LSNGP.ME vs. LKOH.ME
Compare and contrast key facts about Rosseti Lenenergo (LSNGP.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LSNGP.ME or LKOH.ME.
Key characteristics
| LSNGP.ME | LKOH.ME | |
|---|---|---|
| YTD Return | 8.94% | 19.31% |
| 1Y Return | 67.12% | 125.05% |
| 3Y Return (Ann) | 26.23% | 33.12% |
| 5Y Return (Ann) | 31.26% | 23.75% |
| 10Y Return (Ann) | 43.42% | 27.72% |
| Sharpe Ratio | 1.93 | 5.48 |
| Daily Std Dev | 30.64% | 22.42% |
| Max Drawdown | -81.94% | -71.84% |
| Current Drawdown | -8.90% | -0.82% |
Fundamentals
| LSNGP.ME | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 77.89B | RUB 5.05T |
| EPS | RUB 1.81 | RUB 1.13K |
| PE Ratio | 82.90 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 93.03B | RUB 9.27T |
| Gross Profit (TTM) | RUB 27.36B | RUB 2.94T |
| EBITDA (TTM) | RUB 41.37B | RUB 1.35T |
Correlation
The correlation between LSNGP.ME and LKOH.ME is 0.48, 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
LSNGP.ME vs. LKOH.ME - Performance Comparison
In the year-to-date period, LSNGP.ME achieves a 8.94% return, which is significantly lower than LKOH.ME's 19.31% return. Over the past 10 years, LSNGP.ME has outperformed LKOH.ME with an annualized return of 43.42%, while LKOH.ME has yielded a comparatively lower 27.72% 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
LSNGP.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rosseti Lenenergo (LSNGP.ME) and PJSC LUKOIL (LKOH.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
LSNGP.ME vs. LKOH.ME - Dividend Comparison
LSNGP.ME's dividend yield for the trailing twelve months is around 18.39%, more than LKOH.ME's 15.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSNGP.ME Rosseti Lenenergo | 18.39% | 20.27% | 17.86% | 8.95% | 8.91% | 9.11% | 14.35% | 9.96% | 0.00% | 0.00% | 4.07% | 11.61% |
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% |
Drawdowns
LSNGP.ME vs. LKOH.ME - Drawdown Comparison
The maximum LSNGP.ME drawdown since its inception was -81.94%, which is greater than LKOH.ME's maximum drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for LSNGP.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
LSNGP.ME vs. LKOH.ME - Volatility Comparison
Rosseti Lenenergo (LSNGP.ME) has a higher volatility of 6.04% compared to PJSC LUKOIL (LKOH.ME) at 4.40%. This indicates that LSNGP.ME's price experiences larger fluctuations and is considered to be riskier than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LSNGP.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Rosseti Lenenergo and PJSC LUKOIL. 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