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SNGS.ME vs. YNDX.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SNGS.MEYNDX.ME
YTD Return25.94%72.31%
1Y Return39.55%115.71%
3Y Return (Ann)1.14%-1.97%
5Y Return (Ann)9.79%12.58%
Sharpe Ratio1.643.47
Daily Std Dev26.59%29.16%
Max Drawdown-100.00%-77.65%
Current Drawdown-99.21%-29.16%

Fundamentals


SNGS.MEYNDX.ME
Market CapRUB 1.60TRUB 555.29B
EPSRUB 11.35-RUB 71.61
PEG Ratio0.000.00
Revenue (TTM)RUB 1.42TRUB 467.25B
Gross Profit (TTM)RUB 928.11BRUB 182.22B
EBITDA (TTM)RUB 401.11BRUB 32.03B

Correlation

-0.50.00.51.00.5

The correlation between SNGS.ME and YNDX.ME is 0.46, 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. YNDX.ME - Performance Comparison

In the year-to-date period, SNGS.ME achieves a 25.94% return, which is significantly lower than YNDX.ME's 72.31% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-60.00%-40.00%-20.00%0.00%20.00%40.00%December2024FebruaryMarchAprilMay
-38.67%
44.39%
SNGS.ME
YNDX.ME

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Surgutneftegas Public Joint Stock Company

Yandex N.V.

Risk-Adjusted Performance

SNGS.ME vs. YNDX.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGS.ME) and Yandex N.V. (YNDX.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.


SNGS.ME
Sharpe ratio
The chart of Sharpe ratio for SNGS.ME, currently valued at 0.88, compared to the broader market-2.00-1.000.001.002.003.004.000.88
Sortino ratio
The chart of Sortino ratio for SNGS.ME, currently valued at 1.39, compared to the broader market-4.00-2.000.002.004.006.001.39
Omega ratio
The chart of Omega ratio for SNGS.ME, currently valued at 1.17, compared to the broader market0.501.001.502.001.17
Calmar ratio
The chart of Calmar ratio for SNGS.ME, currently valued at 0.41, compared to the broader market0.002.004.006.000.41
Martin ratio
The chart of Martin ratio for SNGS.ME, currently valued at 3.14, compared to the broader market-10.000.0010.0020.0030.003.14
YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.24, compared to the broader market-2.00-1.000.001.002.003.004.002.24
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 2.87, compared to the broader market-4.00-2.000.002.004.006.002.87
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.36, compared to the broader market0.501.001.502.001.36
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 1.02, compared to the broader market0.002.004.006.001.02
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 6.97, compared to the broader market-10.000.0010.0020.0030.006.97

SNGS.ME vs. YNDX.ME - Sharpe Ratio Comparison

The current SNGS.ME Sharpe Ratio is 1.64, which is lower than the YNDX.ME Sharpe Ratio of 3.47. The chart below compares the 12-month rolling Sharpe Ratio of SNGS.ME and YNDX.ME.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.88
2.24
SNGS.ME
YNDX.ME

Dividends

SNGS.ME vs. YNDX.ME - Dividend Comparison

SNGS.ME's dividend yield for the trailing twelve months is around 2.36%, while YNDX.ME has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
YNDX.ME
Yandex N.V.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SNGS.ME vs. YNDX.ME - Drawdown Comparison

The maximum SNGS.ME drawdown since its inception was -100.00%, which is greater than YNDX.ME's maximum drawdown of -77.65%. Use the drawdown chart below to compare losses from any high point for SNGS.ME and YNDX.ME. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%December2024FebruaryMarchAprilMay
-53.37%
-44.34%
SNGS.ME
YNDX.ME

Volatility

SNGS.ME vs. YNDX.ME - Volatility Comparison

Surgutneftegas Public Joint Stock Company (SNGS.ME) has a higher volatility of 11.15% compared to Yandex N.V. (YNDX.ME) at 8.94%. This indicates that SNGS.ME's price experiences larger fluctuations and is considered to be riskier than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
11.15%
8.94%
SNGS.ME
YNDX.ME

Financials

SNGS.ME vs. YNDX.ME - Financials Comparison

This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and Yandex N.V.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in RUB except per share items