SNGS.ME vs. MTSS.ME
Compare and contrast key facts about Surgutneftegas Public Joint Stock Company (SNGS.ME) and Mobile TeleSystems (MTSS.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNGS.ME or MTSS.ME.
Key characteristics
| SNGS.ME | MTSS.ME | |
|---|---|---|
| YTD Return | 25.94% | 25.43% |
| 1Y Return | 39.55% | 20.44% |
| 3Y Return (Ann) | 1.14% | 12.37% |
| 5Y Return (Ann) | 9.79% | 18.41% |
| 10Y Return (Ann) | 5.30% | 14.09% |
| Sharpe Ratio | 1.64 | 0.67 |
| Daily Std Dev | 26.59% | 22.17% |
| Max Drawdown | -100.00% | -74.31% |
| Current Drawdown | -99.21% | -2.02% |
Fundamentals
| SNGS.ME | MTSS.ME | |
|---|---|---|
| Market Cap | RUB 1.60T | RUB 519.88B |
| EPS | RUB 11.35 | RUB 27.66 |
| PE Ratio | 1.64 | 8.06 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 1.42T | RUB 545.95B |
| Gross Profit (TTM) | RUB 928.11B | RUB 328.65B |
| EBITDA (TTM) | RUB 401.11B | RUB 164.27B |
Correlation
The correlation between SNGS.ME and MTSS.ME is 0.58, 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
SNGS.ME vs. MTSS.ME - Performance Comparison
The year-to-date returns for both stocks are quite close, with SNGS.ME having a 25.94% return and MTSS.ME slightly lower at 25.43%. Over the past 10 years, SNGS.ME has underperformed MTSS.ME with an annualized return of 5.30%, while MTSS.ME has yielded a comparatively higher 14.09% 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
SNGS.ME vs. MTSS.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGS.ME) and Mobile TeleSystems (MTSS.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
SNGS.ME vs. MTSS.ME - Dividend Comparison
SNGS.ME's dividend yield for the trailing twelve months is around 2.36%, less than MTSS.ME's 10.96% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGS.ME Surgutneftegas Public Joint Stock Company | 2.36% | 2.97% | 3.68% | 1.76% | 1.80% | 1.29% | 2.42% | 2.15% | 1.94% | 1.91% | 2.55% | 1.77% |
MTSS.ME Mobile TeleSystems | 10.96% | 13.74% | 14.37% | 12.41% | 12.93% | 8.96% | 10.92% | 9.42% | 10.04% | 11.99% | 14.67% | 6.04% |
Drawdowns
SNGS.ME vs. MTSS.ME - Drawdown Comparison
The maximum SNGS.ME drawdown since its inception was -100.00%, which is greater than MTSS.ME's maximum drawdown of -74.31%. Use the drawdown chart below to compare losses from any high point for SNGS.ME and MTSS.ME. For additional features, visit the drawdowns tool.
Volatility
SNGS.ME vs. MTSS.ME - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGS.ME) has a higher volatility of 11.15% compared to Mobile TeleSystems (MTSS.ME) at 6.12%. This indicates that SNGS.ME's price experiences larger fluctuations and is considered to be riskier than MTSS.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNGS.ME vs. MTSS.ME - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and Mobile TeleSystems. 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