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IRKT.ME vs. LILM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

IRKT.ME vs. LILM - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Irkut Corporation (IRKT.ME) and Lilium N.V. (LILM). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

IRKT.ME is traded in RUB, while LILM is traded in USD. To make them comparable, the LILM values have been converted to RUB using the latest available exchange rates.

Returns By Period


IRKT.ME

1D
-1.93%
1M
-7.65%
YTD
-21.76%
6M
-22.83%
1Y
-28.79%
3Y*
-30.05%
5Y*
-4.14%
10Y*
7.87%

LILM

1D
0.35%
1M
-1.48%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRKT.ME vs. LILM - Yearly Performance Comparison


2026 (YTD)
IRKT.ME
Irkut Corporation
-25.88%
LILM
Lilium N.V.
-4.35%

Correlation

The correlation between IRKT.ME and LILM is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 9, 2026

0.08

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Return for Risk

IRKT.ME vs. LILM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRKT.ME
IRKT.ME Risk / Return Rank: 77
Overall Rank
IRKT.ME Sharpe Ratio Rank: 44
Sharpe Ratio Rank
IRKT.ME Sortino Ratio Rank: 55
Sortino Ratio Rank
IRKT.ME Omega Ratio Rank: 88
Omega Ratio Rank
IRKT.ME Calmar Ratio Rank: 1212
Calmar Ratio Rank
IRKT.ME Martin Ratio Rank: 44
Martin Ratio Rank

LILM
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IRKT.ME vs. LILM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Irkut Corporation (IRKT.ME) and Lilium N.V. (LILM). 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.


IRKT.MELILMDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

0.83

Calmar ratioReturn relative to maximum drawdown

-0.78

Martin ratioReturn relative to average drawdown

-1.62

IRKT.ME vs. LILM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IRKT.MELILMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

0.00

-0.82

+0.82

Drawdowns

IRKT.ME vs. LILM - Drawdown Comparison

The maximum IRKT.ME drawdown since its inception was -95.21%, which is greater than LILM's maximum drawdown of -17.71%. Use the drawdown chart below to compare losses from any high point for IRKT.ME and LILM.


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Drawdown Indicators


IRKT.MELILMDifference

Max Drawdown

Largest peak-to-trough decline

-95.21%

-17.71%

-77.50%

Max Drawdown (1Y)

Largest decline over 1 year

-37.39%

Max Drawdown (3Y)

Largest decline over 3 years

-86.97%

Max Drawdown (5Y)

Largest decline over 5 years

-86.97%

Max Drawdown (10Y)

Largest decline over 10 years

-86.97%

Current Drawdown

Current decline from peak

-86.25%

-14.52%

-71.73%

Average Drawdown

Average peak-to-trough decline

-69.40%

-8.24%

-61.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

18.08%

Volatility

IRKT.ME vs. LILM - Volatility Comparison


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Volatility by Period


IRKT.MELILMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

Volatility (6M)

Calculated over the trailing 6-month period

18.02%

Volatility (1Y)

Calculated over the trailing 1-year period

28.28%

16.20%

+12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.99%

16.20%

+46.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

57.57%

16.20%

+41.37%

Dividends

IRKT.ME vs. LILM - Dividend Comparison

Neither IRKT.ME nor LILM has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IRKT.ME
Irkut Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.05%0.11%0.10%0.04%
LILM
Lilium 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%

Financials

IRKT.ME vs. LILM - Financials Comparison

This section allows you to compare key financial metrics between Irkut Corporation and Lilium N.V.. 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


Please note, different currencies. IRKT.ME values in RUB, LILM values in USD

Frequently Asked Questions


IRKT.ME and LILM have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Portfolio Optimizer

Find the right allocation for IRKT.ME and LILM

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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