IRAO.ME vs. SNGS.ME
IRAO.ME (Public Joint Stock Company Inter RAO UES) and SNGS.ME (Surgutneftegas Public Joint Stock Company) are both stocks. IRAO.ME operates in Utilities - Regulated Electric (Utilities), while SNGS.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, IRAO.ME returned 8.61%/yr vs -3.40%/yr for SNGS.ME. At a 0.38 correlation, their price movements are largely independent.
Performance
IRAO.ME vs. SNGS.ME - Performance Comparison
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Returns By Period
In the year-to-date period, IRAO.ME achieves a 3.45% return, which is significantly higher than SNGS.ME's -12.14% return. Over the past 10 years, IRAO.ME has outperformed SNGS.ME with an annualized return of 8.61%, while SNGS.ME has yielded a comparatively lower -3.40% annualized return.
IRAO.ME
- 1D
- -0.34%
- 1M
- 2.55%
- YTD
- 3.45%
- 6M
- 10.27%
- 1Y
- -12.71%
- 3Y*
- -5.89%
- 5Y*
- -3.80%
- 10Y*
- 8.61%
SNGS.ME
- 1D
- 0.10%
- 1M
- -1.90%
- YTD
- -12.14%
- 6M
- -14.49%
- 1Y
- -15.10%
- 3Y*
- -6.66%
- 5Y*
- -10.08%
- 10Y*
- -3.40%
IRAO.ME vs. SNGS.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 3.45% | -16.33% | -0.19% | 25.03% | -13.62% | -16.57% | 9.72% | 35.84% | 17.87% | -7.79% |
SNGS.ME Surgutneftegas Public Joint Stock Company | -12.14% | -12.24% | -5.19% | 27.40% | -43.44% | 12.50% | -27.13% | 92.50% | -1.37% | -7.79% |
Correlation
The correlation between IRAO.ME and SNGS.ME is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.57 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.50 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2008 | 0.38 |
Over the past year, IRAO.ME and SNGS.ME have become more correlated (0.60) than their long-term average of 0.38, meaning their price movements have been converging.
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Return for Risk
IRAO.ME vs. SNGS.ME — Risk / Return Rank
IRAO.ME
SNGS.ME
IRAO.ME vs. SNGS.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Inter RAO UES (IRAO.ME) and Surgutneftegas Public Joint Stock Company (SNGS.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.
| IRAO.ME | SNGS.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.10 | ||
| Sortino ratioReturn per unit of downside risk | +0.26 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 0.91 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.44 | -0.67 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.79 | -1.33 | +0.54 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IRAO.ME | SNGS.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.55 | -0.65 | +0.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.08 | -0.26 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.21 | -0.10 | +0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | -0.22 | +0.22 |
Drawdowns
IRAO.ME vs. SNGS.ME - Drawdown Comparison
The maximum IRAO.ME drawdown since its inception was -99.91%, roughly equal to the maximum SNGS.ME drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for IRAO.ME and SNGS.ME.
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Drawdown Indicators
| IRAO.ME | SNGS.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.91% | -99.98% | +0.07% |
Max Drawdown (1Y)Largest decline over 1 year | -28.17% | -21.69% | -6.48% |
Max Drawdown (3Y)Largest decline over 3 years | -37.92% | -47.69% | +9.77% |
Max Drawdown (5Y)Largest decline over 5 years | -66.68% | -59.57% | -7.11% |
Max Drawdown (10Y)Largest decline over 10 years | -71.87% | -64.82% | -7.05% |
Current DrawdownCurrent decline from peak | -41.39% | -98.16% | +56.77% |
Average DrawdownAverage peak-to-trough decline | -54.30% | -96.47% | +42.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.42% | 10.88% | -1.46% |
Volatility
IRAO.ME vs. SNGS.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Inter RAO UES (IRAO.ME) is 3.31%, while Surgutneftegas Public Joint Stock Company (SNGS.ME) has a volatility of 6.38%. This indicates that IRAO.ME experiences smaller price fluctuations and is considered to be less risky than SNGS.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IRAO.ME | SNGS.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.31% | 6.38% | -3.07% |
Volatility (6M)Calculated over the trailing 6-month period | 12.19% | 13.86% | -1.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 22.22% | +0.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.84% | 38.98% | +8.86% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.94% | 34.47% | +5.47% |
Dividends
IRAO.ME vs. SNGS.ME - Dividend Comparison
Neither IRAO.ME nor SNGS.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 0.00% | 0.00% | 6.83% | 7.16% | 6.96% | 4.23% | 3.69% | 3.40% | 3.36% | 4.32% | 0.46% | 0.09% |
SNGS.ME Surgutneftegas Public Joint Stock Company | 0.00% | 0.00% | 3.22% | 2.97% | 3.68% | 1.76% | 1.80% | 1.29% | 2.42% | 2.15% | 1.94% | 1.91% |
Financials
IRAO.ME vs. SNGS.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Inter RAO UES and Surgutneftegas Public Joint Stock Company. 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
Frequently Asked Questions
IRAO.ME and SNGS.ME have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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