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MGNT.ME vs. AFLT.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


MGNT.MEAFLT.ME
YTD Return25.85%60.32%
1Y Return96.92%44.85%
3Y Return (Ann)24.72%-7.36%
5Y Return (Ann)26.44%-8.94%
10Y Return (Ann)6.08%3.10%
Sharpe Ratio4.591.80
Daily Std Dev26.34%23.65%
Max Drawdown-78.63%-96.95%
Current Drawdown-0.41%-70.28%

Fundamentals


MGNT.MEAFLT.ME
Market CapRUB 645.40BRUB 147.98B
EPSRUB 285.19-RUB 14.23
PE Ratio19.8810.33
PEG Ratio0.980.00
Revenue (TTM)RUB 2.17TRUB 491.73B
Gross Profit (TTM)RUB 431.07BRUB 97.08B
EBITDA (TTM)RUB 184.54B-RUB 1.54B

Correlation

-0.50.00.51.00.5

The correlation between MGNT.ME and AFLT.ME is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

MGNT.ME vs. AFLT.ME - Performance Comparison

In the year-to-date period, MGNT.ME achieves a 25.85% return, which is significantly lower than AFLT.ME's 60.32% return. Over the past 10 years, MGNT.ME has outperformed AFLT.ME with an annualized return of 6.08%, while AFLT.ME has yielded a comparatively lower 3.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%December2024FebruaryMarchAprilMay
80.73%
-34.36%
MGNT.ME
AFLT.ME

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Public Joint Stock Company Magnit

Public Joint Stock Company Aeroflot - Russian Airlines

Risk-Adjusted Performance

MGNT.ME vs. AFLT.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Magnit (MGNT.ME) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.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.


MGNT.ME
Sharpe ratio
The chart of Sharpe ratio for MGNT.ME, currently valued at 3.00, compared to the broader market-2.00-1.000.001.002.003.004.003.00
Sortino ratio
The chart of Sortino ratio for MGNT.ME, currently valued at 3.95, compared to the broader market-4.00-2.000.002.004.006.003.95
Omega ratio
The chart of Omega ratio for MGNT.ME, currently valued at 1.48, compared to the broader market0.501.001.502.001.48
Calmar ratio
The chart of Calmar ratio for MGNT.ME, currently valued at 1.23, compared to the broader market0.002.004.006.001.23
Martin ratio
The chart of Martin ratio for MGNT.ME, currently valued at 14.47, compared to the broader market-10.000.0010.0020.0030.0014.47
AFLT.ME
Sharpe ratio
The chart of Sharpe ratio for AFLT.ME, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.003.004.000.86
Sortino ratio
The chart of Sortino ratio for AFLT.ME, currently valued at 1.46, compared to the broader market-4.00-2.000.002.004.006.001.46
Omega ratio
The chart of Omega ratio for AFLT.ME, currently valued at 1.16, compared to the broader market0.501.001.502.001.16
Calmar ratio
The chart of Calmar ratio for AFLT.ME, currently valued at 0.28, compared to the broader market0.002.004.006.000.28
Martin ratio
The chart of Martin ratio for AFLT.ME, currently valued at 1.56, compared to the broader market-10.000.0010.0020.0030.001.56

MGNT.ME vs. AFLT.ME - Sharpe Ratio Comparison

The current MGNT.ME Sharpe Ratio is 4.59, which is higher than the AFLT.ME Sharpe Ratio of 1.80. The chart below compares the 12-month rolling Sharpe Ratio of MGNT.ME and AFLT.ME.


Rolling 12-month Sharpe Ratio0.001.002.003.00December2024FebruaryMarchAprilMay
3.00
0.86
MGNT.ME
AFLT.ME

Dividends

MGNT.ME vs. AFLT.ME - Dividend Comparison

MGNT.ME's dividend yield for the trailing twelve months is around 6.25%, while AFLT.ME has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
MGNT.ME
Public Joint Stock Company Magnit
6.25%7.45%0.00%14.43%5.37%4.87%7.77%2.89%3.93%1.97%3.29%1.10%
AFLT.ME
Public Joint Stock Company Aeroflot - Russian Airlines
0.00%0.00%0.00%0.00%0.00%2.60%12.66%12.63%0.00%0.00%7.76%27.68%

Drawdowns

MGNT.ME vs. AFLT.ME - Drawdown Comparison

The maximum MGNT.ME drawdown since its inception was -78.63%, smaller than the maximum AFLT.ME drawdown of -96.95%. Use the drawdown chart below to compare losses from any high point for MGNT.ME and AFLT.ME. For additional features, visit the drawdowns tool.


-90.00%-80.00%-70.00%-60.00%-50.00%December2024FebruaryMarchAprilMay
-45.73%
-80.77%
MGNT.ME
AFLT.ME

Volatility

MGNT.ME vs. AFLT.ME - Volatility Comparison

The current volatility for Public Joint Stock Company Magnit (MGNT.ME) is 6.16%, while Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME) has a volatility of 10.33%. This indicates that MGNT.ME experiences smaller price fluctuations and is considered to be less risky than AFLT.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
6.16%
10.33%
MGNT.ME
AFLT.ME

Financials

MGNT.ME vs. AFLT.ME - Financials Comparison

This section allows you to compare key financial metrics between Public Joint Stock Company Magnit and Public Joint Stock Company Aeroflot - Russian Airlines. 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



Values in RUB except per share items