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YNDX.ME vs. CHMF.ME
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


YNDX.MECHMF.ME

Fundamentals


YNDX.MECHMF.ME
Market CapRUB 555.29BRUB 1.09T
EPS-RUB 71.61RUB 431.23
PEG Ratio0.000.00
Total Revenue (TTM)RUB 250.63BRUB 2.18B
Gross Profit (TTM)RUB 134.65BRUB 968.16M
EBITDA (TTM)RUB 10.80BRUB 773.44M

Correlation

-0.50.00.51.00.4

The correlation between YNDX.ME and CHMF.ME is 0.42, 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

YNDX.ME vs. CHMF.ME - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.80%
-39.16%
YNDX.ME
CHMF.ME

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Risk-Adjusted Performance

YNDX.ME vs. CHMF.ME - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and PAO Severstal (CHMF.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.


YNDX.ME
Sharpe ratio
The chart of Sharpe ratio for YNDX.ME, currently valued at 2.30, compared to the broader market-4.00-2.000.002.004.002.30
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 3.25, compared to the broader market-4.00-2.000.002.004.006.003.25
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 0.84, compared to the broader market0.002.004.006.000.84
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 11.70, compared to the broader market0.0010.0020.0030.0011.70
CHMF.ME
Sharpe ratio
The chart of Sharpe ratio for CHMF.ME, currently valued at -0.41, compared to the broader market-4.00-2.000.002.004.00-0.41
Sortino ratio
The chart of Sortino ratio for CHMF.ME, currently valued at -0.38, compared to the broader market-4.00-2.000.002.004.006.00-0.38
Omega ratio
The chart of Omega ratio for CHMF.ME, currently valued at 0.95, compared to the broader market0.501.001.502.000.95
Calmar ratio
The chart of Calmar ratio for CHMF.ME, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.27
Martin ratio
The chart of Martin ratio for CHMF.ME, currently valued at -0.60, compared to the broader market0.0010.0020.0030.00-0.60

YNDX.ME vs. CHMF.ME - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.30
-0.41
YNDX.ME
CHMF.ME

Dividends

YNDX.ME vs. CHMF.ME - Dividend Comparison

Neither YNDX.ME nor CHMF.ME has paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
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%
CHMF.ME
PAO Severstal
0.00%0.00%0.00%15.79%8.09%12.98%16.58%12.40%7.76%8.74%12.52%1.99%

Drawdowns

YNDX.ME vs. CHMF.ME - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.57%
-41.47%
YNDX.ME
CHMF.ME

Volatility

YNDX.ME vs. CHMF.ME - Volatility Comparison

The current volatility for Yandex N.V. (YNDX.ME) is 0.00%, while PAO Severstal (CHMF.ME) has a volatility of 12.22%. This indicates that YNDX.ME experiences smaller price fluctuations and is considered to be less risky than CHMF.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember0
12.22%
YNDX.ME
CHMF.ME

Financials

YNDX.ME vs. CHMF.ME - Financials Comparison

This section allows you to compare key financial metrics between Yandex N.V. and PAO Severstal. 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