SBERP.ME vs. LKOH.ME
Compare and contrast key facts about Sberbank of Russia (SBERP.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SBERP.ME or LKOH.ME.
Key characteristics
| SBERP.ME | LKOH.ME | |
|---|---|---|
| YTD Return | 12.96% | 19.31% |
| 1Y Return | 46.06% | 125.05% |
| 3Y Return (Ann) | 9.32% | 33.12% |
| 5Y Return (Ann) | 16.84% | 23.75% |
| 10Y Return (Ann) | 24.74% | 27.72% |
| Sharpe Ratio | 1.95 | 5.48 |
| Daily Std Dev | 23.75% | 22.42% |
| Max Drawdown | -91.05% | -71.84% |
| Current Drawdown | -2.57% | -0.82% |
Fundamentals
| SBERP.ME | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 2.72T | RUB 5.05T |
| EPS | RUB 50.40 | RUB 1.13K |
| PE Ratio | 2.51 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 2.43T | RUB 9.27T |
| Gross Profit (TTM) | RUB 2.38T | RUB 2.94T |
| EBITDA (TTM) | -RUB 8.83M | RUB 1.35T |
Correlation
The correlation between SBERP.ME 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
SBERP.ME vs. LKOH.ME - Performance Comparison
In the year-to-date period, SBERP.ME achieves a 12.96% return, which is significantly lower than LKOH.ME's 19.31% return. Over the past 10 years, SBERP.ME has underperformed LKOH.ME with an annualized return of 24.74%, while LKOH.ME has yielded a comparatively higher 27.72% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
SBERP.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sberbank of Russia (SBERP.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.
Dividends
SBERP.ME vs. LKOH.ME - Dividend Comparison
SBERP.ME's dividend yield for the trailing twelve months is around 8.12%, less than LKOH.ME's 15.98% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SBERP.ME Sberbank of Russia | 8.12% | 9.17% | 0.00% | 6.72% | 7.77% | 7.01% | 7.22% | 3.17% | 1.52% | 0.59% | 8.49% | 4.00% |
LKOH.ME PJSC LUKOIL | 15.98% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
SBERP.ME vs. LKOH.ME - Drawdown Comparison
The maximum SBERP.ME drawdown since its inception was -91.05%, 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 SBERP.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
SBERP.ME vs. LKOH.ME - Volatility Comparison
Sberbank of Russia (SBERP.ME) and PJSC LUKOIL (LKOH.ME) have volatilities of 4.37% and 4.40%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SBERP.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Sberbank of Russia 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