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RUAL.ME vs. YNDX.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


RUAL.MEYNDX.ME

Fundamentals


RUAL.MEYNDX.ME
Market CapRUB 565.20BRUB 555.29B
EPSRUB 3.12-RUB 71.61
PEG Ratio0.000.00
Total Revenue (TTM)RUB 8.83BRUB 250.63B
Gross Profit (TTM)RUB 1.83BRUB 134.65B
EBITDA (TTM)RUB 1.03BRUB 10.80B

Correlation

-0.50.00.51.00.4

The correlation between RUAL.ME and YNDX.ME is 0.42, 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. YNDX.ME - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%0.00%50.00%100.00%150.00%200.00%JuneJulyAugustSeptemberOctoberNovember
-30.61%
206.14%
RUAL.ME
YNDX.ME

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Risk-Adjusted Performance

RUAL.ME vs. YNDX.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United Company RUSAL Plc (RUAL.ME) and Yandex N.V. (YNDX.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.


RUAL.ME
Sharpe ratio
The chart of Sharpe ratio for RUAL.ME, currently valued at -0.36, compared to the broader market-4.00-2.000.002.004.00-0.36
Sortino ratio
The chart of Sortino ratio for RUAL.ME, currently valued at -0.31, compared to the broader market-4.00-2.000.002.004.006.00-0.31
Omega ratio
The chart of Omega ratio for RUAL.ME, currently valued at 0.96, compared to the broader market0.501.001.502.000.96
Calmar ratio
The chart of Calmar ratio for RUAL.ME, currently valued at -0.16, compared to the broader market0.002.004.006.00-0.16
Martin ratio
The chart of Martin ratio for RUAL.ME, currently valued at -0.64, compared to the broader market0.0010.0020.0030.00-0.64
YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.31, compared to the broader market-4.00-2.000.002.004.002.31
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 3.27, compared to the broader market-4.00-2.000.002.004.006.003.27
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 0.85, compared to the broader market0.002.004.006.000.85
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 11.77, compared to the broader market0.0010.0020.0030.0011.77

RUAL.ME vs. YNDX.ME - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.36
2.31
RUAL.ME
YNDX.ME

Dividends

RUAL.ME vs. YNDX.ME - Dividend Comparison

Neither RUAL.ME nor YNDX.ME has paid dividends to shareholders.


TTM202320222021202020192018201720162015
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%
YNDX.ME
Yandex N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

RUAL.ME vs. YNDX.ME - Drawdown Comparison


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-66.11%
-45.57%
RUAL.ME
YNDX.ME

Volatility

RUAL.ME vs. YNDX.ME - Volatility Comparison

United Company RUSAL Plc (RUAL.ME) has a higher volatility of 7.91% compared to Yandex N.V. (YNDX.ME) at 0.00%. This indicates that RUAL.ME's price experiences larger fluctuations and is considered to be riskier than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
7.91%
0
RUAL.ME
YNDX.ME

Financials

RUAL.ME vs. YNDX.ME - Financials Comparison

This section allows you to compare key financial metrics between United Company RUSAL Plc and Yandex N.V.. 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