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YNDX.ME vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


YNDX.MESPY

Correlation

-0.50.00.51.00.3

The correlation between YNDX.ME and SPY is 0.26, 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. SPY - Performance Comparison

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


-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.21%
13.43%
YNDX.ME
SPY

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

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

This table presents a comparison of risk-adjusted performance metrics for Yandex N.V. (YNDX.ME) and SPDR S&P 500 ETF (SPY). 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 2.38, compared to the broader market-4.00-2.000.002.004.002.38
Sortino ratio
The chart of Sortino ratio for YNDX.ME, currently valued at 3.35, compared to the broader market-4.00-2.000.002.004.006.003.35
Omega ratio
The chart of Omega ratio for YNDX.ME, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for YNDX.ME, currently valued at 0.87, compared to the broader market0.002.004.006.000.87
Martin ratio
The chart of Martin ratio for YNDX.ME, currently valued at 11.92, compared to the broader market0.0010.0020.0030.0011.92
SPY
Sharpe ratio
The chart of Sharpe ratio for SPY, currently valued at 2.74, compared to the broader market-4.00-2.000.002.004.002.74
Sortino ratio
The chart of Sortino ratio for SPY, currently valued at 3.67, compared to the broader market-4.00-2.000.002.004.006.003.67
Omega ratio
The chart of Omega ratio for SPY, currently valued at 1.52, compared to the broader market0.501.001.502.001.52
Calmar ratio
The chart of Calmar ratio for SPY, currently valued at 3.92, compared to the broader market0.002.004.006.003.92
Martin ratio
The chart of Martin ratio for SPY, currently valued at 17.67, compared to the broader market0.0010.0020.0030.0017.67

YNDX.ME vs. SPY - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio1.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
2.38
2.74
YNDX.ME
SPY

Dividends

YNDX.ME vs. SPY - Dividend Comparison

YNDX.ME has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.17%.


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%
SPY
SPDR S&P 500 ETF
1.17%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%1.81%

Drawdowns

YNDX.ME vs. SPY - Drawdown Comparison


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-45.57%
-0.26%
YNDX.ME
SPY

Volatility

YNDX.ME vs. SPY - Volatility Comparison

The current volatility for Yandex N.V. (YNDX.ME) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 3.77%. This indicates that YNDX.ME experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember0
3.77%
YNDX.ME
SPY