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PIKK.ME vs. GAZP.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


PIKK.MEGAZP.ME
YTD Return25.83%-3.05%
1Y Return29.26%-10.16%
3Y Return (Ann)-0.66%-0.54%
5Y Return (Ann)22.48%10.19%
10Y Return (Ann)30.88%10.82%
Sharpe Ratio1.26-0.83
Daily Std Dev25.36%14.07%
Max Drawdown-97.95%-98.94%
Current Drawdown-43.07%-43.11%

Fundamentals


PIKK.MEGAZP.ME
Market CapRUB 468.95BRUB 3.90T
EPSRUB 155.90RUB 88.52
PE Ratio4.331.97
PEG Ratio0.000.00
Revenue (TTM)RUB 487.81BRUB 10.24T
Gross Profit (TTM)RUB 113.71BRUB 2.56T
EBITDA (TTM)RUB 92.77BRUB 3.66T

Correlation

-0.50.00.51.00.5

The correlation between PIKK.ME and GAZP.ME is 0.47, 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

PIKK.ME vs. GAZP.ME - Performance Comparison

In the year-to-date period, PIKK.ME achieves a 25.83% return, which is significantly higher than GAZP.ME's -3.05% return. Over the past 10 years, PIKK.ME has outperformed GAZP.ME with an annualized return of 30.88%, while GAZP.ME has yielded a comparatively lower 10.82% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%100.00%200.00%300.00%400.00%500.00%December2024FebruaryMarchAprilMay
448.20%
-22.08%
PIKK.ME
GAZP.ME

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Public Joint Stock Company PIK-specialized homebuilder

Public Joint Stock Company Gazprom

Risk-Adjusted Performance

PIKK.ME vs. GAZP.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company PIK-specialized homebuilder (PIKK.ME) and Public Joint Stock Company Gazprom (GAZP.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.


PIKK.ME
Sharpe ratio
The chart of Sharpe ratio for PIKK.ME, currently valued at 0.29, compared to the broader market-2.00-1.000.001.002.003.004.000.29
Sortino ratio
The chart of Sortino ratio for PIKK.ME, currently valued at 0.64, compared to the broader market-4.00-2.000.002.004.006.000.64
Omega ratio
The chart of Omega ratio for PIKK.ME, currently valued at 1.08, compared to the broader market0.501.001.501.08
Calmar ratio
The chart of Calmar ratio for PIKK.ME, currently valued at 0.14, compared to the broader market0.002.004.006.000.14
Martin ratio
The chart of Martin ratio for PIKK.ME, currently valued at 0.64, compared to the broader market-10.000.0010.0020.0030.000.64
GAZP.ME
Sharpe ratio
The chart of Sharpe ratio for GAZP.ME, currently valued at -1.15, compared to the broader market-2.00-1.000.001.002.003.004.00-1.15
Sortino ratio
The chart of Sortino ratio for GAZP.ME, currently valued at -1.64, compared to the broader market-4.00-2.000.002.004.006.00-1.64
Omega ratio
The chart of Omega ratio for GAZP.ME, currently valued at 0.81, compared to the broader market0.501.001.500.81
Calmar ratio
The chart of Calmar ratio for GAZP.ME, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.45
Martin ratio
The chart of Martin ratio for GAZP.ME, currently valued at -1.29, compared to the broader market-10.000.0010.0020.0030.00-1.29

PIKK.ME vs. GAZP.ME - Sharpe Ratio Comparison

The current PIKK.ME Sharpe Ratio is 1.26, which is higher than the GAZP.ME Sharpe Ratio of -0.83. The chart below compares the 12-month rolling Sharpe Ratio of PIKK.ME and GAZP.ME.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00December2024FebruaryMarchAprilMay
0.29
-1.15
PIKK.ME
GAZP.ME

Dividends

PIKK.ME vs. GAZP.ME - Dividend Comparison

Neither PIKK.ME nor GAZP.ME has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
PIKK.ME
Public Joint Stock Company PIK-specialized homebuilder
0.00%0.00%0.00%4.09%7.60%5.67%12.07%0.00%0.00%0.00%2.22%0.00%
GAZP.ME
Public Joint Stock Company Gazprom
0.00%5.73%31.36%3.66%7.17%6.48%5.24%6.16%5.11%5.29%5.53%4.32%

Drawdowns

PIKK.ME vs. GAZP.ME - Drawdown Comparison

The maximum PIKK.ME drawdown since its inception was -97.95%, roughly equal to the maximum GAZP.ME drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for PIKK.ME and GAZP.ME. For additional features, visit the drawdowns tool.


-65.00%-60.00%-55.00%-50.00%December2024FebruaryMarchAprilMay
-54.29%
-58.26%
PIKK.ME
GAZP.ME

Volatility

PIKK.ME vs. GAZP.ME - Volatility Comparison

Public Joint Stock Company PIK-specialized homebuilder (PIKK.ME) has a higher volatility of 5.65% compared to Public Joint Stock Company Gazprom (GAZP.ME) at 5.08%. This indicates that PIKK.ME's price experiences larger fluctuations and is considered to be riskier than GAZP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%December2024FebruaryMarchAprilMay
5.65%
5.08%
PIKK.ME
GAZP.ME

Financials

PIKK.ME vs. GAZP.ME - Financials Comparison

This section allows you to compare key financial metrics between Public Joint Stock Company PIK-specialized homebuilder and Public Joint Stock Company Gazprom. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in RUB except per share items