IRKT.ME vs. LILM
Compare and contrast key facts about Irkut Corporation (IRKT.ME) and Lilium N.V. (LILM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: IRKT.ME or LILM.
Key characteristics
| IRKT.ME | LILM | |
|---|---|---|
| YTD Return | -48.23% | -88.56% |
| 1Y Return | -59.21% | -83.31% |
| 3Y Return (Ann) | 10.68% | -75.87% |
| Sharpe Ratio | -0.80 | -0.60 |
| Sortino Ratio | -1.19 | -0.78 |
| Omega Ratio | 0.87 | 0.87 |
| Calmar Ratio | -0.59 | -0.85 |
| Martin Ratio | -1.34 | -2.10 |
| Ulcer Index | 36.12% | 40.16% |
| Daily Std Dev | 64.82% | 140.42% |
| Max Drawdown | -95.18% | -99.52% |
| Current Drawdown | -78.24% | -98.76% |
Fundamentals
| IRKT.ME | LILM | |
|---|---|---|
| Market Cap | RUB 2.31T | $32.90M |
| EPS | -RUB 25.52 | $0.07 |
| PE Ratio | 12.20 | 0.74 |
Correlation
The correlation between IRKT.ME and LILM is 0.04, 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
IRKT.ME vs. LILM - Performance Comparison
In the year-to-date period, IRKT.ME achieves a -48.23% return, which is significantly higher than LILM's -88.56% 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
IRKT.ME vs. LILM - Risk-Adjusted Performance 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.
Dividends
IRKT.ME vs. LILM - Dividend Comparison
Neither IRKT.ME nor LILM has paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRKT.ME Irkut Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.05% | 0.11% | 0.10% | 0.04% | 0.26% | 0.25% |
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% |
Drawdowns
IRKT.ME vs. LILM - Drawdown Comparison
The maximum IRKT.ME drawdown since its inception was -95.18%, roughly equal to the maximum LILM drawdown of -99.52%. Use the drawdown chart below to compare losses from any high point for IRKT.ME and LILM. For additional features, visit the drawdowns tool.
Volatility
IRKT.ME vs. LILM - Volatility Comparison
The current volatility for Irkut Corporation (IRKT.ME) is 23.40%, while Lilium N.V. (LILM) has a volatility of 137.71%. This indicates that IRKT.ME experiences smaller price fluctuations and is considered to be less risky than LILM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities