IRAO.ME vs. TATNP.ME
IRAO.ME (Public Joint Stock Company Inter RAO UES) and TATNP.ME (PJSC Tatneft) are both stocks. IRAO.ME operates in Utilities - Regulated Electric (Utilities), while TATNP.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, IRAO.ME returned 8.86%/yr vs 25.94%/yr for TATNP.ME. At a 0.25 correlation, their price movements are largely independent.
Performance
IRAO.ME vs. TATNP.ME - Performance Comparison
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Returns By Period
In the year-to-date period, IRAO.ME achieves a -2.36% return, which is significantly lower than TATNP.ME's 4.64% return. Over the past 10 years, IRAO.ME has underperformed TATNP.ME with an annualized return of 8.86%, while TATNP.ME has yielded a comparatively higher 25.94% annualized return.
IRAO.ME
- 1D
- -1.09%
- 1M
- -5.70%
- YTD
- -2.36%
- 6M
- -2.67%
- 1Y
- -3.91%
- 3Y*
- -3.58%
- 5Y*
- -3.63%
- 10Y*
- 8.86%
TATNP.ME
- 1D
- -0.96%
- 1M
- -2.29%
- YTD
- 4.64%
- 6M
- 1.80%
- 1Y
- -7.38%
- 3Y*
- 20.08%
- 5Y*
- 15.69%
- 10Y*
- 25.94%
IRAO.ME vs. TATNP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | -2.36% | -8.10% | 2.16% | 25.24% | -14.56% | -16.32% | 9.36% | 35.57% | 17.89% | -7.79% |
TATNP.ME PJSC Tatneft | 4.64% | -10.32% | 11.40% | 134.07% | -12.94% | 2.91% | -33.87% | 73.61% | 51.64% | 81.62% |
Correlation
The correlation between IRAO.ME and TATNP.ME is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2008 | 0.25 |
Over the past year, IRAO.ME and TATNP.ME have become more correlated (0.47) than their long-term average of 0.25, meaning their price movements have been converging.
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Return for Risk
IRAO.ME vs. TATNP.ME — Risk / Return Rank
IRAO.ME
TATNP.ME
IRAO.ME vs. TATNP.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 PJSC Tatneft (TATNP.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IRAO.ME | TATNP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.10 | ||
| Sortino ratioReturn per unit of downside risk | -0.23 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.00 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | -0.14 | -0.10 |
| Martin ratioReturn relative to average drawdown | -0.53 | -0.26 | -0.27 |
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Drawdowns
IRAO.ME vs. TATNP.ME - Drawdown Comparison
The maximum IRAO.ME drawdown since its inception was -94.01%, roughly equal to the maximum TATNP.ME drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for IRAO.ME and TATNP.ME.
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Drawdown Indicators
| IRAO.ME | TATNP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.01% | -96.83% | +2.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.85% | -27.84% | +6.99% |
Max Drawdown (3Y)Largest decline over 3 years | -30.62% | -27.84% | -2.78% |
Max Drawdown (5Y)Largest decline over 5 years | -66.86% | -54.43% | -12.43% |
Max Drawdown (10Y)Largest decline over 10 years | -71.98% | -66.23% | -5.75% |
Current DrawdownCurrent decline from peak | -38.67% | -15.65% | -23.02% |
Average DrawdownAverage peak-to-trough decline | -53.57% | -47.75% | -5.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.77% | 9.71% | +0.06% |
Volatility
IRAO.ME vs. TATNP.ME - Volatility Comparison
The current volatility for Public Joint Stock Company Inter RAO UES (IRAO.ME) is 4.24%, while PJSC Tatneft (TATNP.ME) has a volatility of 5.52%. This indicates that IRAO.ME experiences smaller price fluctuations and is considered to be less risky than TATNP.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 | TATNP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.24% | 5.52% | -1.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.11% | 19.78% | -5.67% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.22% | 26.26% | -8.04% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 46.03% | 36.60% | +9.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.97% | 33.86% | +5.11% |
Dividends
IRAO.ME vs. TATNP.ME - Dividend Comparison
IRAO.ME's dividend yield for the trailing twelve months is around 11.86%, more than TATNP.ME's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 11.86% | 11.41% | 8.74% | 7.15% | 6.98% | 4.22% | 3.70% | 3.41% | 3.36% | 4.32% | 0.46% | 0.09% |
TATNP.ME PJSC Tatneft | 4.03% | 13.81% | 14.48% | 8.77% | 17.23% | 6.25% | 2.31% | 16.23% | 8.31% | 13.86% | 4.66% | 5.31% |
Financials
IRAO.ME vs. TATNP.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Inter RAO UES and PJSC Tatneft. 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 TATNP.ME have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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