POSI.ME vs. IMOEX
Compare and contrast key facts about Gruppa Pozitiv PAO (POSI.ME) and MOEX Russia Index (IMOEX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: POSI.ME or IMOEX.
Key characteristics
| POSI.ME | IMOEX | |
|---|---|---|
| YTD Return | 11.76% | -11.28% |
| 1Y Return | 5.95% | -15.36% |
| Sharpe Ratio | 0.32 | -0.80 |
| Sortino Ratio | 0.64 | -1.01 |
| Omega Ratio | 1.08 | 0.87 |
| Calmar Ratio | 0.29 | -0.34 |
| Martin Ratio | 0.90 | -1.05 |
| Ulcer Index | 10.02% | 13.24% |
| Daily Std Dev | 28.26% | 17.02% |
| Max Drawdown | -52.01% | -83.89% |
| Current Drawdown | -30.49% | -35.87% |
Correlation
The correlation between POSI.ME and IMOEX is 0.67, 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
POSI.ME vs. IMOEX - Performance Comparison
In the year-to-date period, POSI.ME achieves a 11.76% return, which is significantly higher than IMOEX's -11.28% 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
POSI.ME vs. IMOEX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gruppa Pozitiv PAO (POSI.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
POSI.ME vs. IMOEX - Drawdown Comparison
The maximum POSI.ME drawdown since its inception was -52.01%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for POSI.ME and IMOEX. For additional features, visit the drawdowns tool.
Volatility
POSI.ME vs. IMOEX - Volatility Comparison
Gruppa Pozitiv PAO (POSI.ME) has a higher volatility of 8.61% compared to MOEX Russia Index (IMOEX) at 8.09%. This indicates that POSI.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.