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RTKMP.ME vs. AGRO.ME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RTKMP.ME vs. AGRO.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Rostelecom PAO (RTKMP.ME) and Ros Agro PLC (AGRO.ME). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


RTKMP.ME

1D
-0.47%
1M
-5.56%
YTD
-14.66%
6M
-9.45%
1Y
-6.31%
3Y*
0.28%
5Y*
-0.47%
10Y*
7.06%

AGRO.ME

1D
1M
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RTKMP.ME vs. AGRO.ME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RTKMP.ME
Rostelecom PAO
-14.66%10.27%-2.90%54.17%-20.94%-5.67%28.97%31.26%17.53%-0.99%
AGRO.ME
Ros Agro PLC
0.00%0.00%-10.06%104.15%-43.67%62.95%37.95%-14.20%44.60%-24.29%

Correlation

The correlation between RTKMP.ME and AGRO.ME is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (3Y)
Calculated over the trailing 3-year period

0.21

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.21

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2014

0.19

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Return for Risk

RTKMP.ME vs. AGRO.ME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RTKMP.ME
RTKMP.ME Risk / Return Rank: 3232
Overall Rank
RTKMP.ME Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
RTKMP.ME Sortino Ratio Rank: 2828
Sortino Ratio Rank
RTKMP.ME Omega Ratio Rank: 2828
Omega Ratio Rank
RTKMP.ME Calmar Ratio Rank: 3636
Calmar Ratio Rank
RTKMP.ME Martin Ratio Rank: 3737
Martin Ratio Rank

AGRO.ME
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RTKMP.ME vs. AGRO.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rostelecom PAO (RTKMP.ME) and Ros Agro PLC (AGRO.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.


RTKMP.MEAGRO.MEDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.99

Calmar ratioReturn relative to maximum drawdown

-0.16

Martin ratioReturn relative to average drawdown

-0.25

RTKMP.ME vs. AGRO.ME - Sharpe Ratio Comparison


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Sharpe Ratios by Period


RTKMP.MEAGRO.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.20

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.27

Drawdowns

RTKMP.ME vs. AGRO.ME - Drawdown Comparison


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Drawdown Indicators


RTKMP.MEAGRO.MEDifference

Max Drawdown

Largest peak-to-trough decline

-85.05%

Max Drawdown (1Y)

Largest decline over 1 year

-33.91%

Max Drawdown (3Y)

Largest decline over 3 years

-45.70%

Max Drawdown (5Y)

Largest decline over 5 years

-45.70%

Max Drawdown (10Y)

Largest decline over 10 years

-45.70%

Current Drawdown

Current decline from peak

-37.39%

Average Drawdown

Average peak-to-trough decline

-18.68%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.42%

Volatility

RTKMP.ME vs. AGRO.ME - Volatility Comparison


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Volatility by Period


RTKMP.MEAGRO.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.92%

Volatility (6M)

Calculated over the trailing 6-month period

11.63%

Volatility (1Y)

Calculated over the trailing 1-year period

26.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.38%

Dividends

RTKMP.ME vs. AGRO.ME - Dividend Comparison

Neither RTKMP.ME nor AGRO.ME has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AGRO.ME
Ros Agro PLC
0.00%0.00%13.16%0.00%0.00%12.36%4.60%5.87%3.14%8.19%6.78%3.93%
RTKMP.ME
Rostelecom PAO
0.00%0.00%10.71%35.17%8.20%6.57%5.84%10.68%8.36%9.63%9.43%5.87%

Financials

RTKMP.ME vs. AGRO.ME - Financials Comparison

This section allows you to compare key financial metrics between Rostelecom PAO and Ros Agro PLC. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in RUB except per share items

Frequently Asked Questions


RTKMP.ME and AGRO.ME have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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