ROSN vs. LKOH.ME
Compare and contrast key facts about Public Joint Stock Company Rosneft Oil Company (ROSN) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ROSN or LKOH.ME.
Key characteristics
| ROSN | LKOH.ME | |
|---|---|---|
| YTD Return | -3.10% | 15.65% |
| 1Y Return | 57.26% | 110.74% |
| 3Y Return (Ann) | 11.07% | 31.07% |
| 5Y Return (Ann) | 13.82% | 22.41% |
| 10Y Return (Ann) | 16.34% | 27.34% |
| Sharpe Ratio | 2.86 | 4.88 |
| Daily Std Dev | 19.62% | 22.47% |
| Max Drawdown | -71.21% | -71.84% |
| Current Drawdown | -4.48% | -0.79% |
Fundamentals
| ROSN | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 6.13T | RUB 5.05T |
| EPS | RUB 92.95 | RUB 1.13K |
| PE Ratio | 5.58 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 8.63T | RUB 9.27T |
| Gross Profit (TTM) | RUB 5.81T | RUB 2.94T |
| EBITDA (TTM) | RUB 2.07T | RUB 1.35T |
Correlation
The correlation between ROSN and LKOH.ME is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Performance
ROSN vs. LKOH.ME - Performance Comparison
In the year-to-date period, ROSN achieves a -3.10% return, which is significantly lower than LKOH.ME's 15.65% return. Over the past 10 years, ROSN has underperformed LKOH.ME with an annualized return of 16.34%, while LKOH.ME has yielded a comparatively higher 27.34% 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
ROSN vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Public Joint Stock Company Rosneft Oil Company (ROSN) 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
ROSN vs. LKOH.ME - Dividend Comparison
ROSN's dividend yield for the trailing twelve months is around 11.60%, less than LKOH.ME's 16.49% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ROSN Public Joint Stock Company Rosneft Oil Company | 11.60% | 9.49% | 6.49% | 4.16% | 4.15% | 5.93% | 4.91% | 3.37% | 2.92% | 3.24% | 6.56% | 3.20% |
LKOH.ME PJSC LUKOIL | 16.49% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
ROSN vs. LKOH.ME - Drawdown Comparison
The maximum ROSN drawdown since its inception was -71.21%, roughly equal to the maximum LKOH.ME drawdown of -71.84%. Use the drawdown chart below to compare losses from any high point for ROSN and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
ROSN vs. LKOH.ME - Volatility Comparison
Public Joint Stock Company Rosneft Oil Company (ROSN) has a higher volatility of 5.45% compared to PJSC LUKOIL (LKOH.ME) at 3.47%. This indicates that ROSN'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
ROSN vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Public Joint Stock Company Rosneft Oil Company 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