LSNGP.ME vs. PHOR.ME
LSNGP.ME (Rosseti Lenenergo) and PHOR.ME (Public Joint-Stock Company PhosAgro) are both stocks. LSNGP.ME operates in Utilities - Regulated Electric (Utilities), while PHOR.ME operates in Agricultural Inputs (Basic Materials). Over the past 10 years, LSNGP.ME returned 53.42%/yr vs 18.90%/yr for PHOR.ME. At a 0.13 correlation, their price movements are largely independent.
Performance
LSNGP.ME vs. PHOR.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 PHOR.ME's -3.37% return. Over the past 10 years, LSNGP.ME has outperformed PHOR.ME with an annualized return of 53.42%, while PHOR.ME has yielded a comparatively lower 18.90% 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%
PHOR.ME
- 1D
- -1.14%
- 1M
- -8.87%
- YTD
- -3.37%
- 6M
- -6.03%
- 1Y
- -5.77%
- 3Y*
- 1.74%
- 5Y*
- 18.79%
- 10Y*
- 18.90%
LSNGP.ME vs. PHOR.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% |
PHOR.ME Public Joint-Stock Company PhosAgro | -3.37% | 0.14% | 2.11% | 31.37% | 32.26% | 107.87% | 45.06% | 4.76% | 6.49% | 0.74% |
Correlation
The correlation between LSNGP.ME and PHOR.ME is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2011 | 0.13 |
The correlation between LSNGP.ME and PHOR.ME shifts across timeframes, from 0.13 (all time) to 0.26 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
LSNGP.ME vs. PHOR.ME — Risk / Return Rank
LSNGP.ME
PHOR.ME
LSNGP.ME vs. PHOR.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 PhosAgro (PHOR.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 | PHOR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.82 | ||
| Sortino ratioReturn per unit of downside risk | +3.44 | ||
| Omega ratioGain probability vs. loss probability | 1.56 | 0.97 | +0.58 |
| Calmar ratioReturn relative to maximum drawdown | 3.38 | -0.25 | +3.63 |
| Martin ratioReturn relative to average drawdown | 16.49 | -0.64 | +17.13 |
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 | PHOR.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.57 | -0.25 | +2.82 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.81 | 0.54 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.44 | 0.66 | +0.78 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.63 | 0.19 | +0.44 |
Drawdowns
LSNGP.ME vs. PHOR.ME - Drawdown Comparison
The maximum LSNGP.ME drawdown since its inception was -81.94%, which is greater than PHOR.ME's maximum drawdown of -34.10%. Use the drawdown chart below to compare losses from any high point for LSNGP.ME and PHOR.ME.
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Drawdown Indicators
| LSNGP.ME | PHOR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.94% | -34.10% | -47.84% |
Max Drawdown (1Y)Largest decline over 1 year | -20.99% | -22.03% | +1.04% |
Max Drawdown (3Y)Largest decline over 3 years | -20.99% | -27.60% | +6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -45.60% | -29.73% | -15.87% |
Max Drawdown (10Y)Largest decline over 10 years | -45.60% | -29.73% | -15.87% |
Current DrawdownCurrent decline from peak | 0.00% | -20.47% | +20.47% |
Average DrawdownAverage peak-to-trough decline | -23.72% | -9.08% | -14.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.32% | 8.62% | -4.30% |
Volatility
LSNGP.ME vs. PHOR.ME - Volatility Comparison
The current volatility for Rosseti Lenenergo (LSNGP.ME) is 4.83%, while Public Joint-Stock Company PhosAgro (PHOR.ME) has a volatility of 8.06%. This indicates that LSNGP.ME experiences smaller price fluctuations and is considered to be less risky than PHOR.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 | PHOR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.83% | 8.06% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 10.77% | 15.13% | -4.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.64% | 21.99% | +5.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.62% | 34.77% | +2.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.78% | 28.32% | +8.46% |
Dividends
LSNGP.ME vs. PHOR.ME - Dividend Comparison
Neither LSNGP.ME nor PHOR.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
PHOR.ME Public Joint-Stock Company PhosAgro | 0.00% | 0.00% | 5.27% | 25.89% | 17.15% | 9.57% | 9.58% | 10.34% | 4.12% | 4.56% | 8.31% | 4.96% |
Financials
LSNGP.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between Rosseti Lenenergo and Public Joint-Stock Company PhosAgro. 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 PHOR.ME have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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