LKOH.ME vs. IRAO.ME
LKOH.ME (PJSC LUKOIL) and IRAO.ME (Public Joint Stock Company Inter RAO UES) are both stocks. LKOH.ME operates in Oil & Gas Integrated (Energy), while IRAO.ME operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, LKOH.ME returned 18.67%/yr vs 8.86%/yr for IRAO.ME. At a 0.36 correlation, their price movements are largely independent.
Performance
LKOH.ME vs. IRAO.ME - Performance Comparison
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Returns By Period
In the year-to-date period, LKOH.ME achieves a -9.48% return, which is significantly lower than IRAO.ME's -2.36% return. Over the past 10 years, LKOH.ME has outperformed IRAO.ME with an annualized return of 18.67%, while IRAO.ME has yielded a comparatively lower 8.86% annualized return.
LKOH.ME
- 1D
- -0.17%
- 1M
- -7.94%
- YTD
- -9.48%
- 6M
- -5.64%
- 1Y
- -16.17%
- 3Y*
- 12.18%
- 5Y*
- 9.34%
- 10Y*
- 18.67%
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%
LKOH.ME vs. IRAO.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LKOH.ME PJSC LUKOIL | -9.48% | -11.31% | 23.85% | 91.93% | -25.25% | 38.14% | -9.66% | 32.19% | 56.10% | 8.13% |
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% |
Correlation
The correlation between LKOH.ME and IRAO.ME is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.52 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Jul 17, 2008 | 0.36 |
The correlation between LKOH.ME and IRAO.ME shifts across timeframes, from 0.36 (all time) to 0.52 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LKOH.ME vs. IRAO.ME — Risk / Return Rank
LKOH.ME
IRAO.ME
LKOH.ME vs. IRAO.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and Public Joint Stock Company Inter RAO UES (IRAO.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.
| LKOH.ME | IRAO.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.41 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 0.98 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.24 | -0.32 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.53 | -0.70 |
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Drawdowns
LKOH.ME vs. IRAO.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -72.44%, smaller than the maximum IRAO.ME drawdown of -94.01%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and IRAO.ME.
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Drawdown Indicators
| LKOH.ME | IRAO.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.44% | -94.01% | +21.57% |
Max Drawdown (1Y)Largest decline over 1 year | -26.27% | -20.85% | -5.42% |
Max Drawdown (3Y)Largest decline over 3 years | -31.84% | -30.62% | -1.22% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -66.86% | +16.98% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -71.98% | +22.10% |
Current DrawdownCurrent decline from peak | -25.39% | -38.67% | +13.28% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -53.57% | +36.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.36% | 9.77% | +3.59% |
Volatility
LKOH.ME vs. IRAO.ME - Volatility Comparison
PJSC LUKOIL (LKOH.ME) has a higher volatility of 6.00% compared to Public Joint Stock Company Inter RAO UES (IRAO.ME) at 4.24%. This indicates that LKOH.ME's price experiences larger fluctuations and is considered to be riskier than IRAO.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKOH.ME | IRAO.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 4.24% | +1.76% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 14.11% | +2.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 18.22% | +5.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.53% | 46.03% | -12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.15% | 38.97% | -7.82% |
Dividends
LKOH.ME vs. IRAO.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 14.29%, more than IRAO.ME's 11.86% 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% |
LKOH.ME PJSC LUKOIL | 14.29% | 9.16% | 13.99% | 13.13% | 19.49% | 8.42% | 7.66% | 5.62% | 4.54% | 9.75% | 5.42% | 6.78% |
Financials
LKOH.ME vs. IRAO.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and Public Joint Stock Company Inter RAO UES. 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
LKOH.ME and IRAO.ME have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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