TATN.ME vs. YNDX.ME
Compare and contrast key facts about PJSC Tatneft (TATN.ME) and Yandex N.V. (YNDX.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATN.ME or YNDX.ME.
Key characteristics
| TATN.ME | YNDX.ME | |
|---|---|---|
| YTD Return | 6.80% | 68.69% |
| 1Y Return | 127.22% | 110.27% |
| 3Y Return (Ann) | 32.06% | -3.48% |
| 5Y Return (Ann) | 14.86% | 12.09% |
| Sharpe Ratio | 6.05 | 3.20 |
| Daily Std Dev | 19.82% | 29.26% |
| Max Drawdown | -85.48% | -77.65% |
| Current Drawdown | -1.10% | -30.65% |
Fundamentals
| TATN.ME | YNDX.ME | |
|---|---|---|
| Market Cap | RUB 1.50T | RUB 555.29B |
| EPS | RUB 129.95 | -RUB 71.61 |
| PEG Ratio | 0.71 | 0.00 |
| Revenue (TTM) | RUB 1.50T | RUB 467.25B |
| Gross Profit (TTM) | RUB 910.21B | RUB 182.22B |
| EBITDA (TTM) | RUB 430.00B | RUB 32.03B |
Correlation
The correlation between TATN.ME and YNDX.ME is 0.45, 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. YNDX.ME - Performance Comparison
In the year-to-date period, TATN.ME achieves a 6.80% return, which is significantly lower than YNDX.ME's 68.69% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
TATN.ME vs. YNDX.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.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.
Dividends
TATN.ME vs. YNDX.ME - Dividend Comparison
TATN.ME's dividend yield for the trailing twelve months is around 15.86%, while YNDX.ME has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME 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% |
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
TATN.ME vs. YNDX.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, 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 TATN.ME and YNDX.ME. For additional features, visit the drawdowns tool.
Volatility
TATN.ME vs. YNDX.ME - Volatility Comparison
The current volatility for PJSC Tatneft (TATN.ME) is 5.49%, while Yandex N.V. (YNDX.ME) has a volatility of 8.77%. This indicates that TATN.ME experiences smaller price fluctuations and is considered to be less risky than YNDX.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATN.ME vs. YNDX.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft 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.
Total Revenue: Total amount of money received from sales and other business activities