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

Key characteristics


YNDX.MEPIKK.ME
YTD Return62.42%26.41%
1Y Return107.00%27.86%
3Y Return (Ann)-5.77%-0.51%
5Y Return (Ann)11.36%22.61%
Sharpe Ratio3.781.21
Daily Std Dev29.73%25.49%
Max Drawdown-77.65%-97.95%
Current Drawdown-33.23%-42.81%

Fundamentals


YNDX.MEPIKK.ME
Market CapRUB 555.29BRUB 468.95B
EPS-RUB 71.61RUB 155.90
PEG Ratio0.000.00
Revenue (TTM)RUB 467.25BRUB 487.81B
Gross Profit (TTM)RUB 182.22BRUB 113.71B
EBITDA (TTM)RUB 32.03BRUB 92.77B

Correlation

-0.50.00.51.00.4

The correlation between YNDX.ME and PIKK.ME is 0.38, 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. PIKK.ME - Performance Comparison

In the year-to-date period, YNDX.ME achieves a 62.42% return, which is significantly higher than PIKK.ME's 26.41% 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%100.00%200.00%300.00%400.00%December2024FebruaryMarchApril
32.38%
387.92%
YNDX.ME
PIKK.ME

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Yandex N.V.

Public Joint Stock Company PIK-specialized homebuilder

Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and Public Joint Stock Company PIK-specialized homebuilder (PIKK.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 2.19, compared to the broader market-2.00-1.000.001.002.003.004.002.19
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.006.002.91
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 1.04, compared to the broader market0.002.004.006.001.04
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 7.10, compared to the broader market-10.000.0010.0020.0030.007.10
PIKK.ME
Sharpe ratio
The chart of Sharpe ratio for PIKK.ME, currently valued at 0.28, compared to the broader market-2.00-1.000.001.002.003.004.000.28
Sortino ratio
The chart of Sortino ratio for PIKK.ME, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.006.000.63
Omega ratio
The chart of Omega ratio for PIKK.ME, currently valued at 1.07, compared to the broader market0.501.001.501.07
Calmar ratio
The chart of Calmar ratio for PIKK.ME, currently valued at 0.13, compared to the broader market0.002.004.006.000.13
Martin ratio
The chart of Martin ratio for PIKK.ME, currently valued at 0.61, compared to the broader market-10.000.0010.0020.0030.000.61

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

The current YNDX.ME Sharpe Ratio is 3.78, which is higher than the PIKK.ME Sharpe Ratio of 1.21. The chart below compares the 12-month rolling Sharpe Ratio of YNDX.ME and PIKK.ME.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchApril
2.19
0.28
YNDX.ME
PIKK.ME

Dividends

YNDX.ME vs. PIKK.ME - Dividend Comparison

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


TTM2023202220212020201920182017201620152014
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%
PIKK.ME
Public Joint Stock Company PIK-specialized homebuilder
0.00%0.00%0.00%4.09%7.60%5.67%12.07%0.00%0.00%0.00%2.22%

Drawdowns

YNDX.ME vs. PIKK.ME - Drawdown Comparison

The maximum YNDX.ME drawdown since its inception was -77.65%, smaller than the maximum PIKK.ME drawdown of -97.95%. Use the drawdown chart below to compare losses from any high point for YNDX.ME and PIKK.ME. For additional features, visit the drawdowns tool.


-70.00%-65.00%-60.00%-55.00%-50.00%December2024FebruaryMarchApril
-48.97%
-55.34%
YNDX.ME
PIKK.ME

Volatility

YNDX.ME vs. PIKK.ME - Volatility Comparison

Yandex N.V. (YNDX.ME) has a higher volatility of 7.89% compared to Public Joint Stock Company PIK-specialized homebuilder (PIKK.ME) at 5.26%. This indicates that YNDX.ME's price experiences larger fluctuations and is considered to be riskier than PIKK.ME 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%December2024FebruaryMarchApril
7.89%
5.26%
YNDX.ME
PIKK.ME

Financials

YNDX.ME vs. PIKK.ME - Financials Comparison

This section allows you to compare key financial metrics between Yandex N.V. and Public Joint Stock Company PIK-specialized homebuilder. 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