LKOH.ME vs. SNGSP.ME
Compare and contrast key facts about PJSC LUKOIL (LKOH.ME) and Surgutneftegas Public Joint Stock Company (SNGSP.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LKOH.ME or SNGSP.ME.
Key characteristics
| LKOH.ME | SNGSP.ME | |
|---|---|---|
| YTD Return | 19.31% | 21.15% |
| 1Y Return | 125.05% | 101.61% |
| 3Y Return (Ann) | 33.12% | 32.02% |
| 5Y Return (Ann) | 23.75% | 26.90% |
| 10Y Return (Ann) | 27.72% | 26.13% |
| Sharpe Ratio | 5.48 | 3.81 |
| Daily Std Dev | 22.42% | 27.92% |
| Max Drawdown | -71.84% | -86.79% |
| Current Drawdown | -0.82% | -2.02% |
Fundamentals
| LKOH.ME | SNGSP.ME | |
|---|---|---|
| Market Cap | RUB 5.05T | RUB 1.63T |
| EPS | RUB 1.13K | RUB 11.35 |
| PE Ratio | 6.17 | 3.16 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 9.27T | RUB 1.42T |
| Gross Profit (TTM) | RUB 2.94T | RUB 928.11B |
| EBITDA (TTM) | RUB 1.35T | RUB 401.11B |
Correlation
The correlation between LKOH.ME and SNGSP.ME is 0.51, 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. SNGSP.ME - Performance Comparison
In the year-to-date period, LKOH.ME achieves a 19.31% return, which is significantly lower than SNGSP.ME's 21.15% return. Over the past 10 years, LKOH.ME has outperformed SNGSP.ME with an annualized return of 27.72%, while SNGSP.ME has yielded a comparatively lower 26.13% 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. SNGSP.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and Surgutneftegas Public Joint Stock Company (SNGSP.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. SNGSP.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 15.98%, more than SNGSP.ME's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LKOH.ME PJSC LUKOIL | 15.98% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
SNGSP.ME Surgutneftegas Public Joint Stock Company | 1.19% | 1.44% | 18.23% | 17.46% | 2.32% | 20.20% | 3.50% | 2.13% | 21.58% | 18.56% | 8.00% | 5.72% |
Drawdowns
LKOH.ME vs. SNGSP.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -71.84%, smaller than the maximum SNGSP.ME drawdown of -86.79%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and SNGSP.ME. For additional features, visit the drawdowns tool.
Volatility
LKOH.ME vs. SNGSP.ME - Volatility Comparison
The current volatility for PJSC LUKOIL (LKOH.ME) is 4.40%, while Surgutneftegas Public Joint Stock Company (SNGSP.ME) has a volatility of 5.52%. This indicates that LKOH.ME experiences smaller price fluctuations and is considered to be less risky than SNGSP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LKOH.ME vs. SNGSP.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and Surgutneftegas Public Joint Stock Company. 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