PIKK.ME vs. IMOEX
Compare and contrast key facts about Public Joint Stock Company PIK-specialized homebuilder (PIKK.ME) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PIKK.ME or IMOEX.
Key characteristics
| PIKK.ME | IMOEX | |
|---|---|---|
| YTD Return | 24.26% | 11.11% |
| 1Y Return | 28.24% | 36.40% |
| 3Y Return (Ann) | -1.79% | -1.28% |
| 5Y Return (Ann) | 22.15% | 5.99% |
| 10Y Return (Ann) | 30.61% | 10.13% |
| Sharpe Ratio | 1.11 | 3.07 |
| Daily Std Dev | 25.35% | 11.40% |
| Max Drawdown | -97.95% | -83.89% |
| Current Drawdown | -43.79% | -19.69% |
Correlation
The correlation between PIKK.ME and IMOEX is 0.55, 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. IMOEX - Performance Comparison
In the year-to-date period, PIKK.ME achieves a 24.26% return, which is significantly higher than IMOEX's 11.11% return. Over the past 10 years, PIKK.ME has outperformed IMOEX with an annualized return of 30.61%, while IMOEX has yielded a comparatively lower 10.13% 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
PIKK.ME vs. IMOEX - 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 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
PIKK.ME vs. IMOEX - Drawdown Comparison
The maximum PIKK.ME drawdown since its inception was -97.95%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for PIKK.ME and IMOEX. For additional features, visit the drawdowns tool.
Volatility
PIKK.ME vs. IMOEX - Volatility Comparison
Public Joint Stock Company PIK-specialized homebuilder (PIKK.ME) has a higher volatility of 6.04% compared to MOEX Russia Index (IMOEX) at 4.25%. This indicates that PIKK.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.