ROSN vs. GAZP.ME
Compare and contrast key facts about Public Joint Stock Company Rosneft Oil Company (ROSN) and Public Joint Stock Company Gazprom (GAZP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSN or GAZP.ME.
Key characteristics
| ROSN | GAZP.ME | |
|---|---|---|
| YTD Return | -3.10% | 1.98% |
| 1Y Return | 57.26% | -8.67% |
| 3Y Return (Ann) | 11.07% | 1.13% |
| 5Y Return (Ann) | 13.82% | 12.04% |
| 10Y Return (Ann) | 16.34% | 11.50% |
| Sharpe Ratio | 2.86 | -0.73 |
| Daily Std Dev | 19.62% | 14.15% |
| Max Drawdown | -71.21% | -98.94% |
| Current Drawdown | -4.48% | -40.16% |
Fundamentals
| ROSN | GAZP.ME | |
|---|---|---|
| Market Cap | RUB 6.13T | RUB 3.90T |
| EPS | RUB 92.95 | RUB 88.52 |
| PE Ratio | 5.58 | 1.97 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 8.63T | RUB 10.24T |
| Gross Profit (TTM) | RUB 5.81T | RUB 2.56T |
| EBITDA (TTM) | RUB 2.07T | RUB 3.66T |
Correlation
The correlation between ROSN and GAZP.ME is 0.70, 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. GAZP.ME - Performance Comparison
In the year-to-date period, ROSN achieves a -3.10% return, which is significantly lower than GAZP.ME's 1.98% return. Over the past 10 years, ROSN has outperformed GAZP.ME with an annualized return of 16.34%, while GAZP.ME has yielded a comparatively lower 11.50% 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. GAZP.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 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.
Dividends
ROSN vs. GAZP.ME - Dividend Comparison
ROSN's dividend yield for the trailing twelve months is around 11.60%, while GAZP.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% |
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
ROSN vs. GAZP.ME - Drawdown Comparison
The maximum ROSN drawdown since its inception was -71.21%, smaller than the maximum GAZP.ME drawdown of -98.94%. Use the drawdown chart below to compare losses from any high point for ROSN and GAZP.ME. For additional features, visit the drawdowns tool.
Volatility
ROSN vs. GAZP.ME - Volatility Comparison
Public Joint Stock Company Rosneft Oil Company (ROSN) has a higher volatility of 5.45% compared to Public Joint Stock Company Gazprom (GAZP.ME) at 5.02%. This indicates that ROSN'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.
Financials
ROSN vs. GAZP.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 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.
Total Revenue: Total amount of money received from sales and other business activities