RASP.ME vs. MTLRP.ME
Compare and contrast key facts about Public Joint Stock Company Raspadskaya (RASP.ME) and Mechel PAO (MTLRP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RASP.ME or MTLRP.ME.
Key characteristics
| RASP.ME | MTLRP.ME | |
|---|---|---|
| YTD Return | -8.49% | -19.85% |
| 1Y Return | 33.99% | 37.04% |
| 3Y Return (Ann) | 24.05% | 54.71% |
| 5Y Return (Ann) | 29.11% | 29.23% |
| 10Y Return (Ann) | 57.33% | 34.59% |
| Sharpe Ratio | 1.16 | 1.08 |
| Daily Std Dev | 30.06% | 36.87% |
| Max Drawdown | -97.89% | -97.84% |
| Current Drawdown | -23.38% | -27.90% |
Fundamentals
| RASP.ME | MTLRP.ME | |
|---|---|---|
| Market Cap | RUB 257.06B | RUB 53.90B |
| EPS | RUB 57.67 | RUB 199.05 |
| PE Ratio | 3.59 | 0.72 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 3.11B | RUB 402.07B |
| Gross Profit (TTM) | RUB 1.29B | RUB 178.08B |
| EBITDA (TTM) | RUB 2.07B | RUB 116.32B |
Correlation
The correlation between RASP.ME and MTLRP.ME is 0.57, 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
RASP.ME vs. MTLRP.ME - Performance Comparison
In the year-to-date period, RASP.ME achieves a -8.49% return, which is significantly higher than MTLRP.ME's -19.85% return. Over the past 10 years, RASP.ME has outperformed MTLRP.ME with an annualized return of 57.33%, while MTLRP.ME has yielded a comparatively lower 34.59% 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
RASP.ME vs. MTLRP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Raspadskaya (RASP.ME) and Mechel PAO (MTLRP.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.
Dividends
RASP.ME vs. MTLRP.ME - Dividend Comparison
Neither RASP.ME nor MTLRP.ME has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RASP.ME Public Joint Stock Company Raspadskaya | 0.00% | 0.00% | 12.33% | 6.12% | 3.55% | 2.35% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
MTLRP.ME Mechel PAO | 0.00% | 0.00% | 0.00% | 0.37% | 4.52% | 20.44% | 16.61% | 7.78% | 0.03% | 0.12% | 0.31% | 0.14% |
Drawdowns
RASP.ME vs. MTLRP.ME - Drawdown Comparison
The maximum RASP.ME drawdown since its inception was -97.89%, roughly equal to the maximum MTLRP.ME drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for RASP.ME and MTLRP.ME. For additional features, visit the drawdowns tool.
Volatility
RASP.ME vs. MTLRP.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Raspadskaya (RASP.ME) is 5.42%, while Mechel PAO (MTLRP.ME) has a volatility of 7.76%. This indicates that RASP.ME experiences smaller price fluctuations and is considered to be less risky than MTLRP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RASP.ME vs. MTLRP.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Raspadskaya and Mechel PAO. 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