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

Key characteristics


TCSG.MENVTK
YTD Return-20.59%-33.56%
1Y Return-24.30%-43.46%
3Y Return (Ann)-28.87%-14.64%
Sharpe Ratio-1.03-1.82
Sortino Ratio-1.49-3.18
Omega Ratio0.830.67
Calmar Ratio-0.37-0.92
Martin Ratio-1.47-1.48
Ulcer Index18.29%29.51%
Daily Std Dev26.26%23.84%
Max Drawdown-80.90%-78.41%
Current Drawdown-69.40%-43.75%

Fundamentals


TCSG.MENVTK
Market CapRUB 401.20BRUB 4.61T
EPSRUB 314.88RUB 144.20
PE Ratio6.3910.50

Correlation

-0.50.00.51.00.5

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 -20.59% return, which is significantly higher than NVTK's -33.56% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-30.00%-20.00%-10.00%0.00%10.00%MayJuneJulyAugustSeptemberOctober
-20.87%
-26.93%
TCSG.ME
NVTK

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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.


TCSG.ME
Sharpe ratio
The chart of Sharpe ratio for TCSG.ME, currently valued at -0.88, compared to the broader market-4.00-2.000.002.00-0.88
Sortino ratio
The chart of Sortino ratio for TCSG.ME, currently valued at -1.20, compared to the broader market-4.00-2.000.002.004.00-1.20
Omega ratio
The chart of Omega ratio for TCSG.ME, currently valued at 0.86, compared to the broader market0.501.001.502.000.86
Calmar ratio
The chart of Calmar ratio for TCSG.ME, currently valued at -0.34, compared to the broader market0.002.004.006.00-0.34
Martin ratio
The chart of Martin ratio for TCSG.ME, currently valued at -1.38, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.38
NVTK
Sharpe ratio
The chart of Sharpe ratio for NVTK, currently valued at -1.52, compared to the broader market-4.00-2.000.002.00-1.52
Sortino ratio
The chart of Sortino ratio for NVTK, currently valued at -2.48, compared to the broader market-4.00-2.000.002.004.00-2.48
Omega ratio
The chart of Omega ratio for NVTK, currently valued at 0.73, compared to the broader market0.501.001.502.000.73
Calmar ratio
The chart of Calmar ratio for NVTK, currently valued at -0.78, compared to the broader market0.002.004.006.00-0.78
Martin ratio
The chart of Martin ratio for NVTK, currently valued at -1.66, compared to the broader market-30.00-20.00-10.000.0010.0020.00-1.66

TCSG.ME vs. NVTK - Sharpe Ratio Comparison

The current TCSG.ME Sharpe Ratio is -1.03, which is higher than the NVTK Sharpe Ratio of -1.82. The chart below compares the historical Sharpe Ratios of TCSG.ME and NVTK, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.00MayJuneJulyAugustSeptemberOctober
-0.88
-1.52
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 10.16%.


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
10.16%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%MayJuneJulyAugustSeptemberOctober
-77.49%
-55.60%
TCSG.ME
NVTK

Volatility

TCSG.ME vs. NVTK - Volatility Comparison

TCS Group Holding PLC (TCSG.ME) has a higher volatility of 10.68% compared to Novatek (NVTK) at 9.10%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%MayJuneJulyAugustSeptemberOctober
10.68%
9.10%
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