NVTK vs. LKOH.ME
Compare and contrast key facts about Novatek (NVTK) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NVTK or LKOH.ME.
Key characteristics
| NVTK | LKOH.ME | |
|---|---|---|
| YTD Return | -15.47% | 19.64% |
| 1Y Return | 6.81% | 121.31% |
| 3Y Return (Ann) | 3.97% | 33.29% |
| 5Y Return (Ann) | 6.07% | 23.84% |
| 10Y Return (Ann) | 17.86% | 27.63% |
| Sharpe Ratio | 0.23 | 5.58 |
| Daily Std Dev | 18.75% | 22.50% |
| Max Drawdown | -78.41% | -71.84% |
| Current Drawdown | -28.44% | -0.55% |
Fundamentals
| NVTK | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 4.61T | RUB 5.05T |
| EPS | RUB 144.20 | RUB 1.13K |
| PE Ratio | 10.50 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 1.06T | RUB 9.27T |
| Gross Profit (TTM) | RUB 461.16B | RUB 2.94T |
| EBITDA (TTM) | RUB 332.41B | RUB 1.35T |
Correlation
The correlation between NVTK and LKOH.ME is 0.64, 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
NVTK vs. LKOH.ME - Performance Comparison
In the year-to-date period, NVTK achieves a -15.47% return, which is significantly lower than LKOH.ME's 19.64% return. Over the past 10 years, NVTK has underperformed LKOH.ME with an annualized return of 17.86%, while LKOH.ME has yielded a comparatively higher 27.63% 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
NVTK vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novatek (NVTK) 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
NVTK vs. LKOH.ME - Dividend Comparison
NVTK's dividend yield for the trailing twelve months is around 9.75%, less than LKOH.ME's 15.94% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVTK Novatek | 9.75% | 8.24% | 8.26% | 2.99% | 2.38% | 2.46% | 1.52% | 2.06% | 1.74% | 2.00% | 2.21% | 1.82% |
LKOH.ME PJSC LUKOIL | 15.94% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
NVTK vs. LKOH.ME - Drawdown Comparison
The maximum NVTK drawdown since its inception was -78.41%, 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 NVTK and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
NVTK vs. LKOH.ME - Volatility Comparison
Novatek (NVTK) has a higher volatility of 5.86% compared to PJSC LUKOIL (LKOH.ME) at 3.77%. This indicates that NVTK'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
NVTK vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Novatek 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