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

Key characteristics


YNDX.MERUAL.ME

Fundamentals


YNDX.MERUAL.ME
Market CapRUB 555.29BRUB 565.20B
EPS-RUB 71.61RUB 3.12
PEG Ratio0.000.00
Total Revenue (TTM)RUB 250.63BRUB 8.83B
Gross Profit (TTM)RUB 134.65BRUB 1.83B
EBITDA (TTM)RUB 10.80BRUB 1.03B

Correlation

-0.50.00.51.00.4

The correlation between YNDX.ME and RUAL.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. RUAL.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.


-30.00%-20.00%-10.00%0.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-3.79%
-15.29%
YNDX.ME
RUAL.ME

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and United Company RUSAL Plc (RUAL.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
RUAL.ME
Sharpe ratio
The chart of Sharpe ratio for RUAL.ME, currently valued at -0.32, compared to the broader market-4.00-2.000.002.004.00-0.32
Sortino ratio
The chart of Sortino ratio for RUAL.ME, currently valued at -0.25, compared to the broader market-4.00-2.000.002.004.006.00-0.25
Omega ratio
The chart of Omega ratio for RUAL.ME, currently valued at 0.97, compared to the broader market0.501.001.502.000.97
Calmar ratio
The chart of Calmar ratio for RUAL.ME, currently valued at -0.14, compared to the broader market0.002.004.006.00-0.14
Martin ratio
The chart of Martin ratio for RUAL.ME, currently valued at -0.57, compared to the broader market0.0010.0020.0030.00-0.57

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


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
2.30
-0.32
YNDX.ME
RUAL.ME

Dividends

YNDX.ME vs. RUAL.ME - Dividend Comparison

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


TTM202320222021202020192018201720162015
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%
RUAL.ME
United Company RUSAL Plc
0.00%0.00%3.09%0.00%0.00%0.00%0.00%2.79%3.94%4.59%

Drawdowns

YNDX.ME vs. RUAL.ME - Drawdown Comparison


-70.00%-65.00%-60.00%-55.00%-50.00%-45.00%JuneJulyAugustSeptemberOctoberNovember
-45.57%
-65.22%
YNDX.ME
RUAL.ME

Volatility

YNDX.ME vs. RUAL.ME - Volatility Comparison

The current volatility for Yandex N.V. (YNDX.ME) is 0.00%, while United Company RUSAL Plc (RUAL.ME) has a volatility of 8.16%. This indicates that YNDX.ME experiences smaller price fluctuations and is considered to be less risky than RUAL.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
8.16%
YNDX.ME
RUAL.ME

Financials

YNDX.ME vs. RUAL.ME - Financials Comparison

This section allows you to compare key financial metrics between Yandex N.V. and United Company RUSAL 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