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MDMG.ME vs. XSTP.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

MDMG.ME vs. XSTP.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in MD Medical Group Investments Plc (MDMG.ME) and iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

MDMG.ME is traded in RUB, while XSTP.TO is traded in CAD. To make them comparable, the XSTP.TO values have been converted to RUB using the latest available exchange rates.

Returns By Period


MDMG.ME

1D
-0.46%
1M
1.92%
YTD
-12.00%
6M
-5.65%
1Y
34.91%
3Y*
32.91%
5Y*
18.48%
10Y*

XSTP.TO

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

MDMG.ME vs. XSTP.TO — Risk / Return Rank

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

MDMG.ME
MDMG.ME Risk / Return Rank: 7878
Overall Rank
MDMG.ME Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
MDMG.ME Sortino Ratio Rank: 7979
Sortino Ratio Rank
MDMG.ME Omega Ratio Rank: 7878
Omega Ratio Rank
MDMG.ME Calmar Ratio Rank: 7575
Calmar Ratio Rank
MDMG.ME Martin Ratio Rank: 7575
Martin Ratio Rank

XSTP.TO
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.

MDMG.ME vs. XSTP.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MD Medical Group Investments Plc (MDMG.ME) and iShares 0-5 Year TIPS Bond Index ETF (XSTP.TO). 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.


MDMG.MEXSTP.TODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.28

Calmar ratioReturn relative to maximum drawdown

1.97

Martin ratioReturn relative to average drawdown

4.74

MDMG.ME vs. XSTP.TO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


MDMG.MEXSTP.TODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.72

Drawdowns

MDMG.ME vs. XSTP.TO - Drawdown Comparison


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Drawdown Indicators


MDMG.MEXSTP.TODifference

Max Drawdown

Largest peak-to-trough decline

-63.61%

Max Drawdown (1Y)

Largest decline over 1 year

-17.54%

Max Drawdown (3Y)

Largest decline over 3 years

-33.19%

Max Drawdown (5Y)

Largest decline over 5 years

-63.61%

Current Drawdown

Current decline from peak

-15.11%

Average Drawdown

Average peak-to-trough decline

-18.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.32%

Volatility

MDMG.ME vs. XSTP.TO - Volatility Comparison


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Volatility by Period


MDMG.MEXSTP.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.61%

Volatility (6M)

Calculated over the trailing 6-month period

13.30%

Volatility (1Y)

Calculated over the trailing 1-year period

21.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.68%

Dividends

MDMG.ME vs. XSTP.TO - Dividend Comparison

Neither MDMG.ME nor XSTP.TO has paid dividends to shareholders.


PositionTTM20252024202320222021
MDMG.ME
MD Medical Group Investments Plc
0.00%0.00%1.69%13.85%2.01%4.69%
XSTP.TO
iShares 0-5 Year TIPS Bond Index ETF
0.00%0.00%0.00%0.00%0.00%0.00%
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