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