TATN.ME vs. IRAO.ME
Compare and contrast key facts about PJSC Tatneft (TATN.ME) and Public Joint Stock Company Inter RAO UES (IRAO.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATN.ME or IRAO.ME.
Key characteristics
| TATN.ME | IRAO.ME | |
|---|---|---|
| YTD Return | -6.23% | 6.18% |
| 1Y Return | 8.89% | -1.67% |
| 3Y Return (Ann) | 21.69% | 1.25% |
| 5Y Return (Ann) | 7.16% | 3.18% |
| 10Y Return (Ann) | 20.28% | 20.42% |
| Sharpe Ratio | 0.35 | -0.02 |
| Sortino Ratio | 0.64 | 0.12 |
| Omega Ratio | 1.08 | 1.02 |
| Calmar Ratio | 0.37 | -0.01 |
| Martin Ratio | 0.87 | -0.04 |
| Ulcer Index | 9.47% | 7.92% |
| Daily Std Dev | 23.42% | 20.34% |
| Max Drawdown | -85.48% | -99.91% |
| Current Drawdown | -13.17% | -27.97% |
Fundamentals
| TATN.ME | IRAO.ME | |
|---|---|---|
| Market Cap | RUB 1.50T | RUB 438.69B |
| EPS | RUB 129.95 | RUB 1.30 |
| PE Ratio | 4.51 | 4.28 |
| PEG Ratio | 0.71 | 0.00 |
Correlation
The correlation between TATN.ME and IRAO.ME is 0.53, 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
TATN.ME vs. IRAO.ME - Performance Comparison
In the year-to-date period, TATN.ME achieves a -6.23% return, which is significantly lower than IRAO.ME's 6.18% return. Both investments have delivered pretty close results over the past 10 years, with TATN.ME having a 20.28% annualized return and IRAO.ME not far ahead at 20.42%. 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
TATN.ME vs. IRAO.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.ME) and Public Joint Stock Company Inter RAO UES (IRAO.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
TATN.ME vs. IRAO.ME - Dividend Comparison
TATN.ME's dividend yield for the trailing twelve months is around 12.35%, more than IRAO.ME's 6.42% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 12.35% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% | 3.60% | 4.14% |
IRAO.ME Public Joint Stock Company Inter RAO UES | 6.42% | 7.16% | 6.96% | 4.23% | 3.69% | 3.40% | 3.36% | 4.32% | 0.46% | 0.09% | 0.00% | 0.00% |
Drawdowns
TATN.ME vs. IRAO.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, smaller than the maximum IRAO.ME drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for TATN.ME and IRAO.ME. For additional features, visit the drawdowns tool.
Volatility
TATN.ME vs. IRAO.ME - Volatility Comparison
PJSC Tatneft (TATN.ME) has a higher volatility of 10.05% compared to Public Joint Stock Company Inter RAO UES (IRAO.ME) at 5.42%. This indicates that TATN.ME's price experiences larger fluctuations and is considered to be riskier than IRAO.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATN.ME vs. IRAO.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft and Public Joint Stock Company Inter RAO UES. 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