LKOH.ME vs. PHOR.ME
LKOH.ME (PJSC LUKOIL) and PHOR.ME (Public Joint-Stock Company PhosAgro) are both stocks. LKOH.ME operates in Oil & Gas Integrated (Energy), while PHOR.ME operates in Agricultural Inputs (Basic Materials). Over the past 10 years, LKOH.ME returned 18.67%/yr vs 18.67%/yr for PHOR.ME. At a 0.29 correlation, their price movements are largely independent.
Performance
LKOH.ME vs. PHOR.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 PHOR.ME's -3.93% return. Over a longer period, both investments have demonstrated similar performance, with their 10-year annualized returns being quite close: LKOH.ME at 18.67% and PHOR.ME at 18.67%.
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%
PHOR.ME
- 1D
- 1.02%
- 1M
- -9.42%
- YTD
- -3.93%
- 6M
- -5.06%
- 1Y
- 3.23%
- 3Y*
- 1.13%
- 5Y*
- 16.45%
- 10Y*
- 18.67%
LKOH.ME vs. PHOR.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% |
PHOR.ME Public Joint-Stock Company PhosAgro | -3.93% | 5.09% | 7.30% | 19.01% | 29.41% | 107.99% | 44.84% | 5.02% | 5.96% | 0.74% |
Correlation
The correlation between LKOH.ME and PHOR.ME is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.29 |
The correlation between LKOH.ME and PHOR.ME shifts across timeframes, from 0.29 (all time) to 0.41 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LKOH.ME vs. PHOR.ME — Risk / Return Rank
LKOH.ME
PHOR.ME
LKOH.ME vs. PHOR.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 PhosAgro (PHOR.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 | PHOR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.66 | ||
| Sortino ratioReturn per unit of downside risk | -0.96 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.04 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | 0.14 | -0.70 |
| Martin ratioReturn relative to average drawdown | -1.23 | 0.38 | -1.61 |
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Drawdowns
LKOH.ME vs. PHOR.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -72.44%, which is greater than PHOR.ME's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and PHOR.ME.
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Drawdown Indicators
| LKOH.ME | PHOR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.44% | -34.04% | -38.40% |
Max Drawdown (1Y)Largest decline over 1 year | -26.27% | -22.51% | -3.76% |
Max Drawdown (3Y)Largest decline over 3 years | -31.84% | -29.92% | -1.92% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -29.92% | -19.96% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -29.92% | -19.96% |
Current DrawdownCurrent decline from peak | -25.39% | -21.21% | -4.18% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -9.68% | -7.69% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.36% | 9.18% | +4.18% |
Volatility
LKOH.ME vs. PHOR.ME - Volatility Comparison
PJSC LUKOIL (LKOH.ME) and Public Joint-Stock Company PhosAgro (PHOR.ME) have volatilities of 6.00% and 6.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LKOH.ME | PHOR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 6.21% | -0.21% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 14.95% | +1.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 17.90% | +5.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.53% | 32.38% | +1.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.15% | 26.92% | +4.23% |
Dividends
LKOH.ME vs. PHOR.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 14.29%, more than PHOR.ME's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PHOR.ME Public Joint-Stock Company PhosAgro | 4.46% | 5.65% | 8.64% | 15.49% | 17.18% | 9.52% | 9.57% | 10.34% | 4.14% | 4.56% | 8.31% | 4.96% |
Financials
LKOH.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and Public Joint-Stock Company PhosAgro. 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 PHOR.ME have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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