YNDX.ME vs. CHMF.ME
Compare and contrast key facts about Yandex N.V. (YNDX.ME) and PAO Severstal (CHMF.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: YNDX.ME or CHMF.ME.
Key characteristics
| YNDX.ME | CHMF.ME | |
|---|---|---|
| YTD Return | 63.20% | 35.16% |
| 1Y Return | 113.86% | 98.61% |
| 3Y Return (Ann) | -5.62% | 7.77% |
| 5Y Return (Ann) | 11.46% | 21.64% |
| Sharpe Ratio | 3.88 | 4.13 |
| Daily Std Dev | 29.39% | 23.26% |
| Max Drawdown | -77.65% | -97.78% |
| Current Drawdown | -32.90% | -1.69% |
Fundamentals
| YNDX.ME | CHMF.ME | |
|---|---|---|
| Market Cap | RUB 555.29B | RUB 1.09T |
| EPS | -RUB 71.61 | RUB 431.23 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 467.25B | RUB 11.64B |
| Gross Profit (TTM) | RUB 182.22B | RUB 6.72B |
| EBITDA (TTM) | RUB 32.03B | RUB 5.88B |
Correlation
The correlation between YNDX.ME and CHMF.ME is 0.43, 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
In the year-to-date period, YNDX.ME achieves a 63.20% return, which is significantly higher than CHMF.ME's 35.16% 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
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.
Dividends
YNDX.ME vs. CHMF.ME - Dividend Comparison
Neither YNDX.ME nor CHMF.ME has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
The maximum YNDX.ME drawdown since its inception was -77.65%, smaller than the maximum CHMF.ME drawdown of -97.78%. Use the drawdown chart below to compare losses from any high point for YNDX.ME and CHMF.ME. For additional features, visit the drawdowns tool.
Volatility
YNDX.ME vs. CHMF.ME - Volatility Comparison
Yandex N.V. (YNDX.ME) has a higher volatility of 8.43% compared to PAO Severstal (CHMF.ME) at 5.01%. This indicates that YNDX.ME's price experiences larger fluctuations and is considered to be riskier than CHMF.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities