ROSN vs. IMOEX

In the year-to-date period, ROSN achieves a 5.84% return, which is significantly higher than IMOEX's -14.87% return. Over the past 10 years, ROSN has outperformed IMOEX with an annualized return of 18.24%, while IMOEX has yielded a comparatively lower 6.57% 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 0.24, which is higher than the IMOEX Sharpe Ratio of -0.76. 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. For additional features, visit the drawdowns tool.

Public Joint Stock Company Rosneft Oil Company (ROSN) and MOEX Russia Index (IMOEX) have volatilities of 17.51% and 17.57%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.