Risk-Adjusted Performance
MCFTR vs. ROSN — Risk-Adjusted Performance Rank
MCFTR
ROSN
MCFTR vs. ROSN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for MOEX Total Return (MCFTR) 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.
Drawdowns
MCFTR vs. ROSN - Drawdown Comparison
Volatility
MCFTR vs. ROSN - Volatility Comparison
The current volatility for MOEX Total Return (MCFTR) is 0.00%, while Public Joint Stock Company Rosneft Oil Company (ROSN) has a volatility of 14.31%. This indicates that MCFTR 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.