GCHE.ME vs. LKOH.ME
Compare and contrast key facts about Public Joint Stock Company "Cherkizovo Group" (GCHE.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GCHE.ME or LKOH.ME.
Key characteristics
| GCHE.ME | LKOH.ME | |
|---|---|---|
| YTD Return | 21.48% | 13.64% |
| 1Y Return | 64.83% | 90.44% |
| 3Y Return (Ann) | 36.33% | 30.13% |
| 5Y Return (Ann) | 32.79% | 23.44% |
| 10Y Return (Ann) | 32.46% | 26.62% |
| Sharpe Ratio | 2.07 | 4.11 |
| Daily Std Dev | 34.18% | 22.06% |
| Max Drawdown | -94.98% | -71.84% |
| Current Drawdown | -11.30% | -5.54% |
Fundamentals
| GCHE.ME | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 159.11B | RUB 5.05T |
| EPS | RUB 575.43 | RUB 1.13K |
| PE Ratio | 9.57 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 157.97B | RUB 9.27T |
| Gross Profit (TTM) | RUB 39.54B | RUB 2.94T |
| EBITDA (TTM) | RUB 27.91B | RUB 1.35T |
Correlation
The correlation between GCHE.ME and LKOH.ME is 0.45, 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
GCHE.ME vs. LKOH.ME - Performance Comparison
In the year-to-date period, GCHE.ME achieves a 21.48% return, which is significantly higher than LKOH.ME's 13.64% return. Over the past 10 years, GCHE.ME has outperformed LKOH.ME with an annualized return of 32.46%, while LKOH.ME has yielded a comparatively lower 26.62% annualized 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
GCHE.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company "Cherkizovo Group" (GCHE.ME) and PJSC LUKOIL (LKOH.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
GCHE.ME vs. LKOH.ME - Dividend Comparison
GCHE.ME's dividend yield for the trailing twelve months is around 4.89%, less than LKOH.ME's 16.78% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GCHE.ME Public Joint Stock Company "Cherkizovo Group" | 4.89% | 5.94% | 5.46% | 7.45% | 5.56% | 8.65% | 8.55% | 6.58% | 2.94% | 7.44% | 4.92% | 0.00% |
LKOH.ME PJSC LUKOIL | 16.78% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
GCHE.ME vs. LKOH.ME - Drawdown Comparison
The maximum GCHE.ME drawdown since its inception was -94.98%, which is greater than LKOH.ME's maximum drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for GCHE.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
GCHE.ME vs. LKOH.ME - Volatility Comparison
Public Joint Stock Company "Cherkizovo Group" (GCHE.ME) has a higher volatility of 7.16% compared to PJSC LUKOIL (LKOH.ME) at 6.13%. This indicates that GCHE.ME's price experiences larger fluctuations and is considered to be riskier than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GCHE.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company "Cherkizovo Group" and PJSC LUKOIL. 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