MAGN.ME vs. LKOH.ME
MAGN.ME (Public Joint Stock Company Magnitogorsk Iron & Steel Works) and LKOH.ME (PJSC LUKOIL) are both stocks. MAGN.ME operates in Steel (Basic Materials), while LKOH.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, MAGN.ME returned 5.68%/yr vs 14.17%/yr for LKOH.ME. At a 0.41 correlation, their price movements are largely independent.
Performance
MAGN.ME vs. LKOH.ME - Performance Comparison
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Returns By Period
In the year-to-date period, MAGN.ME achieves a -19.89% return, which is significantly lower than LKOH.ME's -17.40% return. Over the past 10 years, MAGN.ME has underperformed LKOH.ME with an annualized return of 5.68%, while LKOH.ME has yielded a comparatively higher 14.17% annualized return.
MAGN.ME
- 1D
- -0.86%
- 1M
- -7.89%
- YTD
- -19.89%
- 6M
- -13.58%
- 1Y
- -29.92%
- 3Y*
- -15.80%
- 5Y*
- -15.46%
- 10Y*
- 5.68%
LKOH.ME
- 1D
- -1.20%
- 1M
- -5.41%
- YTD
- -17.40%
- 6M
- -12.57%
- 1Y
- -24.92%
- 3Y*
- 2.33%
- 5Y*
- 1.80%
- 10Y*
- 14.17%
MAGN.ME vs. LKOH.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works | -19.89% | -25.70% | -21.75% | 58.44% | -50.66% | 42.90% | 45.92% | 5.90% | 15.37% | 37.52% |
LKOH.ME PJSC LUKOIL | -17.40% | -18.78% | 15.05% | 94.23% | -33.86% | 38.68% | -9.22% | 31.28% | 57.58% | 3.56% |
Correlation
The correlation between MAGN.ME and LKOH.ME is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Jan 19, 2006 | 0.41 |
The correlation between MAGN.ME and LKOH.ME shifts across timeframes, from 0.36 (10 years) to 0.50 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
MAGN.ME vs. LKOH.ME — Risk / Return Rank
MAGN.ME
LKOH.ME
MAGN.ME vs. LKOH.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.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.
| MAGN.ME | LKOH.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.24 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 0.85 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | -0.92 | +0.13 |
| Martin ratioReturn relative to average drawdown | -1.34 | -1.63 | +0.29 |
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
| MAGN.ME | LKOH.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.96 | -0.91 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.43 | 0.05 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.43 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.44 | -0.30 |
Drawdowns
MAGN.ME vs. LKOH.ME - Drawdown Comparison
The maximum MAGN.ME drawdown since its inception was -87.40%, 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 MAGN.ME and LKOH.ME.
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Drawdown Indicators
| MAGN.ME | LKOH.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.40% | -71.84% | -15.56% |
Max Drawdown (1Y)Largest decline over 1 year | -38.42% | -26.63% | -11.79% |
Max Drawdown (3Y)Largest decline over 3 years | -61.50% | -37.33% | -24.17% |
Max Drawdown (5Y)Largest decline over 5 years | -68.95% | -49.93% | -19.02% |
Max Drawdown (10Y)Largest decline over 10 years | -68.95% | -49.93% | -19.02% |
Current DrawdownCurrent decline from peak | -66.40% | -37.33% | -29.07% |
Average DrawdownAverage peak-to-trough decline | -34.01% | -16.38% | -17.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.70% | 14.99% | +7.71% |
Volatility
MAGN.ME vs. LKOH.ME - Volatility Comparison
Public Joint Stock Company Magnitogorsk Iron & Steel Works (MAGN.ME) has a higher volatility of 8.34% compared to PJSC LUKOIL (LKOH.ME) at 6.45%. This indicates that MAGN.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.
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Volatility by Period
| MAGN.ME | LKOH.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.34% | 6.45% | +1.89% |
Volatility (6M)Calculated over the trailing 6-month period | 19.91% | 17.64% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 26.77% | +4.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.30% | 35.62% | -0.32% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.53% | 32.62% | -0.09% |
Dividends
MAGN.ME vs. LKOH.ME - Dividend Comparison
Neither MAGN.ME nor LKOH.ME has paid dividends to shareholders.
| Position | 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% |
MAGN.ME Public Joint Stock Company Magnitogorsk Iron & Steel Works | 0.00% | 0.00% | 8.33% | 0.00% | 8.08% | 12.46% | 6.75% | 8.53% | 12.33% | 7.69% | 3.10% | 3.07% |
Financials
MAGN.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Magnitogorsk Iron & Steel Works 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
Frequently Asked Questions
MAGN.ME and LKOH.ME have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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