LKOH.ME vs. SIBN.ME
Compare and contrast key facts about PJSC LUKOIL (LKOH.ME) and Gazprom Neft (SIBN.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LKOH.ME or SIBN.ME.
Key characteristics
| LKOH.ME | SIBN.ME | |
|---|---|---|
| YTD Return | 3.43% | -23.97% |
| 1Y Return | 4.50% | -24.68% |
| 3Y Return (Ann) | 18.66% | 22.03% |
| 5Y Return (Ann) | 17.13% | 19.09% |
| 10Y Return (Ann) | 24.15% | 24.49% |
| Sharpe Ratio | 0.25 | -0.91 |
| Sortino Ratio | 0.53 | -1.23 |
| Omega Ratio | 1.06 | 0.85 |
| Calmar Ratio | 0.21 | -0.69 |
| Martin Ratio | 0.46 | -1.48 |
| Ulcer Index | 11.43% | 16.37% |
| Daily Std Dev | 20.97% | 26.38% |
| Max Drawdown | -71.84% | -79.09% |
| Current Drawdown | -14.03% | -30.75% |
Fundamentals
| LKOH.ME | SIBN.ME | |
|---|---|---|
| Market Cap | RUB 5.05T | RUB 4.12T |
| EPS | RUB 1.13K | RUB 106.71 |
| PE Ratio | 6.17 | 7.99 |
| PEG Ratio | 0.00 | 0.00 |
Correlation
The correlation between LKOH.ME and SIBN.ME is 0.63, 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. SIBN.ME - Performance Comparison
In the year-to-date period, LKOH.ME achieves a 3.43% return, which is significantly higher than SIBN.ME's -23.97% return. Both investments have delivered pretty close results over the past 10 years, with LKOH.ME having a 24.15% annualized return and SIBN.ME not far ahead at 24.49%. 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. SIBN.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and Gazprom Neft (SIBN.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. SIBN.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 12.37%, less than SIBN.ME's 13.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LKOH.ME PJSC LUKOIL | 12.37% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
SIBN.ME Gazprom Neft | 13.01% | 10.38% | 18.67% | 9.18% | 7.83% | 6.21% | 7.80% | 8.47% | 0.26% | 5.05% | 6.93% | 9.12% |
Drawdowns
LKOH.ME vs. SIBN.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -71.84%, smaller than the maximum SIBN.ME drawdown of -79.09%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and SIBN.ME. For additional features, visit the drawdowns tool.
Volatility
LKOH.ME vs. SIBN.ME - Volatility Comparison
The current volatility for PJSC LUKOIL (LKOH.ME) is 5.88%, while Gazprom Neft (SIBN.ME) has a volatility of 10.92%. This indicates that LKOH.ME experiences smaller price fluctuations and is considered to be less risky than SIBN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LKOH.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and Gazprom Neft. 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