NLMK.ME vs. SIBN.ME
NLMK.ME (Public Joint Stock Company "Novolipetsk Steel") and SIBN.ME (Gazprom Neft) are both stocks. NLMK.ME operates in Steel (Basic Materials), while SIBN.ME operates in Oil & Gas Integrated (Energy). Over the past 10 years, NLMK.ME returned 6.37%/yr vs 22.69%/yr for SIBN.ME. At a 0.40 correlation, their price movements are largely independent.
Performance
NLMK.ME vs. SIBN.ME - Performance Comparison
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Returns By Period
In the year-to-date period, NLMK.ME achieves a -32.01% return, which is significantly lower than SIBN.ME's -0.59% return. Over the past 10 years, NLMK.ME has underperformed SIBN.ME with an annualized return of 6.37%, while SIBN.ME has yielded a comparatively higher 22.69% annualized return.
NLMK.ME
- 1D
- 1.37%
- 1M
- -14.47%
- YTD
- -32.01%
- 6M
- -32.11%
- 1Y
- -34.74%
- 3Y*
- -21.92%
- 5Y*
- -20.88%
- 10Y*
- 6.37%
SIBN.ME
- 1D
- 0.11%
- 1M
- -5.24%
- YTD
- -0.59%
- 6M
- -1.27%
- 1Y
- -1.93%
- 3Y*
- 8.87%
- 5Y*
- 16.68%
- 10Y*
- 22.69%
NLMK.ME vs. SIBN.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NLMK.ME Public Joint Stock Company "Novolipetsk Steel" | -32.01% | -27.78% | -17.21% | 51.79% | -45.78% | 23.88% | 64.66% | 5.31% | 20.58% | 42.82% |
SIBN.ME Gazprom Neft | -0.59% | -18.84% | -13.24% | 107.30% | 1.66% | 89.48% | -18.73% | 30.08% | 52.61% | 25.80% |
Correlation
The correlation between NLMK.ME and SIBN.ME is 0.52, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.52 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.48 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 2006 | 0.40 |
The correlation between NLMK.ME and SIBN.ME shifts across timeframes, from 0.36 (10 years) to 0.53 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
NLMK.ME vs. SIBN.ME — Risk / Return Rank
NLMK.ME
SIBN.ME
NLMK.ME vs. SIBN.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) and Gazprom Neft (SIBN.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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| NLMK.ME | SIBN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.38 | ||
| Sortino ratioReturn per unit of downside risk | -2.43 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.03 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.82 | 0.15 | -0.97 |
| Martin ratioReturn relative to average drawdown | -1.71 | 0.31 | -2.02 |
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Drawdowns
NLMK.ME vs. SIBN.ME - Drawdown Comparison
The maximum NLMK.ME drawdown since its inception was -87.55%, which is greater than SIBN.ME's maximum drawdown of -78.88%. Use the drawdown chart below to compare losses from any high point for NLMK.ME and SIBN.ME.
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Drawdown Indicators
| NLMK.ME | SIBN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -87.55% | -78.88% | -8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -45.82% | -14.01% | -31.81% |
Max Drawdown (3Y)Largest decline over 3 years | -72.07% | -34.80% | -37.27% |
Max Drawdown (5Y)Largest decline over 5 years | -72.07% | -35.85% | -36.22% |
Max Drawdown (10Y)Largest decline over 10 years | -72.07% | -48.94% | -23.13% |
Current DrawdownCurrent decline from peak | -71.69% | -30.80% | -40.89% |
Average DrawdownAverage peak-to-trough decline | -32.07% | -17.03% | -15.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 20.32% | 6.14% | +14.18% |
Volatility
NLMK.ME vs. SIBN.ME - Volatility Comparison
Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) has a higher volatility of 6.76% compared to Gazprom Neft (SIBN.ME) at 4.23%. This indicates that NLMK.ME's price experiences larger fluctuations and is considered to be riskier than SIBN.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| NLMK.ME | SIBN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.76% | 4.23% | +2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 17.08% | 14.80% | +2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.30% | 18.51% | +5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.47% | 30.91% | +4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.71% | 27.96% | +3.75% |
Dividends
NLMK.ME vs. SIBN.ME - Dividend Comparison
NLMK.ME has not paid dividends to shareholders, while SIBN.ME's dividend yield for the trailing twelve months is around 9.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NLMK.ME Public Joint Stock Company "Novolipetsk Steel" | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 19.32% | 9.93% | 15.91% | 12.36% | 8.53% | 5.73% | 6.60% |
SIBN.ME Gazprom Neft | 9.16% | 9.11% | 10.86% | 11.22% | 18.67% | 9.18% | 7.82% | 6.21% | 7.86% | 8.47% | 0.26% | 5.05% |
Financials
NLMK.ME vs. SIBN.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company "Novolipetsk Steel" and Gazprom Neft. 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
NLMK.ME and SIBN.ME have a correlation of 0.52, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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