MVID.ME vs. IMOEX
Compare and contrast key facts about Public Joint Stock Company M.video (MVID.ME) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: MVID.ME or IMOEX.
Key characteristics
| MVID.ME | IMOEX | |
|---|---|---|
| YTD Return | -35.67% | -10.98% |
| 1Y Return | -45.08% | -10.08% |
| 3Y Return (Ann) | -42.42% | -11.51% |
| 5Y Return (Ann) | -20.91% | -0.27% |
| 10Y Return (Ann) | 0.22% | 6.94% |
| Sharpe Ratio | -1.14 | -0.77 |
| Daily Std Dev | 38.67% | 15.81% |
| Max Drawdown | -87.84% | -83.89% |
| Current Drawdown | -86.11% | -35.65% |
Correlation
The correlation between MVID.ME and IMOEX 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
MVID.ME vs. IMOEX - Performance Comparison
In the year-to-date period, MVID.ME achieves a -35.67% return, which is significantly lower than IMOEX's -10.98% return. Over the past 10 years, MVID.ME has underperformed IMOEX with an annualized return of 0.22%, while IMOEX has yielded a comparatively higher 6.94% 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
MVID.ME vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company M.video (MVID.ME) and MOEX Russia Index (IMOEX). 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.
Drawdowns
MVID.ME vs. IMOEX - Drawdown Comparison
The maximum MVID.ME drawdown since its inception was -87.84%, roughly equal to the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for MVID.ME and IMOEX. For additional features, visit the drawdowns tool.
Volatility
MVID.ME vs. IMOEX - Volatility Comparison
Public Joint Stock Company M.video (MVID.ME) has a higher volatility of 24.20% compared to MOEX Russia Index (IMOEX) at 8.98%. This indicates that MVID.ME's price experiences larger fluctuations and is considered to be riskier than IMOEX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.