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

Key characteristics


YNDX.MEFESH.ME
YTD Return62.42%6.24%
1Y Return107.00%85.65%
3Y Return (Ann)-5.77%75.88%
5Y Return (Ann)11.36%66.76%
Sharpe Ratio3.781.77
Daily Std Dev29.73%47.94%
Max Drawdown-77.65%-93.47%
Current Drawdown-33.23%-29.86%

Fundamentals


YNDX.MEFESH.ME
Market CapRUB 555.29BRUB 230.20B
EPS-RUB 71.61RUB 18.74
PEG Ratio0.000.00
Revenue (TTM)RUB 467.25BRUB 150.26B
Gross Profit (TTM)RUB 182.22BRUB 59.13B
EBITDA (TTM)RUB 32.03BRUB 65.94B

Correlation

-0.50.00.51.00.4

The correlation between YNDX.ME and FESH.ME is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

YNDX.ME vs. FESH.ME - Performance Comparison

In the year-to-date period, YNDX.ME achieves a 62.42% return, which is significantly higher than FESH.ME's 6.24% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%200.00%400.00%600.00%800.00%1,000.00%December2024FebruaryMarchAprilMay
32.38%
825.41%
YNDX.ME
FESH.ME

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Yandex N.V.

Far-Eastern Shipping Company PLC.

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and Far-Eastern Shipping Company PLC. (FESH.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 2.23, compared to the broader market-2.00-1.000.001.002.003.004.002.23
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 2.96, compared to the broader market-4.00-2.000.002.004.006.002.96
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 1.06, compared to the broader market0.002.004.006.001.06
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 7.24, compared to the broader market-10.000.0010.0020.0030.007.24
FESH.ME
Sharpe ratio
The chart of Sharpe ratio for FESH.ME, currently valued at 1.15, compared to the broader market-2.00-1.000.001.002.003.004.001.15
Sortino ratio
The chart of Sortino ratio for FESH.ME, currently valued at 1.99, compared to the broader market-4.00-2.000.002.004.006.001.99
Omega ratio
The chart of Omega ratio for FESH.ME, currently valued at 1.24, compared to the broader market0.501.001.501.24
Calmar ratio
The chart of Calmar ratio for FESH.ME, currently valued at 1.32, compared to the broader market0.002.004.006.001.32
Martin ratio
The chart of Martin ratio for FESH.ME, currently valued at 2.84, compared to the broader market-10.000.0010.0020.0030.002.84

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

The current YNDX.ME Sharpe Ratio is 3.78, which is higher than the FESH.ME Sharpe Ratio of 1.77. The chart below compares the 12-month rolling Sharpe Ratio of YNDX.ME and FESH.ME.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
2.23
1.15
YNDX.ME
FESH.ME

Dividends

YNDX.ME vs. FESH.ME - Dividend Comparison

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


Tickers have no history of dividend payments

Drawdowns

YNDX.ME vs. FESH.ME - Drawdown Comparison

The maximum YNDX.ME drawdown since its inception was -77.65%, smaller than the maximum FESH.ME drawdown of -93.47%. Use the drawdown chart below to compare losses from any high point for YNDX.ME and FESH.ME. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%December2024FebruaryMarchAprilMay
-48.97%
-26.94%
YNDX.ME
FESH.ME

Volatility

YNDX.ME vs. FESH.ME - Volatility Comparison

Yandex N.V. (YNDX.ME) has a higher volatility of 7.88% compared to Far-Eastern Shipping Company PLC. (FESH.ME) at 6.15%. This indicates that YNDX.ME's price experiences larger fluctuations and is considered to be riskier than FESH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
7.88%
6.15%
YNDX.ME
FESH.ME

Financials

YNDX.ME vs. FESH.ME - Financials Comparison

This section allows you to compare key financial metrics between Yandex N.V. and Far-Eastern Shipping Company PLC.. 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