ROSN vs. MTSS.ME
Compare and contrast key facts about Public Joint Stock Company Rosneft Oil Company (ROSN) and Mobile TeleSystems (MTSS.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSN or MTSS.ME.
Key characteristics
| ROSN | MTSS.ME | |
|---|---|---|
| YTD Return | -3.10% | 23.63% |
| 1Y Return | 57.26% | 27.71% |
| 3Y Return (Ann) | 11.07% | 11.99% |
| 5Y Return (Ann) | 13.82% | 17.72% |
| 10Y Return (Ann) | 16.34% | 14.53% |
| Sharpe Ratio | 2.86 | 1.21 |
| Daily Std Dev | 19.62% | 22.60% |
| Max Drawdown | -71.21% | -74.31% |
| Current Drawdown | -4.48% | -3.43% |
Fundamentals
| ROSN | MTSS.ME | |
|---|---|---|
| Market Cap | RUB 6.13T | RUB 519.88B |
| EPS | RUB 92.95 | RUB 27.66 |
| PE Ratio | 5.58 | 8.06 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 8.63T | RUB 545.95B |
| Gross Profit (TTM) | RUB 5.81T | RUB 328.65B |
| EBITDA (TTM) | RUB 2.07T | RUB 164.27B |
Correlation
The correlation between ROSN and MTSS.ME is 0.58, 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. MTSS.ME - Performance Comparison
In the year-to-date period, ROSN achieves a -3.10% return, which is significantly lower than MTSS.ME's 23.63% return. Over the past 10 years, ROSN has outperformed MTSS.ME with an annualized return of 16.34%, while MTSS.ME has yielded a comparatively lower 14.53% 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. MTSS.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 Mobile TeleSystems (MTSS.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. MTSS.ME - Dividend Comparison
ROSN's dividend yield for the trailing twelve months is around 11.60%, more than MTSS.ME's 11.12% yield.
| 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% |
MTSS.ME Mobile TeleSystems | 11.12% | 13.74% | 14.37% | 12.41% | 12.93% | 8.96% | 10.92% | 9.42% | 10.04% | 11.99% | 14.67% | 6.04% |
Drawdowns
ROSN vs. MTSS.ME - Drawdown Comparison
The maximum ROSN drawdown since its inception was -71.21%, roughly equal to the maximum MTSS.ME drawdown of -74.31%. Use the drawdown chart below to compare losses from any high point for ROSN and MTSS.ME. For additional features, visit the drawdowns tool.
Volatility
ROSN vs. MTSS.ME - Volatility Comparison
Public Joint Stock Company Rosneft Oil Company (ROSN) and Mobile TeleSystems (MTSS.ME) have volatilities of 5.45% and 5.28%, 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.
Financials
ROSN vs. MTSS.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Rosneft Oil Company and Mobile TeleSystems. 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