ROSN vs. IMOEX

In the year-to-date period, ROSN achieves a -30.32% return, which is significantly lower than IMOEX's -3.92% return. Over the past 10 years, ROSN has outperformed IMOEX with an annualized return of 12.42%, while IMOEX has yielded a comparatively lower 5.31% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Rosneft Oil Company (ROSN) 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.

The current ROSN Sharpe Ratio is -0.75, which is comparable to the IMOEX Sharpe Ratio of -0.73. The chart below compares the historical Sharpe Ratios of ROSN and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ROSN drawdown since its inception was -71.21%, smaller than the maximum IMOEX drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for ROSN and IMOEX.

Public Joint Stock Company Rosneft Oil Company (ROSN) has a higher volatility of 8.85% compared to MOEX Russia Index (IMOEX) at 8.27%. This indicates that ROSN'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.