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MGNI vs. GMKN.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MGNI and GMKN.ME is 0.12, 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.


-0.50.00.51.00.1

Performance

MGNI vs. GMKN.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Magnite, Inc. (MGNI) and Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.ME). The values are adjusted to include any dividend payments, if applicable.

-40.00%-20.00%0.00%20.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
20.74%
-38.69%
MGNI
GMKN.ME

Key characteristics

Sharpe Ratio

MGNI:

1.05

GMKN.ME:

-0.00

Sortino Ratio

MGNI:

1.93

GMKN.ME:

96.05

Omega Ratio

MGNI:

1.23

GMKN.ME:

34.03

Calmar Ratio

MGNI:

0.72

GMKN.ME:

-0.45

Martin Ratio

MGNI:

4.37

GMKN.ME:

-0.53

Ulcer Index

MGNI:

14.32%

GMKN.ME:

84.35%

Daily Std Dev

MGNI:

59.67%

GMKN.ME:

9,823.49%

Max Drawdown

MGNI:

-93.30%

GMKN.ME:

-99.37%

Current Drawdown

MGNI:

-74.56%

GMKN.ME:

-99.37%

Fundamentals

Market Cap

MGNI:

$2.33B

GMKN.ME:

RUB 2.61T

EPS

MGNI:

$0.13

GMKN.ME:

RUB 604.76

PE Ratio

MGNI:

127.46

GMKN.ME:

6.36

Total Revenue (TTM)

MGNI:

$661.13M

GMKN.ME:

RUB 9.23B

Gross Profit (TTM)

MGNI:

$391.49M

GMKN.ME:

RUB 5.18B

EBITDA (TTM)

MGNI:

$99.34M

GMKN.ME:

RUB 4.02B

Returns By Period

In the year-to-date period, MGNI achieves a 68.31% return, which is significantly higher than GMKN.ME's -41.25% return. Over the past 10 years, MGNI has underperformed GMKN.ME with an annualized return of -0.31%, while GMKN.ME has yielded a comparatively higher 6.59% annualized return.


MGNI

YTD

68.31%

1M

-3.32%

6M

20.28%

1Y

64.61%

5Y*

13.20%

10Y*

-0.31%

GMKN.ME

YTD

-41.25%

1M

-13.65%

6M

-30.11%

1Y

-44.63%

5Y*

-12.75%

10Y*

6.59%

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Risk-Adjusted Performance

MGNI vs. GMKN.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Magnite, Inc. (MGNI) and Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.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.


Sharpe ratio
The chart of Sharpe ratio for MGNI, currently valued at 1.34, compared to the broader market-4.00-2.000.002.001.34-0.00
The chart of Sortino ratio for MGNI, currently valued at 2.24, compared to the broader market-4.00-2.000.002.004.002.2495.19
The chart of Omega ratio for MGNI, currently valued at 1.28, compared to the broader market0.501.001.502.001.2830.69
The chart of Calmar ratio for MGNI, currently valued at 0.92, compared to the broader market0.002.004.006.000.92-0.49
The chart of Martin ratio for MGNI, currently valued at 5.54, compared to the broader market0.0010.0020.005.54-0.57
MGNI
GMKN.ME

The current MGNI Sharpe Ratio is 1.05, which is higher than the GMKN.ME Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of MGNI and GMKN.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.34
-0.00
MGNI
GMKN.ME

Dividends

MGNI vs. GMKN.ME - Dividend Comparison

MGNI has not paid dividends to shareholders, while GMKN.ME's dividend yield for the trailing twelve months is around 710.99%.


TTM20232022202120202019201820172016201520142013
MGNI
Magnite, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
GMKN.ME
Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel
710.99%0.00%0.00%0.00%4.98%11.94%10.61%6.18%6.66%14.18%12.51%4.09%

Drawdowns

MGNI vs. GMKN.ME - Drawdown Comparison

The maximum MGNI drawdown since its inception was -93.30%, smaller than the maximum GMKN.ME drawdown of -99.37%. Use the drawdown chart below to compare losses from any high point for MGNI and GMKN.ME. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%JulyAugustSeptemberOctoberNovemberDecember
-74.56%
-99.43%
MGNI
GMKN.ME

Volatility

MGNI vs. GMKN.ME - Volatility Comparison

The current volatility for Magnite, Inc. (MGNI) is 12.05%, while Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel (GMKN.ME) has a volatility of 14.16%. This indicates that MGNI experiences smaller price fluctuations and is considered to be less risky than GMKN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
12.05%
14.16%
MGNI
GMKN.ME

Financials

MGNI vs. GMKN.ME - Financials Comparison

This section allows you to compare key financial metrics between Magnite, Inc. and Public Joint Stock Company Mining and Metallurgical Company Norilsk Nickel. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. MGNI values in USD, GMKN.ME values in RUB
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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