PHOR.ME vs. NVTK
Compare and contrast key facts about Public Joint-Stock Company PhosAgro (PHOR.ME) and Novatek (NVTK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PHOR.ME or NVTK.
Key characteristics
| PHOR.ME | NVTK | |
|---|---|---|
| YTD Return | 0.52% | -15.47% |
| 1Y Return | 9.66% | 6.81% |
| 3Y Return (Ann) | 37.24% | 3.97% |
| 5Y Return (Ann) | 41.80% | 6.07% |
| 10Y Return (Ann) | 30.85% | 17.86% |
| Sharpe Ratio | 0.74 | 0.23 |
| Daily Std Dev | 15.97% | 18.75% |
| Max Drawdown | -90.96% | -78.41% |
| Current Drawdown | -5.30% | -28.44% |
Fundamentals
| PHOR.ME | NVTK | |
|---|---|---|
| Market Cap | RUB 868.17B | RUB 4.61T |
| EPS | RUB 586.28 | RUB 144.20 |
| PE Ratio | 4.70 | 10.50 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 587.35B | RUB 1.06T |
| Gross Profit (TTM) | RUB 201.31B | RUB 461.16B |
| EBITDA (TTM) | RUB 282.45B | RUB 332.41B |
Correlation
The correlation between PHOR.ME and NVTK is 0.48, 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
PHOR.ME vs. NVTK - Performance Comparison
In the year-to-date period, PHOR.ME achieves a 0.52% return, which is significantly higher than NVTK's -15.47% return. Over the past 10 years, PHOR.ME has outperformed NVTK with an annualized return of 30.85%, while NVTK has yielded a comparatively lower 17.86% 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
PHOR.ME vs. NVTK - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint-Stock Company PhosAgro (PHOR.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
PHOR.ME vs. NVTK - Dividend Comparison
PHOR.ME's dividend yield for the trailing twelve months is around 20.46%, more than NVTK's 9.75% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
NVTK Novatek | 9.75% | 8.24% | 8.26% | 2.99% | 2.38% | 2.46% | 1.52% | 2.06% | 1.74% | 2.00% | 2.21% | 1.82% |
Drawdowns
PHOR.ME vs. NVTK - Drawdown Comparison
The maximum PHOR.ME drawdown since its inception was -90.96%, which is greater than NVTK's maximum drawdown of -78.41%. Use the drawdown chart below to compare losses from any high point for PHOR.ME and NVTK. For additional features, visit the drawdowns tool.
Volatility
PHOR.ME vs. NVTK - Volatility Comparison
The current volatility for Public Joint-Stock Company PhosAgro (PHOR.ME) is 5.21%, while Novatek (NVTK) has a volatility of 5.86%. This indicates that PHOR.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
PHOR.ME vs. NVTK - Financials Comparison
This section allows you to compare key financial metrics between Public Joint-Stock Company PhosAgro 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