MTSS.ME vs. NVTK
Compare and contrast key facts about Mobile TeleSystems (MTSS.ME) and Novatek (NVTK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSS.ME or NVTK.
Key characteristics
| MTSS.ME | NVTK | |
|---|---|---|
| YTD Return | -6.02% | -29.54% |
| 1Y Return | -14.86% | -36.39% |
| 3Y Return (Ann) | -1.04% | -11.57% |
| 5Y Return (Ann) | 5.80% | -0.60% |
| 10Y Return (Ann) | 10.47% | 12.33% |
| Sharpe Ratio | -0.44 | -1.29 |
| Sortino Ratio | -0.45 | -2.12 |
| Omega Ratio | 0.93 | 0.77 |
| Calmar Ratio | -0.37 | -0.75 |
| Martin Ratio | -0.77 | -1.51 |
| Ulcer Index | 18.09% | 22.96% |
| Daily Std Dev | 31.43% | 26.75% |
| Max Drawdown | -74.31% | -78.41% |
| Current Drawdown | -31.13% | -40.35% |
Fundamentals
| MTSS.ME | NVTK | |
|---|---|---|
| Market Cap | RUB 519.88B | RUB 4.61T |
| EPS | RUB 27.66 | RUB 144.20 |
| PE Ratio | 8.06 | 10.50 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 492.17B | RUB 735.32B |
| Gross Profit (TTM) | RUB 281.02B | RUB 386.60B |
| EBITDA (TTM) | RUB 160.62B | RUB 132.05B |
Correlation
The correlation between MTSS.ME and NVTK is 0.58, 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. NVTK - Performance Comparison
In the year-to-date period, MTSS.ME achieves a -6.02% return, which is significantly higher than NVTK's -29.54% return. Over the past 10 years, MTSS.ME has underperformed NVTK with an annualized return of 10.47%, while NVTK has yielded a comparatively higher 12.33% 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. NVTK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobile TeleSystems (MTSS.ME) and Novatek (NVTK). 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. NVTK - Dividend Comparison
MTSS.ME's dividend yield for the trailing twelve months is around 18.51%, more than NVTK's 10.46% yield.
| 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% |
NVTK Novatek | 10.46% | 8.24% | 8.26% | 2.99% | 2.38% | 2.46% | 1.52% | 2.06% | 1.74% | 2.00% | 2.21% | 1.82% |
Drawdowns
MTSS.ME vs. NVTK - Drawdown Comparison
The maximum MTSS.ME drawdown since its inception was -74.31%, smaller than the maximum NVTK drawdown of -78.41%. Use the drawdown chart below to compare losses from any high point for MTSS.ME and NVTK. For additional features, visit the drawdowns tool.
Volatility
MTSS.ME vs. NVTK - Volatility Comparison
The current volatility for Mobile TeleSystems (MTSS.ME) is 9.70%, while Novatek (NVTK) has a volatility of 10.61%. This indicates that MTSS.ME experiences smaller price fluctuations and is considered to be less risky than NVTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MTSS.ME vs. NVTK - Financials Comparison
This section allows you to compare key financial metrics between Mobile TeleSystems and Novatek. 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