SNGS.ME vs. IMOEX

In the year-to-date period, SNGS.ME achieves a -11.30% return, which is significantly lower than IMOEX's -1.88% return. Over the past 10 years, SNGS.ME has underperformed IMOEX with an annualized return of -1.30%, while IMOEX has yielded a comparatively higher 5.58% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGS.ME) and MOEX Russia Index (IMOEX). 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.

The current SNGS.ME Sharpe Ratio is -0.65, which is comparable to the IMOEX Sharpe Ratio of -0.52. The chart below compares the historical Sharpe Ratios of SNGS.ME and IMOEX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum SNGS.ME drawdown since its inception was -100.00%, which is greater than IMOEX's maximum drawdown of -83.89%. Use the drawdown chart below to compare losses from any high point for SNGS.ME and IMOEX.

Surgutneftegas Public Joint Stock Company (SNGS.ME) and MOEX Russia Index (IMOEX) have volatilities of 8.51% and 8.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.