ROSN vs. MGNT.ME
Compare and contrast key facts about Public Joint Stock Company Rosneft Oil Company (ROSN) and Public Joint Stock Company Magnit (MGNT.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSN or MGNT.ME.
Key characteristics
| ROSN | MGNT.ME | |
|---|---|---|
| YTD Return | -2.84% | 22.64% |
| 1Y Return | 56.75% | 85.43% |
| 3Y Return (Ann) | 11.71% | 22.58% |
| 5Y Return (Ann) | 13.87% | 26.58% |
| 10Y Return (Ann) | 16.57% | 7.73% |
| Sharpe Ratio | 2.94 | 3.70 |
| Daily Std Dev | 19.59% | 27.02% |
| Max Drawdown | -71.21% | -78.63% |
| Current Drawdown | -4.22% | -1.20% |
Fundamentals
| ROSN | MGNT.ME | |
|---|---|---|
| Market Cap | RUB 6.13T | RUB 645.40B |
| EPS | RUB 92.95 | RUB 285.19 |
| PE Ratio | 5.58 | 19.88 |
| PEG Ratio | 0.00 | 0.98 |
| Revenue (TTM) | RUB 8.63T | RUB 2.17T |
| Gross Profit (TTM) | RUB 5.81T | RUB 431.07B |
| EBITDA (TTM) | RUB 2.07T | RUB 184.54B |
Correlation
The correlation between ROSN and MGNT.ME is 0.51, 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. MGNT.ME - Performance Comparison
In the year-to-date period, ROSN achieves a -2.84% return, which is significantly lower than MGNT.ME's 22.64% return. Over the past 10 years, ROSN has outperformed MGNT.ME with an annualized return of 16.57%, while MGNT.ME has yielded a comparatively lower 7.73% 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. MGNT.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 Magnit (MGNT.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. MGNT.ME - Dividend Comparison
ROSN's dividend yield for the trailing twelve months is around 11.57%, more than MGNT.ME's 6.41% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSN Public Joint Stock Company Rosneft Oil Company | 11.57% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
MGNT.ME Public Joint Stock Company Magnit | 6.41% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
Drawdowns
ROSN vs. MGNT.ME - Drawdown Comparison
The maximum ROSN drawdown since its inception was -71.21%, smaller than the maximum MGNT.ME drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for ROSN and MGNT.ME. For additional features, visit the drawdowns tool.
Volatility
ROSN vs. MGNT.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Rosneft Oil Company (ROSN) is 5.44%, while Public Joint Stock Company Magnit (MGNT.ME) has a volatility of 6.98%. This indicates that ROSN experiences smaller price fluctuations and is considered to be less risky than MGNT.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ROSN vs. MGNT.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 Magnit. 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