MTSS.ME vs. TATN.ME
Compare and contrast key facts about Mobile TeleSystems (MTSS.ME) and PJSC Tatneft (TATN.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MTSS.ME or TATN.ME.
Key characteristics
| MTSS.ME | TATN.ME | |
|---|---|---|
| YTD Return | 24.43% | 3.12% |
| 1Y Return | 29.52% | 126.58% |
| 3Y Return (Ann) | 12.57% | 30.18% |
| 5Y Return (Ann) | 17.34% | 11.40% |
| 10Y Return (Ann) | 14.32% | 24.50% |
| Sharpe Ratio | 1.35 | 6.62 |
| Daily Std Dev | 22.56% | 20.38% |
| Max Drawdown | -74.31% | -85.48% |
| Current Drawdown | -2.80% | -4.52% |
Fundamentals
| MTSS.ME | TATN.ME | |
|---|---|---|
| Market Cap | RUB 519.88B | RUB 1.50T |
| EPS | RUB 27.66 | RUB 129.95 |
| PE Ratio | 8.06 | 4.51 |
| PEG Ratio | 0.00 | 0.71 |
| Revenue (TTM) | RUB 545.95B | RUB 1.50T |
| Gross Profit (TTM) | RUB 328.65B | RUB 910.21B |
| EBITDA (TTM) | RUB 164.27B | RUB 430.00B |
Correlation
The correlation between MTSS.ME and TATN.ME is 0.56, 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. TATN.ME - Performance Comparison
In the year-to-date period, MTSS.ME achieves a 24.43% return, which is significantly higher than TATN.ME's 3.12% return. Over the past 10 years, MTSS.ME has underperformed TATN.ME with an annualized return of 14.32%, while TATN.ME has yielded a comparatively higher 24.50% 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. TATN.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Mobile TeleSystems (MTSS.ME) and PJSC Tatneft (TATN.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. TATN.ME - Dividend Comparison
MTSS.ME's dividend yield for the trailing twelve months is around 11.05%, less than TATN.ME's 16.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MTSS.ME Mobile TeleSystems | 11.05% | 13.74% | 14.37% | 12.41% | 12.93% | 8.96% | 10.92% | 9.42% | 10.04% | 11.99% | 14.67% | 6.04% |
TATN.ME PJSC Tatneft | 16.43% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% | 3.60% | 4.14% |
Drawdowns
MTSS.ME vs. TATN.ME - Drawdown Comparison
The maximum MTSS.ME drawdown since its inception was -74.31%, smaller than the maximum TATN.ME drawdown of -85.48%. Use the drawdown chart below to compare losses from any high point for MTSS.ME and TATN.ME. For additional features, visit the drawdowns tool.
Volatility
MTSS.ME vs. TATN.ME - Volatility Comparison
Mobile TeleSystems (MTSS.ME) has a higher volatility of 5.67% compared to PJSC Tatneft (TATN.ME) at 5.38%. This indicates that MTSS.ME's price experiences larger fluctuations and is considered to be riskier than TATN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
MTSS.ME vs. TATN.ME - Financials Comparison
This section allows you to compare key financial metrics between Mobile TeleSystems and PJSC Tatneft. 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