RUAL.ME vs. PHOR.ME
Compare and contrast key facts about United Company RUSAL Plc (RUAL.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RUAL.ME or PHOR.ME.
Key characteristics
| RUAL.ME | PHOR.ME | |
|---|---|---|
| YTD Return | 8.84% | -12.14% |
| 1Y Return | -5.89% | -11.33% |
| 3Y Return (Ann) | -19.65% | 17.60% |
| 5Y Return (Ann) | 6.01% | 35.12% |
| Sharpe Ratio | -0.17 | -0.47 |
| Sortino Ratio | -0.04 | -0.55 |
| Omega Ratio | 0.99 | 0.93 |
| Calmar Ratio | -0.07 | -0.39 |
| Martin Ratio | -0.28 | -0.84 |
| Ulcer Index | 16.62% | 12.88% |
| Daily Std Dev | 27.93% | 23.03% |
| Max Drawdown | -65.35% | -90.96% |
| Current Drawdown | -56.53% | -17.22% |
Fundamentals
| RUAL.ME | PHOR.ME | |
|---|---|---|
| Market Cap | RUB 565.20B | RUB 868.17B |
| EPS | RUB 3.12 | RUB 586.28 |
| PE Ratio | 3.23 | 4.70 |
| PEG Ratio | 0.00 | 0.00 |
| Total Revenue (TTM) | RUB 8.83B | RUB 352.98B |
| Gross Profit (TTM) | RUB 1.83B | RUB 133.85B |
| EBITDA (TTM) | RUB 1.03B | RUB 119.63B |
Correlation
The correlation between RUAL.ME and PHOR.ME is 0.44, 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. PHOR.ME - Performance Comparison
In the year-to-date period, RUAL.ME achieves a 8.84% return, which is significantly higher than PHOR.ME's -12.14% 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. PHOR.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 PhosAgro (PHOR.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. PHOR.ME - Dividend Comparison
RUAL.ME has not paid dividends to shareholders, while PHOR.ME's dividend yield for the trailing twelve months is around 11.32%.
| 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% |
PHOR.ME Public Joint-Stock Company PhosAgro | 11.32% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% | 2.68% | 3.72% |
Drawdowns
RUAL.ME vs. PHOR.ME - Drawdown Comparison
The maximum RUAL.ME drawdown since its inception was -65.35%, smaller than the maximum PHOR.ME drawdown of -90.96%. Use the drawdown chart below to compare losses from any high point for RUAL.ME and PHOR.ME. For additional features, visit the drawdowns tool.
Volatility
RUAL.ME vs. PHOR.ME - Volatility Comparison
The current volatility for United Company RUSAL Plc (RUAL.ME) is 9.42%, while Public Joint-Stock Company PhosAgro (PHOR.ME) has a volatility of 11.17%. This indicates that RUAL.ME experiences smaller price fluctuations and is considered to be less risky than PHOR.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RUAL.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between United Company RUSAL Plc and Public Joint-Stock Company PhosAgro. 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