SNGSP.ME vs. LKOH.ME
Compare and contrast key facts about Surgutneftegas Public Joint Stock Company (SNGSP.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SNGSP.ME or LKOH.ME.
Key characteristics
| SNGSP.ME | LKOH.ME | |
|---|---|---|
| YTD Return | 29.62% | 16.08% |
| 1Y Return | 129.69% | 94.25% |
| 3Y Return (Ann) | 32.39% | 30.36% |
| 5Y Return (Ann) | 28.69% | 23.95% |
| 10Y Return (Ann) | 26.41% | 26.63% |
| Sharpe Ratio | 5.72 | 4.20 |
| Daily Std Dev | 26.69% | 22.14% |
| Max Drawdown | -86.79% | -71.84% |
| Current Drawdown | -0.39% | -3.51% |
Fundamentals
| SNGSP.ME | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 1.63T | RUB 5.05T |
| EPS | RUB 11.35 | RUB 1.13K |
| PE Ratio | 3.16 | 6.17 |
| PEG Ratio | 0.00 | 0.00 |
| Revenue (TTM) | RUB 1.42T | RUB 9.27T |
| Gross Profit (TTM) | RUB 928.11B | RUB 2.94T |
| EBITDA (TTM) | RUB 401.11B | RUB 1.35T |
Correlation
The correlation between SNGSP.ME and LKOH.ME is 0.51, 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
SNGSP.ME vs. LKOH.ME - Performance Comparison
In the year-to-date period, SNGSP.ME achieves a 29.62% return, which is significantly higher than LKOH.ME's 16.08% return. Both investments have delivered pretty close results over the past 10 years, with SNGSP.ME having a 26.41% annualized return and LKOH.ME not far ahead at 26.63%. 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
SNGSP.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGSP.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
SNGSP.ME vs. LKOH.ME - Dividend Comparison
SNGSP.ME's dividend yield for the trailing twelve months is around 1.11%, less than LKOH.ME's 16.43% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGSP.ME Surgutneftegas Public Joint Stock Company | 1.11% | 1.44% | 18.23% | 17.46% | 2.32% | 20.20% | 3.50% | 2.13% | 21.58% | 18.56% | 8.00% | 5.72% |
LKOH.ME PJSC LUKOIL | 16.43% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
SNGSP.ME vs. LKOH.ME - Drawdown Comparison
The maximum SNGSP.ME drawdown since its inception was -86.79%, 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 SNGSP.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
SNGSP.ME vs. LKOH.ME - Volatility Comparison
The current volatility for Surgutneftegas Public Joint Stock Company (SNGSP.ME) is 6.08%, while PJSC LUKOIL (LKOH.ME) has a volatility of 6.47%. This indicates that SNGSP.ME experiences smaller price fluctuations and is considered to be less risky than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
SNGSP.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock 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