NLMK.ME vs. PHOR.ME
Compare and contrast key facts about Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NLMK.ME or PHOR.ME.
Key characteristics
| NLMK.ME | PHOR.ME | |
|---|---|---|
| YTD Return | 33.98% | 0.52% |
| 1Y Return | 80.83% | 9.66% |
| 3Y Return (Ann) | 2.85% | 37.24% |
| 5Y Return (Ann) | 16.60% | 41.80% |
| 10Y Return (Ann) | 30.13% | 30.85% |
| Sharpe Ratio | 3.66 | 0.74 |
| Daily Std Dev | 24.22% | 15.97% |
| Max Drawdown | -87.59% | -90.96% |
| Current Drawdown | 0.00% | -5.30% |
Fundamentals
| NLMK.ME | PHOR.ME | |
|---|---|---|
| Market Cap | RUB 1.07T | RUB 868.17B |
| EPS | RUB 74.68 | RUB 586.28 |
| PE Ratio | 2.38 | 4.70 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 16.20B | RUB 587.35B |
| Gross Profit (TTM) | RUB 8.40B | RUB 201.31B |
| EBITDA (TTM) | RUB 7.25B | RUB 282.45B |
Correlation
The correlation between NLMK.ME and PHOR.ME is 0.44, 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
NLMK.ME vs. PHOR.ME - Performance Comparison
In the year-to-date period, NLMK.ME achieves a 33.98% return, which is significantly higher than PHOR.ME's 0.52% return. Both investments have delivered pretty close results over the past 10 years, with NLMK.ME having a 30.13% annualized return and PHOR.ME not far ahead at 30.85%. 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
NLMK.ME vs. PHOR.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) and Public Joint-Stock Company PhosAgro (PHOR.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
NLMK.ME vs. PHOR.ME - Dividend Comparison
NLMK.ME has not paid dividends to shareholders, while PHOR.ME's dividend yield for the trailing twelve months is around 20.46%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLMK.ME Public Joint Stock Company "Novolipetsk Steel" | 0.00% | 0.00% | 0.00% | 19.26% | 9.92% | 15.91% | 12.36% | 8.53% | 5.73% | 6.60% | 2.32% | 1.12% |
PHOR.ME Public Joint-Stock Company PhosAgro | 20.46% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% | 2.68% | 3.72% |
Drawdowns
NLMK.ME vs. PHOR.ME - Drawdown Comparison
The maximum NLMK.ME drawdown since its inception was -87.59%, roughly equal to the maximum PHOR.ME drawdown of -90.96%. Use the drawdown chart below to compare losses from any high point for NLMK.ME and PHOR.ME. For additional features, visit the drawdowns tool.
Volatility
NLMK.ME vs. PHOR.ME - Volatility Comparison
Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME) have volatilities of 5.06% and 5.21%, 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
NLMK.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company "Novolipetsk Steel" and Public Joint-Stock Company PhosAgro. 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