NVTK vs. IMOEX

In the year-to-date period, NVTK achieves a 10.38% return, which is significantly higher than IMOEX's -1.88% return. Over the past 10 years, NVTK has outperformed IMOEX with an annualized return of 12.13%, while IMOEX has yielded a comparatively lower 5.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Novatek (NVTK) 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.

The current NVTK Sharpe Ratio is 0.09, which is higher than the IMOEX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of NVTK and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum NVTK drawdown since its inception was -78.41%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for NVTK and IMOEX.

Novatek (NVTK) has a higher volatility of 13.05% compared to MOEX Russia Index (IMOEX) at 8.40%. This indicates that NVTK'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.