TATN.ME vs. MTSS.ME
Compare and contrast key facts about PJSC Tatneft (TATN.ME) and Mobile TeleSystems (MTSS.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATN.ME or MTSS.ME.
Key characteristics
TATN.ME | MTSS.ME | |
---|---|---|
YTD Return | 6.80% | 25.15% |
1Y Return | 127.22% | 20.35% |
3Y Return (Ann) | 32.06% | 11.13% |
5Y Return (Ann) | 14.86% | 18.32% |
10Y Return (Ann) | 23.99% | 13.80% |
Sharpe Ratio | 6.05 | 0.72 |
Daily Std Dev | 19.82% | 22.00% |
Max Drawdown | -85.48% | -74.31% |
Current Drawdown | -1.10% | -2.24% |
Fundamentals
TATN.ME | MTSS.ME | |
---|---|---|
Market Cap | RUB 1.50T | RUB 519.88B |
EPS | RUB 129.95 | RUB 27.66 |
PE Ratio | 4.51 | 8.06 |
PEG Ratio | 0.71 | 0.00 |
Revenue (TTM) | RUB 1.50T | RUB 545.95B |
Gross Profit (TTM) | RUB 910.21B | RUB 328.65B |
EBITDA (TTM) | RUB 430.00B | RUB 164.27B |
Correlation
The correlation between TATN.ME and MTSS.ME is 0.56, 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
TATN.ME vs. MTSS.ME - Performance Comparison
In the year-to-date period, TATN.ME achieves a 6.80% return, which is significantly lower than MTSS.ME's 25.15% return. Over the past 10 years, TATN.ME has outperformed MTSS.ME with an annualized return of 23.99%, while MTSS.ME has yielded a comparatively lower 13.80% 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
TATN.ME vs. MTSS.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.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
TATN.ME vs. MTSS.ME - Dividend Comparison
TATN.ME's dividend yield for the trailing twelve months is around 15.86%, more than MTSS.ME's 10.98% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PJSC Tatneft | 15.86% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% | 3.60% | 4.14% |
Mobile TeleSystems | 10.98% | 13.74% | 14.37% | 12.41% | 12.93% | 8.96% | 10.92% | 9.42% | 10.04% | 11.99% | 14.67% | 6.04% |
Drawdowns
TATN.ME vs. MTSS.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, 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 TATN.ME and MTSS.ME. For additional features, visit the drawdowns tool.
Volatility
TATN.ME vs. MTSS.ME - Volatility Comparison
The current volatility for PJSC Tatneft (TATN.ME) is 5.49%, while Mobile TeleSystems (MTSS.ME) has a volatility of 5.81%. This indicates that TATN.ME experiences smaller price fluctuations and is considered to be less risky than MTSS.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATN.ME vs. MTSS.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft 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