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TCSG.ME vs. NVTK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TCSG.ME and NVTK is 0.49, 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.


-0.50.00.51.00.5

Performance

TCSG.ME vs. NVTK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in TCS Group Holding PLC (TCSG.ME) and Novatek (NVTK). The values are adjusted to include any dividend payments, if applicable.

-50.00%0.00%50.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
11.50%
-42.86%
TCSG.ME
NVTK

Key characteristics

Sharpe Ratio

TCSG.ME:

-1.09

NVTK:

-1.12

Sortino Ratio

TCSG.ME:

-1.58

NVTK:

-1.88

Omega Ratio

TCSG.ME:

0.82

NVTK:

0.80

Calmar Ratio

TCSG.ME:

-0.42

NVTK:

-0.66

Martin Ratio

TCSG.ME:

-1.72

NVTK:

-1.36

Ulcer Index

TCSG.ME:

17.87%

NVTK:

24.99%

Daily Std Dev

TCSG.ME:

28.26%

NVTK:

30.05%

Max Drawdown

TCSG.ME:

-80.90%

NVTK:

-78.41%

Current Drawdown

TCSG.ME:

-72.59%

NVTK:

-43.51%

Fundamentals

Market Cap

TCSG.ME:

RUB 401.20B

NVTK:

RUB 4.61T

EPS

TCSG.ME:

RUB 314.88

NVTK:

RUB 144.20

PE Ratio

TCSG.ME:

6.39

NVTK:

10.50

Total Revenue (TTM)

TCSG.ME:

RUB 113.73B

NVTK:

RUB 1.09T

Gross Profit (TTM)

TCSG.ME:

RUB 113.73B

NVTK:

RUB 518.33B

Returns By Period

In the year-to-date period, TCSG.ME achieves a -28.86% return, which is significantly higher than NVTK's -33.27% return.


TCSG.ME

YTD

-28.86%

1M

-9.26%

6M

-21.37%

1Y

-24.36%

5Y*

13.09%

10Y*

N/A

NVTK

YTD

-33.27%

1M

5.67%

6M

-11.95%

1Y

-34.20%

5Y*

-0.80%

10Y*

12.60%

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Risk-Adjusted Performance

TCSG.ME vs. NVTK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for TCS Group Holding PLC (TCSG.ME) and Novatek (NVTK). 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.


Sharpe ratio
The chart of Sharpe ratio for TCSG.ME, currently valued at -1.23, compared to the broader market-4.00-2.000.002.00-1.23-1.12
The chart of Sortino ratio for TCSG.ME, currently valued at -1.86, compared to the broader market-4.00-2.000.002.004.00-1.86-1.81
The chart of Omega ratio for TCSG.ME, currently valued at 0.78, compared to the broader market0.501.001.502.000.780.81
The chart of Calmar ratio for TCSG.ME, currently valued at -0.48, compared to the broader market0.002.004.006.00-0.48-0.63
The chart of Martin ratio for TCSG.ME, currently valued at -1.64, compared to the broader market-5.000.005.0010.0015.0020.0025.00-1.64-1.46
TCSG.ME
NVTK

The current TCSG.ME Sharpe Ratio is -1.09, which is comparable to the NVTK Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of TCSG.ME and NVTK, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00JulyAugustSeptemberOctoberNovemberDecember
-1.23
-1.12
TCSG.ME
NVTK

Dividends

TCSG.ME vs. NVTK - Dividend Comparison

TCSG.ME has not paid dividends to shareholders, while NVTK's dividend yield for the trailing twelve months is around 11.04%.


TTM20232022202120202019201820172016201520142013
TCSG.ME
TCS Group Holding PLC
0.00%0.00%0.00%0.29%2.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVTK
Novatek
11.04%8.24%8.26%2.99%2.38%2.46%1.52%2.06%1.74%2.00%2.21%1.82%

Drawdowns

TCSG.ME vs. NVTK - Drawdown Comparison

The maximum TCSG.ME drawdown since its inception was -80.90%, roughly equal to the maximum NVTK drawdown of -78.41%. Use the drawdown chart below to compare losses from any high point for TCSG.ME and NVTK. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%JulyAugustSeptemberOctoberNovemberDecember
-82.77%
-58.00%
TCSG.ME
NVTK

Volatility

TCSG.ME vs. NVTK - Volatility Comparison

The current volatility for TCS Group Holding PLC (TCSG.ME) is 10.11%, while Novatek (NVTK) has a volatility of 19.45%. This indicates that TCSG.ME experiences smaller price fluctuations and is considered to be less risky than NVTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


8.00%10.00%12.00%14.00%16.00%18.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.11%
19.45%
TCSG.ME
NVTK

Financials

TCSG.ME vs. NVTK - Financials Comparison

This section allows you to compare key financial metrics between TCS Group Holding PLC and Novatek. 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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