SIBN.ME vs. MCFTR
Compare and contrast key facts about Gazprom Neft (SIBN.ME) and MOEX Total Return (MCFTR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIBN.ME or MCFTR.
Correlation
The correlation between SIBN.ME and MCFTR is 0.70, 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. MCFTR - Performance Comparison
Key characteristics
Returns By Period
SIBN.ME
-9.55%
7.09%
-7.88%
-28.10%
17.08%
25.43%
MCFTR
N/A
N/A
N/A
N/A
N/A
N/A
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Risk-Adjusted Performance
SIBN.ME vs. MCFTR — Risk-Adjusted Performance Rank
SIBN.ME
MCFTR
SIBN.ME vs. MCFTR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Gazprom Neft (SIBN.ME) and MOEX Total Return (MCFTR). 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.
Drawdowns
SIBN.ME vs. MCFTR - Drawdown Comparison
Volatility
SIBN.ME vs. MCFTR - Volatility Comparison
Gazprom Neft (SIBN.ME) has a higher volatility of 13.29% compared to MOEX Total Return (MCFTR) at 0.00%. This indicates that SIBN.ME's price experiences larger fluctuations and is considered to be riskier than MCFTR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.