LKOH.ME vs. YNDX.ME

Last updated Apr 3, 2026

Compare and contrast key facts about PJSC LUKOIL (LKOH.ME) and Yandex N.V. (YNDX.ME).

Performance

LKOH.ME vs. YNDX.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in PJSC LUKOIL (LKOH.ME) and Yandex N.V. (YNDX.ME). The values are adjusted to include any dividend payments, if applicable.

LKOH.ME vs. YNDX.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024
LKOH.ME PJSC LUKOIL	-5.62%	-18.78%	6.66%
YNDX.ME Yandex N.V.	0.00%	0.00%	0.00%

Returns By Period

LKOH.ME

• 1D: 0.69%
• 1M: -0.00%
• YTD: -5.62%
• 6M: -7.94%
• 1Y: -19.28%
• 3Y*: 16.16%
• 5Y*: 5.88%
• 10Y*: 15.36%

YNDX.ME

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LKOH.ME vs. YNDX.ME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LKOH.ME

LKOH.ME Risk / Return Rank: 15
LKOH.ME Sharpe Ratio Rank: 11
LKOH.ME Sortino Ratio Rank: 13
LKOH.ME Omega Ratio Rank: 13
LKOH.ME Calmar Ratio Rank: 20
LKOH.ME Martin Ratio Rank: 19

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LKOH.ME vs. YNDX.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PJSC LUKOIL (LKOH.ME) and Yandex N.V. (YNDX.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.

	LKOH.ME	YNDX.ME	Difference
Sharpe ratio Return per unit of total volatility	-0.69	—	—
Sortino ratio Return per unit of downside risk	-0.83	—	—
Omega ratio Gain probability vs. loss probability	0.89	—	—
Calmar ratio Return relative to maximum drawdown	-0.60	—	—
Martin ratio Return relative to average drawdown	-1.12	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LKOH.ME	YNDX.ME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.69	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.16	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.47	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.46	—	—

Dividends

LKOH.ME vs. YNDX.ME - Dividend Comparison

Neither LKOH.ME nor YNDX.ME has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LKOH.ME PJSC LUKOIL	0.00%	0.00%	6.88%	13.08%	6.29%	8.42%	7.66%	5.62%	4.50%	6.15%	5.42%	6.78%
YNDX.ME Yandex N.V.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

Drawdown Indicators

	LKOH.ME	YNDX.ME	Difference
Max Drawdown Largest peak-to-trough decline	-71.84%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-29.01%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-49.93%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.93%	—	—
Current Drawdown Current decline from peak	-28.39%	—	—
Average Drawdown Average peak-to-trough decline	-16.25%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	15.59%	—	—

Volatility

Volatility by Period

	LKOH.ME	YNDX.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.12%	—	—
Volatility (6M) Calculated over the trailing 6-month period	22.58%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.74%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.71%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.63%	—	—

Financials