MGNT.ME vs. ROSN
Compare and contrast key facts about Public Joint Stock Company Magnit (MGNT.ME) 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: MGNT.ME or ROSN.
Key characteristics
| MGNT.ME | ROSN | |
|---|---|---|
| YTD Return | 25.40% | -0.96% |
| 1Y Return | 102.04% | 61.17% |
| 3Y Return (Ann) | 24.58% | 11.43% |
| 5Y Return (Ann) | 26.18% | 15.43% |
| 10Y Return (Ann) | 6.19% | 16.41% |
| Sharpe Ratio | 3.64 | 2.90 |
| Daily Std Dev | 26.49% | 19.23% |
| Max Drawdown | -78.63% | -71.21% |
| Current Drawdown | -0.76% | -2.36% |
Fundamentals
| MGNT.ME | ROSN | |
|---|---|---|
| Market Cap | RUB 645.40B | RUB 6.13T |
| EPS | RUB 285.19 | RUB 92.95 |
| PE Ratio | 19.88 | 5.58 |
| PEG Ratio | 0.98 | 0.00 |
| Revenue (TTM) | RUB 2.17T | RUB 8.63T |
| Gross Profit (TTM) | RUB 431.07B | RUB 5.81T |
| EBITDA (TTM) | RUB 184.54B | RUB 2.07T |
Correlation
The correlation between MGNT.ME and ROSN is 0.51, 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. ROSN - Performance Comparison
In the year-to-date period, MGNT.ME achieves a 25.40% return, which is significantly higher than ROSN's -0.96% return. Over the past 10 years, MGNT.ME has underperformed ROSN with an annualized return of 6.19%, while ROSN has yielded a comparatively higher 16.41% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
MGNT.ME vs. ROSN - 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 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.
Dividends
MGNT.ME vs. ROSN - Dividend Comparison
MGNT.ME's dividend yield for the trailing twelve months is around 6.27%, less than ROSN's 11.35% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MGNT.ME Public Joint Stock Company Magnit | 6.27% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
ROSN Public Joint Stock Company Rosneft Oil Company | 11.35% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
Drawdowns
MGNT.ME vs. ROSN - Drawdown Comparison
The maximum MGNT.ME drawdown since its inception was -78.63%, which is greater than ROSN's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for MGNT.ME and ROSN. For additional features, visit the drawdowns tool.
Volatility
MGNT.ME vs. ROSN - Volatility Comparison
Public Joint Stock Company Magnit (MGNT.ME) and Public Joint Stock Company Rosneft Oil Company (ROSN) have volatilities of 6.80% and 6.96%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MGNT.ME vs. ROSN - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Magnit and Public Joint Stock Company Rosneft Oil Company. 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