TCSG.ME vs. NVTK
Compare and contrast key facts about TCS Group Holding PLC (TCSG.ME) and Novatek (NVTK).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TCSG.ME or NVTK.
Key characteristics
| TCSG.ME | NVTK | |
|---|---|---|
| YTD Return | -19.80% | -30.10% |
| 1Y Return | -25.57% | -36.81% |
| 3Y Return (Ann) | -29.04% | -11.78% |
| 5Y Return (Ann) | 16.43% | -0.47% |
| Sharpe Ratio | -0.88 | -1.27 |
| Sortino Ratio | -1.21 | -2.07 |
| Omega Ratio | 0.86 | 0.78 |
| Calmar Ratio | -0.33 | -0.73 |
| Martin Ratio | -1.20 | -1.48 |
| Ulcer Index | 20.15% | 23.06% |
| Daily Std Dev | 27.40% | 26.70% |
| Max Drawdown | -80.90% | -78.41% |
| Current Drawdown | -69.09% | -40.82% |
Fundamentals
| TCSG.ME | NVTK | |
|---|---|---|
| Market Cap | RUB 401.20B | RUB 4.61T |
| EPS | RUB 314.88 | RUB 144.20 |
| PE Ratio | 6.39 | 10.50 |
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.
Performance
TCSG.ME vs. NVTK - Performance Comparison
In the year-to-date period, TCSG.ME achieves a -19.80% return, which is significantly higher than NVTK's -30.10% 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
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.
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 10.54%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 10.54% | 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.
Volatility
TCSG.ME vs. NVTK - Volatility Comparison
TCS Group Holding PLC (TCSG.ME) has a higher volatility of 11.68% compared to Novatek (NVTK) at 10.88%. This indicates that TCSG.ME's price experiences larger fluctuations and is considered to be riskier than NVTK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities