SIBN.ME vs. CHMF.ME
Compare and contrast key facts about Gazprom Neft (SIBN.ME) and PAO Severstal (CHMF.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIBN.ME or CHMF.ME.
Key characteristics
| SIBN.ME | CHMF.ME | |
|---|---|---|
| YTD Return | -5.40% | 37.49% |
| 1Y Return | 76.29% | 98.58% |
| 3Y Return (Ann) | 47.06% | 8.39% |
| 5Y Return (Ann) | 29.71% | 22.08% |
| 10Y Return (Ann) | 29.32% | 36.29% |
| Sharpe Ratio | 2.97 | 4.32 |
| Daily Std Dev | 24.80% | 23.41% |
| Max Drawdown | -79.09% | -97.78% |
| Current Drawdown | -13.83% | 0.00% |
Fundamentals
| SIBN.ME | CHMF.ME | |
|---|---|---|
| Market Cap | RUB 4.12T | RUB 1.09T |
| EPS | RUB 106.71 | RUB 431.23 |
| PE Ratio | 7.99 | 2.98 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 3.07T | RUB 11.64B |
| Gross Profit (TTM) | RUB 1.73T | RUB 6.72B |
| EBITDA (TTM) | RUB 770.77B | RUB 5.88B |
Correlation
The correlation between SIBN.ME and CHMF.ME is 0.51, 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
SIBN.ME vs. CHMF.ME - Performance Comparison
In the year-to-date period, SIBN.ME achieves a -5.40% return, which is significantly lower than CHMF.ME's 37.49% return. Over the past 10 years, SIBN.ME has underperformed CHMF.ME with an annualized return of 29.32%, while CHMF.ME has yielded a comparatively higher 36.29% annualized 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
SIBN.ME vs. CHMF.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gazprom Neft (SIBN.ME) and PAO Severstal (CHMF.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
SIBN.ME vs. CHMF.ME - Dividend Comparison
SIBN.ME's dividend yield for the trailing twelve months is around 11.74%, while CHMF.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIBN.ME Gazprom Neft | 11.74% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% | 9.12% |
CHMF.ME PAO Severstal | 0.00% | 0.00% | 0.00% | 15.79% | 8.09% | 12.98% | 16.58% | 12.40% | 7.76% | 8.74% | 12.52% | 1.99% |
Drawdowns
SIBN.ME vs. CHMF.ME - Drawdown Comparison
The maximum SIBN.ME drawdown since its inception was -79.09%, smaller than the maximum CHMF.ME drawdown of -97.78%. Use the drawdown chart below to compare losses from any high point for SIBN.ME and CHMF.ME. For additional features, visit the drawdowns tool.
Volatility
SIBN.ME vs. CHMF.ME - Volatility Comparison
Gazprom Neft (SIBN.ME) has a higher volatility of 5.34% compared to PAO Severstal (CHMF.ME) at 4.92%. This indicates that SIBN.ME's price experiences larger fluctuations and is considered to be riskier than CHMF.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SIBN.ME vs. CHMF.ME - Financials Comparison
This section allows you to compare key financial metrics between Gazprom Neft and PAO Severstal. 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