RTKMP.ME vs. HYDR.ME
RTKMP.ME (Rostelecom PAO) and HYDR.ME (Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro) are both stocks. RTKMP.ME operates in Telecom Services (Communication Services), while HYDR.ME operates in Utilities - Renewable (Utilities). Over the past 10 years, RTKMP.ME returned 7.06%/yr vs 1.58%/yr for HYDR.ME. At a 0.37 correlation, their price movements are largely independent.
Performance
RTKMP.ME vs. HYDR.ME - Performance Comparison
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Returns By Period
In the year-to-date period, RTKMP.ME achieves a -14.66% return, which is significantly lower than HYDR.ME's -6.98% return. Over the past 10 years, RTKMP.ME has outperformed HYDR.ME with an annualized return of 7.06%, while HYDR.ME has yielded a comparatively lower 1.58% annualized return.
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%
HYDR.ME
- 1D
- -0.54%
- 1M
- -0.21%
- YTD
- -6.98%
- 6M
- -2.90%
- 1Y
- -17.82%
- 3Y*
- -17.92%
- 5Y*
- -8.26%
- 10Y*
- 1.58%
RTKMP.ME vs. HYDR.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RTKMP.ME Rostelecom PAO | -14.66% | 10.27% | -2.90% | 54.17% | -20.94% | -5.67% | 28.97% | 31.26% | 17.53% | -0.99% |
HYDR.ME Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro | -6.98% | -19.25% | -20.67% | 5.58% | 9.76% | 1.33% | 48.27% | 21.86% | -30.67% | -16.30% |
Correlation
The correlation between RTKMP.ME and HYDR.ME is 0.49, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.49 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since May 23, 2008 | 0.37 |
The correlation between RTKMP.ME and HYDR.ME shifts across timeframes, from 0.36 (10 years) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
RTKMP.ME vs. HYDR.ME — Risk / Return Rank
RTKMP.ME
HYDR.ME
RTKMP.ME vs. HYDR.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rostelecom PAO (RTKMP.ME) and Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.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.ME | HYDR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.52 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.89 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.16 | -0.68 | +0.53 |
| Martin ratioReturn relative to average drawdown | -0.25 | -1.17 | +0.93 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RTKMP.ME | HYDR.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.20 | -0.72 | +0.52 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.02 | -0.28 | +0.27 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.29 | 0.05 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | -0.14 | +0.41 |
Drawdowns
RTKMP.ME vs. HYDR.ME - Drawdown Comparison
The maximum RTKMP.ME drawdown since its inception was -85.05%, roughly equal to the maximum HYDR.ME drawdown of -82.89%. Use the drawdown chart below to compare losses from any high point for RTKMP.ME and HYDR.ME.
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Drawdown Indicators
| RTKMP.ME | HYDR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.05% | -82.89% | -2.16% |
Max Drawdown (1Y)Largest decline over 1 year | -33.91% | -24.71% | -9.20% |
Max Drawdown (3Y)Largest decline over 3 years | -45.70% | -60.77% | +15.07% |
Max Drawdown (5Y)Largest decline over 5 years | -45.70% | -60.77% | +15.07% |
Max Drawdown (10Y)Largest decline over 10 years | -45.70% | -60.77% | +15.07% |
Current DrawdownCurrent decline from peak | -37.39% | -63.75% | +26.36% |
Average DrawdownAverage peak-to-trough decline | -18.68% | -53.83% | +35.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.42% | 14.39% | +7.03% |
Volatility
RTKMP.ME vs. HYDR.ME - Volatility Comparison
The current volatility for Rostelecom PAO (RTKMP.ME) is 4.92%, while Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro (HYDR.ME) has a volatility of 5.47%. This indicates that RTKMP.ME experiences smaller price fluctuations and is considered to be less risky than HYDR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RTKMP.ME | HYDR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.92% | 5.47% | -0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 11.63% | 15.93% | -4.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.17% | 23.28% | +2.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.95% | 28.79% | +0.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.38% | 28.93% | -4.55% |
Dividends
RTKMP.ME vs. HYDR.ME - Dividend Comparison
Neither RTKMP.ME nor HYDR.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
HYDR.ME Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro | 0.00% | 0.00% | 10.21% | 13.71% | 6.97% | 7.14% | 4.56% | 6.61% | 5.41% | 6.39% | 4.20% | 2.30% |
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. HYDR.ME - Financials Comparison
This section allows you to compare key financial metrics between Rostelecom PAO and Public Joint-Stock Company Federal Hydro-Generating Company - RusHydro. 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
Frequently Asked Questions
RTKMP.ME and HYDR.ME have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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