LKOH.ME vs. TATNP.ME
LKOH.ME (PJSC LUKOIL) and TATNP.ME (PJSC Tatneft) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 10 years, LKOH.ME returned 18.67%/yr vs 25.94%/yr for TATNP.ME. At a 0.42 correlation, their price movements are largely independent.
Performance
LKOH.ME vs. TATNP.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 TATNP.ME's 4.64% return. Over the past 10 years, LKOH.ME has underperformed TATNP.ME with an annualized return of 18.67%, while TATNP.ME has yielded a comparatively higher 25.94% 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%
TATNP.ME
- 1D
- -0.96%
- 1M
- -2.29%
- YTD
- 4.64%
- 6M
- 1.80%
- 1Y
- -7.38%
- 3Y*
- 20.08%
- 5Y*
- 15.69%
- 10Y*
- 25.94%
LKOH.ME vs. TATNP.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% |
TATNP.ME PJSC Tatneft | 4.64% | -10.32% | 11.40% | 134.07% | -12.94% | 2.91% | -33.87% | 73.61% | 51.64% | 81.62% |
Correlation
The correlation between LKOH.ME and TATNP.ME is 0.71, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.71 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.67 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.65 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2006 | 0.42 |
Over the past year, LKOH.ME and TATNP.ME have become more correlated (0.71) than their long-term average of 0.42, meaning their price movements have been converging.
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Return for Risk
LKOH.ME vs. TATNP.ME — Risk / Return Rank
LKOH.ME
TATNP.ME
LKOH.ME vs. TATNP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and PJSC Tatneft (TATNP.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 | TATNP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.39 | ||
| Sortino ratioReturn per unit of downside risk | -0.64 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.00 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.56 | -0.14 | -0.42 |
| Martin ratioReturn relative to average drawdown | -1.23 | -0.26 | -0.97 |
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Drawdowns
LKOH.ME vs. TATNP.ME - Drawdown Comparison
The maximum LKOH.ME drawdown since its inception was -72.44%, smaller than the maximum TATNP.ME drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for LKOH.ME and TATNP.ME.
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Drawdown Indicators
| LKOH.ME | TATNP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.44% | -96.83% | +24.39% |
Max Drawdown (1Y)Largest decline over 1 year | -26.27% | -27.84% | +1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -31.84% | -27.84% | -4.00% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -54.43% | +4.55% |
Max Drawdown (10Y)Largest decline over 10 years | -49.88% | -66.23% | +16.35% |
Current DrawdownCurrent decline from peak | -25.39% | -15.65% | -9.74% |
Average DrawdownAverage peak-to-trough decline | -17.37% | -47.75% | +30.38% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.36% | 9.71% | +3.65% |
Volatility
LKOH.ME vs. TATNP.ME - Volatility Comparison
PJSC LUKOIL (LKOH.ME) has a higher volatility of 6.00% compared to PJSC Tatneft (TATNP.ME) at 5.52%. This indicates that LKOH.ME's price experiences larger fluctuations and is considered to be riskier than TATNP.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 | TATNP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.00% | 5.52% | +0.48% |
Volatility (6M)Calculated over the trailing 6-month period | 16.93% | 19.78% | -2.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.56% | 26.26% | -2.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 33.53% | 36.60% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.15% | 33.86% | -2.71% |
Dividends
LKOH.ME vs. TATNP.ME - Dividend Comparison
LKOH.ME's dividend yield for the trailing twelve months is around 14.29%, more than TATNP.ME's 4.03% 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% |
TATNP.ME PJSC Tatneft | 4.03% | 13.81% | 14.48% | 8.77% | 17.23% | 6.25% | 2.31% | 16.23% | 8.31% | 13.86% | 4.66% | 5.31% |
Financials
LKOH.ME vs. TATNP.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC LUKOIL and PJSC Tatneft. 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 TATNP.ME have a correlation of 0.71, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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