LSNGP.ME vs. IRAO.ME
LSNGP.ME (Rosseti Lenenergo) and IRAO.ME (Public Joint Stock Company Inter RAO UES) are both stocks. Both operate in the Utilities - Regulated Electric industry within the Utilities sector. Over the past 10 years, LSNGP.ME returned 53.42%/yr vs 8.61%/yr for IRAO.ME. At a 0.19 correlation, their price movements are largely independent.
Performance
LSNGP.ME vs. IRAO.ME - Performance Comparison
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Returns By Period
In the year-to-date period, LSNGP.ME achieves a 25.00% return, which is significantly higher than IRAO.ME's 3.45% return. Over the past 10 years, LSNGP.ME has outperformed IRAO.ME with an annualized return of 53.42%, while IRAO.ME has yielded a comparatively lower 8.61% annualized return.
LSNGP.ME
- 1D
- 0.68%
- 1M
- 6.89%
- YTD
- 25.00%
- 6M
- 33.69%
- 1Y
- 69.99%
- 3Y*
- 32.78%
- 5Y*
- 30.83%
- 10Y*
- 53.42%
IRAO.ME
- 1D
- -0.34%
- 1M
- 2.55%
- YTD
- 3.45%
- 6M
- 10.27%
- 1Y
- -12.71%
- 3Y*
- -5.89%
- 5Y*
- -3.80%
- 10Y*
- 8.61%
LSNGP.ME vs. IRAO.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LSNGP.ME Rosseti Lenenergo | 25.00% | 40.81% | 24.65% | 91.63% | -17.32% | 23.05% | 36.79% | 46.29% | 32.52% | 110.44% |
IRAO.ME Public Joint Stock Company Inter RAO UES | 3.45% | -16.33% | -0.19% | 25.03% | -13.62% | -16.57% | 9.72% | 35.84% | 17.87% | -7.79% |
Correlation
The correlation between LSNGP.ME and IRAO.ME is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.38 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2008 | 0.19 |
The correlation between LSNGP.ME and IRAO.ME shifts across timeframes, from 0.19 (all time) to 0.38 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSNGP.ME vs. IRAO.ME — Risk / Return Rank
LSNGP.ME
IRAO.ME
LSNGP.ME vs. IRAO.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rosseti Lenenergo (LSNGP.ME) and Public Joint Stock Company Inter RAO UES (IRAO.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.
| LSNGP.ME | IRAO.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.83 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.91 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | -0.44 | +3.82 |
| Martin ratioReturn relative to average drawdown | 16.49 | -0.79 | +17.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LSNGP.ME | IRAO.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | -0.55 | +3.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | -0.08 | +0.89 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.44 | 0.21 | +1.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.00 | +0.63 |
Drawdowns
LSNGP.ME vs. IRAO.ME - Drawdown Comparison
The maximum LSNGP.ME drawdown since its inception was -81.94%, smaller than the maximum IRAO.ME drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for LSNGP.ME and IRAO.ME.
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Drawdown Indicators
| LSNGP.ME | IRAO.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.94% | -99.91% | +17.97% |
Max Drawdown (1Y)Largest decline over 1 year | -20.99% | -28.17% | +7.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -37.92% | +16.93% |
Max Drawdown (5Y)Largest decline over 5 years | -45.60% | -66.68% | +21.08% |
Max Drawdown (10Y)Largest decline over 10 years | -45.60% | -71.87% | +26.27% |
Current DrawdownCurrent decline from peak | 0.00% | -41.39% | +41.39% |
Average DrawdownAverage peak-to-trough decline | -23.72% | -54.30% | +30.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 9.42% | -5.10% |
Volatility
LSNGP.ME vs. IRAO.ME - Volatility Comparison
Rosseti Lenenergo (LSNGP.ME) has a higher volatility of 4.83% compared to Public Joint Stock Company Inter RAO UES (IRAO.ME) at 3.31%. This indicates that LSNGP.ME's price experiences larger fluctuations and is considered to be riskier than IRAO.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LSNGP.ME | IRAO.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 3.31% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 12.19% | -1.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.64% | 22.61% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.62% | 47.84% | -10.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.78% | 39.94% | -3.16% |
Dividends
LSNGP.ME vs. IRAO.ME - Dividend Comparison
Neither LSNGP.ME nor IRAO.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IRAO.ME Public Joint Stock Company Inter RAO UES | 0.00% | 0.00% | 6.83% | 7.16% | 6.96% | 4.23% | 3.69% | 3.40% | 3.36% | 4.32% | 0.46% | 0.09% |
LSNGP.ME Rosseti Lenenergo | 0.00% | 0.00% | 9.00% | 20.27% | 17.86% | 8.95% | 8.91% | 9.11% | 14.35% | 9.96% | 0.00% | 0.00% |
Financials
LSNGP.ME vs. IRAO.ME - Financials Comparison
This section allows you to compare key financial metrics between Rosseti Lenenergo and Public Joint Stock Company Inter RAO UES. 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
LSNGP.ME and IRAO.ME have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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