SIBN.ME vs. NLMK.ME
SIBN.ME (Gazprom Neft) and NLMK.ME (Public Joint Stock Company "Novolipetsk Steel") are both stocks. SIBN.ME operates in Oil & Gas Integrated (Energy), while NLMK.ME operates in Steel (Basic Materials). Over the past 10 years, SIBN.ME returned 22.69%/yr vs 6.37%/yr for NLMK.ME. At a 0.40 correlation, their price movements are largely independent.
Performance
SIBN.ME vs. NLMK.ME - Performance Comparison
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Returns By Period
In the year-to-date period, SIBN.ME achieves a -0.59% return, which is significantly higher than NLMK.ME's -32.01% return. Over the past 10 years, SIBN.ME has outperformed NLMK.ME with an annualized return of 22.69%, while NLMK.ME has yielded a comparatively lower 6.37% annualized return.
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
- 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 vs. NLMK.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIBN.ME Gazprom Neft | -0.59% | -18.84% | -13.24% | 107.30% | 1.66% | 89.48% | -18.73% | 30.08% | 52.61% | 25.80% |
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% |
Correlation
The correlation between SIBN.ME and NLMK.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 SIBN.ME and NLMK.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
SIBN.ME vs. NLMK.ME — Risk / Return Rank
SIBN.ME
NLMK.ME
SIBN.ME vs. NLMK.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Gazprom Neft (SIBN.ME) and Public Joint Stock Company "Novolipetsk Steel" (NLMK.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.
| SIBN.ME | NLMK.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 | 1.03 | 0.81 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | -0.82 | +0.97 |
| Martin ratioReturn relative to average drawdown | 0.31 | -1.71 | +2.02 |
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Drawdowns
SIBN.ME vs. NLMK.ME - Drawdown Comparison
The maximum SIBN.ME drawdown since its inception was -78.88%, smaller than the maximum NLMK.ME drawdown of -87.55%. Use the drawdown chart below to compare losses from any high point for SIBN.ME and NLMK.ME.
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Drawdown Indicators
| SIBN.ME | NLMK.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.88% | -87.55% | +8.67% |
Max Drawdown (1Y)Largest decline over 1 year | -14.01% | -45.82% | +31.81% |
Max Drawdown (3Y)Largest decline over 3 years | -34.80% | -72.07% | +37.27% |
Max Drawdown (5Y)Largest decline over 5 years | -35.85% | -72.07% | +36.22% |
Max Drawdown (10Y)Largest decline over 10 years | -48.94% | -72.07% | +23.13% |
Current DrawdownCurrent decline from peak | -30.80% | -71.69% | +40.89% |
Average DrawdownAverage peak-to-trough decline | -17.03% | -32.07% | +15.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.14% | 20.32% | -14.18% |
Volatility
SIBN.ME vs. NLMK.ME - Volatility Comparison
The current volatility for Gazprom Neft (SIBN.ME) is 4.23%, while Public Joint Stock Company "Novolipetsk Steel" (NLMK.ME) has a volatility of 6.76%. This indicates that SIBN.ME experiences smaller price fluctuations and is considered to be less risky than NLMK.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIBN.ME | NLMK.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.23% | 6.76% | -2.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.80% | 17.08% | -2.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.51% | 24.30% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.91% | 35.47% | -4.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.96% | 31.71% | -3.75% |
Dividends
SIBN.ME vs. NLMK.ME - Dividend Comparison
SIBN.ME's dividend yield for the trailing twelve months is around 9.16%, while NLMK.ME has not paid dividends to shareholders.
| 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
SIBN.ME vs. NLMK.ME - Financials Comparison
This section allows you to compare key financial metrics between Gazprom Neft and Public Joint Stock Company "Novolipetsk Steel". 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
SIBN.ME and NLMK.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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