ROSN vs. AFLT.ME
Compare and contrast key facts about Public Joint Stock Company Rosneft Oil Company (ROSN) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSN or AFLT.ME.
Key characteristics
| ROSN | AFLT.ME | |
|---|---|---|
| YTD Return | -3.10% | 43.43% |
| 1Y Return | 57.26% | 32.02% |
| 3Y Return (Ann) | 11.07% | -8.80% |
| 5Y Return (Ann) | 13.82% | -11.92% |
| 10Y Return (Ann) | 16.34% | 2.56% |
| Sharpe Ratio | 2.86 | 1.12 |
| Daily Std Dev | 19.62% | 24.07% |
| Max Drawdown | -71.21% | -96.95% |
| Current Drawdown | -4.48% | -73.41% |
Fundamentals
| ROSN | AFLT.ME | |
|---|---|---|
| Market Cap | RUB 6.13T | RUB 147.98B |
| EPS | RUB 92.95 | -RUB 14.23 |
| PE Ratio | 5.58 | 10.33 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 8.63T | RUB 491.73B |
| Gross Profit (TTM) | RUB 5.81T | RUB 97.08B |
| EBITDA (TTM) | RUB 2.07T | -RUB 1.54B |
Correlation
The correlation between ROSN and AFLT.ME is 0.52, 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
ROSN vs. AFLT.ME - Performance Comparison
In the year-to-date period, ROSN achieves a -3.10% return, which is significantly lower than AFLT.ME's 43.43% return. Over the past 10 years, ROSN has outperformed AFLT.ME with an annualized return of 16.34%, while AFLT.ME has yielded a comparatively lower 2.56% 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
ROSN vs. AFLT.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Rosneft Oil Company (ROSN) and Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.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
ROSN vs. AFLT.ME - Dividend Comparison
ROSN's dividend yield for the trailing twelve months is around 11.60%, while AFLT.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSN Public Joint Stock Company Rosneft Oil Company | 11.60% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
AFLT.ME Public Joint Stock Company Aeroflot - Russian Airlines | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.60% | 12.66% | 12.63% | 0.00% | 0.00% | 7.76% | 27.68% |
Drawdowns
ROSN vs. AFLT.ME - Drawdown Comparison
The maximum ROSN drawdown since its inception was -71.21%, smaller than the maximum AFLT.ME drawdown of -96.95%. Use the drawdown chart below to compare losses from any high point for ROSN and AFLT.ME. For additional features, visit the drawdowns tool.
Volatility
ROSN vs. AFLT.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Rosneft Oil Company (ROSN) is 5.45%, while Public Joint Stock Company Aeroflot - Russian Airlines (AFLT.ME) has a volatility of 11.68%. This indicates that ROSN experiences smaller price fluctuations and is considered to be less risky than AFLT.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROSN vs. AFLT.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Rosneft Oil Company and Public Joint Stock Company Aeroflot - Russian Airlines. 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