MTSS.ME vs. AFLT.ME
Compare and contrast key facts about Mobile TeleSystems (MTSS.ME) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSS.ME or AFLT.ME.
Key characteristics
| MTSS.ME | AFLT.ME | |
|---|---|---|
| YTD Return | -6.02% | 77.47% |
| 1Y Return | -14.86% | 58.34% |
| 3Y Return (Ann) | -1.04% | -1.86% |
| 5Y Return (Ann) | 5.80% | -9.80% |
| 10Y Return (Ann) | 10.47% | 6.37% |
| Sharpe Ratio | -0.44 | 1.79 |
| Sortino Ratio | -0.45 | 2.58 |
| Omega Ratio | 0.93 | 1.31 |
| Calmar Ratio | -0.37 | 0.75 |
| Martin Ratio | -0.77 | 5.32 |
| Ulcer Index | 18.09% | 11.43% |
| Daily Std Dev | 31.43% | 33.91% |
| Max Drawdown | -74.31% | -96.95% |
| Current Drawdown | -31.13% | -67.10% |
Fundamentals
| MTSS.ME | AFLT.ME | |
|---|---|---|
| Market Cap | RUB 519.88B | RUB 147.98B |
| EPS | RUB 27.66 | -RUB 14.23 |
| PE Ratio | 8.06 | 10.33 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 492.17B | RUB 171.09B |
| Gross Profit (TTM) | RUB 281.02B | -RUB 19.96B |
| EBITDA (TTM) | RUB 160.62B | RUB 131.07B |
Correlation
The correlation between MTSS.ME and AFLT.ME is 0.54, 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
MTSS.ME vs. AFLT.ME - Performance Comparison
In the year-to-date period, MTSS.ME achieves a -6.02% return, which is significantly lower than AFLT.ME's 77.47% return. Over the past 10 years, MTSS.ME has outperformed AFLT.ME with an annualized return of 10.47%, while AFLT.ME has yielded a comparatively lower 6.37% 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
MTSS.ME vs. AFLT.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobile TeleSystems (MTSS.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.
Dividends
MTSS.ME vs. AFLT.ME - Dividend Comparison
MTSS.ME's dividend yield for the trailing twelve months is around 18.51%, while AFLT.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTSS.ME Mobile TeleSystems | 18.51% | 13.74% | 14.37% | 12.41% | 12.93% | 8.96% | 10.92% | 9.42% | 10.04% | 11.99% | 14.67% | 6.04% |
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
MTSS.ME vs. AFLT.ME - Drawdown Comparison
The maximum MTSS.ME drawdown since its inception was -74.31%, smaller than the maximum AFLT.ME drawdown of -96.95%. Use the drawdown chart below to compare losses from any high point for MTSS.ME and AFLT.ME. For additional features, visit the drawdowns tool.
Volatility
MTSS.ME vs. AFLT.ME - Volatility Comparison
The current volatility for Mobile TeleSystems (MTSS.ME) is 9.70%, while Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME) has a volatility of 12.37%. This indicates that MTSS.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.
Financials
MTSS.ME vs. AFLT.ME - Financials Comparison
This section allows you to compare key financial metrics between Mobile TeleSystems 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.
Total Revenue: Total amount of money received from sales and other business activities