Correlation
The correlation between SNGS.ME and ROSN is 0.29, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
SNGS.ME vs. ROSN
Compare and contrast key facts about Surgutneftegas Public Joint Stock Company (SNGS.ME) and Public Joint Stock Company Rosneft Oil Company (ROSN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNGS.ME or ROSN.
Performance
SNGS.ME vs. ROSN - Performance Comparison
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Key characteristics
SNGS.ME:
-0.65
ROSN:
-0.66
SNGS.ME:
-0.70
ROSN:
-0.75
SNGS.ME:
0.92
ROSN:
0.92
SNGS.ME:
-0.21
ROSN:
-0.62
SNGS.ME:
-1.31
ROSN:
-1.39
SNGS.ME:
16.05%
ROSN:
14.19%
SNGS.ME:
36.68%
ROSN:
32.56%
SNGS.ME:
-100.00%
ROSN:
-71.21%
SNGS.ME:
-99.47%
ROSN:
-29.49%
Fundamentals
SNGS.ME:
RUB 1.60T
ROSN:
RUB 6.13T
SNGS.ME:
RUB 11.35
ROSN:
RUB 92.95
SNGS.ME:
1.64
ROSN:
5.58
SNGS.ME:
0.00
ROSN:
0.00
SNGS.ME:
0.65
ROSN:
0.39
SNGS.ME:
0.16
ROSN:
0.69
Returns By Period
In the year-to-date period, SNGS.ME achieves a -11.30% return, which is significantly higher than ROSN's -29.49% return. Over the past 10 years, SNGS.ME has underperformed ROSN with an annualized return of -1.30%, while ROSN has yielded a comparatively higher 12.91% annualized return.
SNGS.ME
-11.30%
-5.53%
-8.08%
-21.70%
2.68%
-8.74%
-1.30%
ROSN
-29.49%
-6.01%
-10.93%
-19.89%
15.95%
11.37%
12.91%
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Risk-Adjusted Performance
SNGS.ME vs. ROSN — Risk-Adjusted Performance Rank
SNGS.ME
ROSN
SNGS.ME vs. ROSN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGS.ME) and Public Joint Stock Company Rosneft Oil Company (ROSN). 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.
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Dividends
SNGS.ME vs. ROSN - Dividend Comparison
SNGS.ME's dividend yield for the trailing twelve months is around 3.63%, less than ROSN's 6.70% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGS.ME Surgutneftegas Public Joint Stock Company | 3.63% | 3.22% | 2.97% | 3.68% | 1.76% | 1.80% | 1.29% | 2.42% | 2.15% | 1.94% | 1.91% | 2.55% |
ROSN Public Joint Stock Company Rosneft Oil Company | 6.70% | 9.80% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% |
Drawdowns
SNGS.ME vs. ROSN - Drawdown Comparison
The maximum SNGS.ME drawdown since its inception was -100.00%, which is greater than ROSN's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for SNGS.ME and ROSN.
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Volatility
SNGS.ME vs. ROSN - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGS.ME) and Public Joint Stock Company Rosneft Oil Company (ROSN) have volatilities of 8.51% and 8.89%, 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.
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Financials
SNGS.ME vs. ROSN - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and Public Joint Stock Company Rosneft Oil Company. 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