RUAL.ME vs. MGNT.ME
Compare and contrast key facts about United Company RUSAL Plc (RUAL.ME) 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: RUAL.ME or MGNT.ME.
Key characteristics
| RUAL.ME | MGNT.ME | |
|---|---|---|
| YTD Return | 8.84% | -25.17% |
| 1Y Return | -5.89% | -13.85% |
| 3Y Return (Ann) | -19.65% | -4.62% |
| 5Y Return (Ann) | 6.01% | 15.45% |
| Sharpe Ratio | -0.17 | -0.36 |
| Sortino Ratio | -0.04 | -0.30 |
| Omega Ratio | 0.99 | 0.96 |
| Calmar Ratio | -0.07 | -0.24 |
| Martin Ratio | -0.28 | -0.49 |
| Ulcer Index | 16.62% | 23.18% |
| Daily Std Dev | 27.93% | 31.07% |
| Max Drawdown | -65.35% | -78.63% |
| Current Drawdown | -56.53% | -40.78% |
Fundamentals
| RUAL.ME | MGNT.ME | |
|---|---|---|
| Market Cap | RUB 565.20B | RUB 645.40B |
| EPS | RUB 3.12 | RUB 285.19 |
| PE Ratio | 3.23 | 19.88 |
| PEG Ratio | 0.00 | 0.98 |
| Total Revenue (TTM) | RUB 8.83B | RUB 2.78T |
| Gross Profit (TTM) | RUB 1.83B | RUB 497.21B |
| EBITDA (TTM) | RUB 1.03B | RUB 264.80B |
Correlation
The correlation between RUAL.ME and MGNT.ME is 0.48, 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
RUAL.ME vs. MGNT.ME - Performance Comparison
In the year-to-date period, RUAL.ME achieves a 8.84% return, which is significantly higher than MGNT.ME's -25.17% 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
RUAL.ME vs. MGNT.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for United Company RUSAL Plc (RUAL.ME) 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
RUAL.ME vs. MGNT.ME - Dividend Comparison
RUAL.ME has not paid dividends to shareholders, while MGNT.ME's dividend yield for the trailing twelve months is around 9.87%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RUAL.ME United Company RUSAL Plc | 0.00% | 0.00% | 3.09% | 0.00% | 0.00% | 0.00% | 0.00% | 2.79% | 3.94% | 4.59% | 0.00% | 0.00% |
MGNT.ME Public Joint Stock Company Magnit | 9.87% | 7.45% | 0.00% | 14.43% | 5.37% | 4.87% | 7.77% | 2.89% | 3.93% | 1.97% | 3.29% | 1.10% |
Drawdowns
RUAL.ME vs. MGNT.ME - Drawdown Comparison
The maximum RUAL.ME drawdown since its inception was -65.35%, smaller than the maximum MGNT.ME drawdown of -78.63%. Use the drawdown chart below to compare losses from any high point for RUAL.ME and MGNT.ME. For additional features, visit the drawdowns tool.
Volatility
RUAL.ME vs. MGNT.ME - Volatility Comparison
The current volatility for United Company RUSAL Plc (RUAL.ME) is 9.42%, while Public Joint Stock Company Magnit (MGNT.ME) has a volatility of 10.12%. This indicates that RUAL.ME 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
RUAL.ME vs. MGNT.ME - Financials Comparison
This section allows you to compare key financial metrics between United Company RUSAL Plc 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