MGNT.ME vs. TATN.ME

Last updated Apr 3, 2026

Compare and contrast key facts about Public Joint Stock Company Magnit (MGNT.ME) and PJSC Tatneft (TATN.ME).

Performance

MGNT.ME vs. TATN.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in Public Joint Stock Company Magnit (MGNT.ME) and PJSC Tatneft (TATN.ME). The values are adjusted to include any dividend payments, if applicable.

MGNT.ME vs. TATN.ME - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
MGNT.ME Public Joint Stock Company Magnit	-0.90%	-40.96%	-21.65%	65.31%	-15.26%	5.34%	80.53%	2.21%	-40.62%	-41.29%
TATN.ME PJSC Tatneft	12.05%	-16.13%	9.50%	154.52%	-18.39%	3.09%	-31.08%	21.49%	63.24%	26.79%

Returns By Period

In the year-to-date period, MGNT.ME achieves a -0.90% return, which is significantly lower than TATN.ME's 12.05% return. Over the past 10 years, MGNT.ME has underperformed TATN.ME with an annualized return of -7.30%, while TATN.ME has yielded a comparatively higher 16.75% annualized return.

MGNT.ME

• 1D: -0.91%
• 1M: -9.49%
• YTD: -0.90%
• 6M: -2.77%
• 1Y: -36.35%
• 3Y*: -10.17%
• 5Y*: -7.13%
• 10Y*: -7.30%

TATN.ME

• 1D: -0.15%
• 1M: 3.40%
• YTD: 12.05%
• 6M: 7.82%
• 1Y: 0.40%
• 3Y*: 32.06%
• 5Y*: 13.28%
• 10Y*: 16.75%

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

Return for Risk

MGNT.ME vs. TATN.ME — Risk / Return Rank

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

MGNT.ME

MGNT.ME Risk / Return Rank: 6
MGNT.ME Sharpe Ratio Rank: 1
MGNT.ME Sortino Ratio Rank: 2
MGNT.ME Omega Ratio Rank: 4
MGNT.ME Calmar Ratio Rank: 9
MGNT.ME Martin Ratio Rank: 17

TATN.ME

TATN.ME Risk / Return Rank: 38
TATN.ME Sharpe Ratio Rank: 40
TATN.ME Sortino Ratio Rank: 35
TATN.ME Omega Ratio Rank: 34
TATN.ME Calmar Ratio Rank: 40
TATN.ME Martin Ratio Rank: 40

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.

MGNT.ME vs. TATN.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Magnit (MGNT.ME) and PJSC Tatneft (TATN.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.

	MGNT.ME	TATN.ME	Difference
Sharpe ratio Return per unit of total volatility	-1.37	0.01	-1.39
Sortino ratio Return per unit of downside risk	-2.08	0.28	-2.36
Omega ratio Gain probability vs. loss probability	0.77	1.03	-0.26
Calmar ratio Return relative to maximum drawdown	-0.85	0.04	-0.89
Martin ratio Return relative to average drawdown	-1.18	0.08	-1.25
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

MGNT.ME vs. TATN.ME - Sharpe Ratio Comparison

The current MGNT.ME Sharpe Ratio is -1.37, which is lower than the TATN.ME Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of MGNT.ME and TATN.ME, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	MGNT.ME	TATN.ME	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.37	0.01	-1.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.20	0.36	-0.56
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.22	0.47	-0.69
Sharpe Ratio (All Time) Calculated using the full available price history	0.30	0.55	-0.25

Correlation

The correlation between MGNT.ME and TATN.ME is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

MGNT.ME vs. TATN.ME - Dividend Comparison

Neither MGNT.ME nor TATN.ME has paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
MGNT.ME Public Joint Stock Company Magnit	0.00%	0.00%	2.36%	7.45%	0.00%	14.43%	5.37%	4.87%	7.77%	2.89%	3.93%	1.97%
TATN.ME PJSC Tatneft	0.00%	0.00%	10.57%	15.66%	16.86%	5.76%	1.94%	15.68%	5.75%	10.57%	2.57%	3.33%

Drawdowns

MGNT.ME vs. TATN.ME - Drawdown Comparison

The maximum MGNT.ME drawdown since its inception was -78.63%, smaller than the maximum TATN.ME drawdown of -85.48%. Use the drawdown chart below to compare losses from any high point for MGNT.ME and TATN.ME.

Drawdown Indicators

	MGNT.ME	TATN.ME	Difference
Max Drawdown Largest peak-to-trough decline	-78.63%	-85.48%	+6.85%
Max Drawdown (1Y) Largest decline over 1 year	-41.25%	-29.03%	-12.22%
Max Drawdown (5Y) Largest decline over 5 years	-65.84%	-46.74%	-19.10%
Max Drawdown (10Y) Largest decline over 10 years	-75.35%	-59.89%	-15.46%
Current Drawdown Current decline from peak	-63.72%	-14.57%	-49.15%
Average Drawdown Average peak-to-trough decline	-28.46%	-16.81%	-11.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	29.70%	16.00%	+13.70%

Volatility

MGNT.ME vs. TATN.ME - Volatility Comparison

The current volatility for Public Joint Stock Company Magnit (MGNT.ME) is 5.66%, while PJSC Tatneft (TATN.ME) has a volatility of 8.37%. This indicates that MGNT.ME experiences smaller price fluctuations and is considered to be less risky than TATN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	MGNT.ME	TATN.ME	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.66%	8.37%	-2.71%
Volatility (6M) Calculated over the trailing 6-month period	16.71%	25.61%	-8.90%
Volatility (1Y) Calculated over the trailing 1-year period	26.39%	33.72%	-7.33%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.19%	36.39%	-1.20%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.10%	35.42%	-2.32%

Financials