SNGSP.ME vs. TATNP.ME
SNGSP.ME (Surgutneftegas Public Joint Stock Company) and TATNP.ME (PJSC Tatneft) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 10 years, SNGSP.ME returned 13.82%/yr vs 24.28%/yr for TATNP.ME. At a 0.43 correlation, their price movements are largely independent.
Performance
SNGSP.ME vs. TATNP.ME - Performance Comparison
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Returns By Period
In the year-to-date period, SNGSP.ME achieves a -0.75% return, which is significantly lower than TATNP.ME's 5.81% return. Over the past 10 years, SNGSP.ME has underperformed TATNP.ME with an annualized return of 13.82%, while TATNP.ME has yielded a comparatively higher 24.28% annualized return.
SNGSP.ME
- 1D
- -0.87%
- 1M
- -1.19%
- YTD
- -0.75%
- 6M
- 8.06%
- 1Y
- -22.31%
- 3Y*
- 23.20%
- 5Y*
- 13.30%
- 10Y*
- 13.82%
TATNP.ME
- 1D
- -0.80%
- 1M
- 5.75%
- YTD
- 5.81%
- 6M
- 1.22%
- 1Y
- -10.34%
- 3Y*
- 14.69%
- 5Y*
- 13.08%
- 10Y*
- 24.28%
SNGSP.ME vs. TATNP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SNGSP.ME Surgutneftegas Public Joint Stock Company | -0.75% | -30.85% | 55.11% | 118.04% | -19.25% | 11.33% | 13.92% | 22.86% | 46.10% | -10.36% |
TATNP.ME PJSC Tatneft | 5.81% | -20.66% | 8.42% | 134.85% | -12.01% | 2.46% | -33.68% | 70.84% | 55.34% | 83.57% |
Correlation
The correlation between SNGSP.ME and TATNP.ME is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.38 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.40 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 1, 2003 | 0.43 |
The correlation between SNGSP.ME and TATNP.ME shifts across timeframes, from 0.29 (10 years) to 0.43 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SNGSP.ME vs. TATNP.ME — Risk / Return Rank
SNGSP.ME
TATNP.ME
SNGSP.ME vs. TATNP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Surgutneftegas Public Joint Stock Company (SNGSP.ME) and PJSC Tatneft (TATNP.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.
| SNGSP.ME | TATNP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.70 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 0.97 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.66 | -0.35 | -0.31 |
| Martin ratioReturn relative to average drawdown | -0.98 | -0.59 | -0.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SNGSP.ME | TATNP.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.80 | -0.32 | -0.47 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.33 | 0.00 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.67 | -0.27 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.50 | 0.73 | -0.23 |
Drawdowns
SNGSP.ME vs. TATNP.ME - Drawdown Comparison
The maximum SNGSP.ME drawdown since its inception was -86.79%, which is greater than TATNP.ME's maximum drawdown of -81.40%. Use the drawdown chart below to compare losses from any high point for SNGSP.ME and TATNP.ME.
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Drawdown Indicators
| SNGSP.ME | TATNP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -86.79% | -81.40% | -5.39% |
Max Drawdown (1Y)Largest decline over 1 year | -32.44% | -29.00% | -3.44% |
Max Drawdown (3Y)Largest decline over 3 years | -39.06% | -31.56% | -7.50% |
Max Drawdown (5Y)Largest decline over 5 years | -39.06% | -54.28% | +15.22% |
Max Drawdown (10Y)Largest decline over 10 years | -39.06% | -66.16% | +27.10% |
Current DrawdownCurrent decline from peak | -31.40% | -20.10% | -11.30% |
Average DrawdownAverage peak-to-trough decline | -20.38% | -17.08% | -3.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 21.91% | 17.36% | +4.55% |
Volatility
SNGSP.ME vs. TATNP.ME - Volatility Comparison
Surgutneftegas Public Joint Stock Company (SNGSP.ME) and PJSC Tatneft (TATNP.ME) have volatilities of 7.69% and 7.37%, 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.
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Volatility by Period
| SNGSP.ME | TATNP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.69% | 7.37% | +0.32% |
Volatility (6M)Calculated over the trailing 6-month period | 17.32% | 19.49% | -2.17% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.85% | 31.48% | -4.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.63% | 39.07% | +0.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.29% | 36.02% | -1.73% |
Dividends
SNGSP.ME vs. TATNP.ME - Dividend Comparison
Neither SNGSP.ME nor TATNP.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SNGSP.ME Surgutneftegas Public Joint Stock Company | 0.00% | 0.00% | 25.08% | 1.44% | 18.23% | 17.46% | 2.32% | 20.20% | 3.50% | 2.13% | 21.58% | 18.56% |
TATNP.ME PJSC Tatneft | 0.00% | 0.00% | 10.75% | 8.77% | 17.26% | 6.27% | 2.30% | 16.23% | 8.13% | 13.86% | 4.66% | 5.31% |
Financials
SNGSP.ME vs. TATNP.ME - Financials Comparison
This section allows you to compare key financial metrics between Surgutneftegas Public Joint Stock Company and PJSC Tatneft. 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
SNGSP.ME and TATNP.ME have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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