LKOH.ME vs. SBERP.ME
Compare and contrast key facts about PJSC LUKOIL (LKOH.ME) and Sberbank of Russia (SBERP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LKOH.ME or SBERP.ME.
Key characteristics
| LKOH.ME | SBERP.ME | |
|---|---|---|
| YTD Return | 19.67% | 13.16% |
| 1Y Return | 126.02% | 46.43% |
| 3Y Return (Ann) | 31.92% | 8.92% |
| 5Y Return (Ann) | 23.81% | 16.86% |
| 10Y Return (Ann) | 27.67% | 24.47% |
| Sharpe Ratio | 5.29 | 2.46 |
| Daily Std Dev | 22.31% | 23.71% |
| Max Drawdown | -71.84% | -91.05% |
| Current Drawdown | -0.53% | -2.39% |
Fundamentals
| LKOH.ME | SBERP.ME | |
|---|---|---|
| Market Cap | RUB 5.05T | RUB 2.72T |
| EPS | RUB 1.13K | RUB 50.40 |
| PE Ratio | 6.17 | 2.51 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 9.27T | RUB 2.43T |
| Gross Profit (TTM) | RUB 2.94T | RUB 2.38T |
| EBITDA (TTM) | RUB 1.35T | -RUB 8.83M |
Correlation
The correlation between LKOH.ME and SBERP.ME is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
LKOH.ME vs. SBERP.ME - Performance Comparison
In the year-to-date period, LKOH.ME achieves a 19.67% return, which is significantly higher than SBERP.ME's 13.16% return. Over the past 10 years, LKOH.ME has outperformed SBERP.ME with an annualized return of 27.67%, while SBERP.ME has yielded a comparatively lower 24.47% annualized 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
LKOH.ME vs. SBERP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and Sberbank of Russia (SBERP.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
LKOH.ME vs. SBERP.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 15.93%, more than SBERP.ME's 8.11% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LKOH.ME PJSC LUKOIL | 15.93% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
SBERP.ME Sberbank of Russia | 8.11% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
Drawdowns
LKOH.ME vs. SBERP.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -71.84%, smaller than the maximum SBERP.ME drawdown of -91.05%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and SBERP.ME. For additional features, visit the drawdowns tool.
Volatility
LKOH.ME vs. SBERP.ME - Volatility Comparison
PJSC LUKOIL (LKOH.ME) and Sberbank of Russia (SBERP.ME) have volatilities of 4.39% and 4.44%, 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.
Financials
LKOH.ME vs. SBERP.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and Sberbank of Russia. 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