SNGSP.ME vs. CHMF.ME
SNGSP.ME (Surgutneftegas Public Joint Stock Company) and CHMF.ME (PAO Severstal) are both stocks. SNGSP.ME operates in Oil & Gas Integrated (Energy), while CHMF.ME operates in Steel (Basic Materials). Over the past 10 years, SNGSP.ME returned 8.18%/yr vs 11.69%/yr for CHMF.ME. At a 0.38 correlation, their price movements are largely independent.
Performance
SNGSP.ME vs. CHMF.ME - Performance Comparison
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Returns By Period
In the year-to-date period, SNGSP.ME achieves a -4.48% return, which is significantly higher than CHMF.ME's -28.81% return. Over the past 10 years, SNGSP.ME has underperformed CHMF.ME with an annualized return of 8.18%, while CHMF.ME has yielded a comparatively higher 11.69% annualized return.
SNGSP.ME
- 1D
- -1.09%
- 1M
- -2.69%
- YTD
- -4.48%
- 6M
- 1.91%
- 1Y
- -6.52%
- 3Y*
- 10.76%
- 5Y*
- 7.29%
- 10Y*
- 8.18%
CHMF.ME
- 1D
- 0.47%
- 1M
- -9.25%
- YTD
- -28.81%
- 6M
- -28.57%
- 1Y
- -30.27%
- 3Y*
- -6.51%
- 5Y*
- -9.62%
- 10Y*
- 11.69%
SNGSP.ME vs. CHMF.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNGSP.ME Surgutneftegas Public Joint Stock Company | -4.48% | -17.21% | 9.29% | 111.83% | -20.74% | 7.50% | 14.21% | 18.43% | 44.22% | -10.36% |
CHMF.ME PAO Severstal | -28.81% | -28.05% | 16.85% | 55.64% | -37.03% | 41.42% | 57.09% | 12.79% | 23.14% | 8.44% |
Correlation
The correlation between SNGSP.ME and CHMF.ME is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.45 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Nov 1, 2006 | 0.38 |
The correlation between SNGSP.ME and CHMF.ME shifts across timeframes, from 0.29 (10 years) to 0.46 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SNGSP.ME vs. CHMF.ME — Risk / Return Rank
SNGSP.ME
CHMF.ME
SNGSP.ME vs. CHMF.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGSP.ME) and PAO Severstal (CHMF.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SNGSP.ME | CHMF.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.96 | ||
| Sortino ratioReturn per unit of downside risk | +1.71 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 0.84 | +0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.25 | -0.83 | +0.57 |
| Martin ratioReturn relative to average drawdown | -0.45 | -1.68 | +1.24 |
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Drawdowns
SNGSP.ME vs. CHMF.ME - Drawdown Comparison
The maximum SNGSP.ME drawdown since its inception was -84.70%, smaller than the maximum CHMF.ME drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for SNGSP.ME and CHMF.ME.
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Drawdown Indicators
| SNGSP.ME | CHMF.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.70% | -91.05% | +6.35% |
Max Drawdown (1Y)Largest decline over 1 year | -21.14% | -40.07% | +18.93% |
Max Drawdown (3Y)Largest decline over 3 years | -39.21% | -58.54% | +19.33% |
Max Drawdown (5Y)Largest decline over 5 years | -41.22% | -61.81% | +20.59% |
Max Drawdown (10Y)Largest decline over 10 years | -41.22% | -61.81% | +20.59% |
Current DrawdownCurrent decline from peak | -33.96% | -58.02% | +24.06% |
Average DrawdownAverage peak-to-trough decline | -27.21% | -25.26% | -1.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.38% | 21.01% | -8.63% |
Volatility
SNGSP.ME vs. CHMF.ME - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGSP.ME) has a higher volatility of 7.93% compared to PAO Severstal (CHMF.ME) at 6.35%. This indicates that SNGSP.ME's price experiences larger fluctuations and is considered to be riskier than CHMF.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SNGSP.ME | CHMF.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 6.35% | +1.58% |
Volatility (6M)Calculated over the trailing 6-month period | 18.87% | 16.90% | +1.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.34% | 23.55% | -2.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.17% | 35.31% | -4.14% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 30.35% | -2.80% |
Dividends
SNGSP.ME vs. CHMF.ME - Dividend Comparison
SNGSP.ME's dividend yield for the trailing twelve months is around 21.20%, while CHMF.ME has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CHMF.ME PAO Severstal | 0.00% | 0.00% | 23.17% | 0.00% | 12.15% | 15.80% | 8.04% | 12.98% | 16.68% | 12.40% | 7.76% | 8.74% |
SNGSP.ME Surgutneftegas Public Joint Stock Company | 21.20% | 20.25% | 0.00% | 0.00% | 18.10% | 17.47% | 2.31% | 20.20% | 3.55% | 2.13% | 0.00% | 0.00% |
Financials
SNGSP.ME vs. CHMF.ME - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and PAO Severstal. 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
Frequently Asked Questions
SNGSP.ME and CHMF.ME have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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