TATN.ME vs. LKOH.ME
Compare and contrast key facts about PJSC Tatneft (TATN.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATN.ME or LKOH.ME.
Key characteristics
| TATN.ME | LKOH.ME | |
|---|---|---|
| YTD Return | -6.50% | 3.41% |
| 1Y Return | 7.16% | 4.36% |
| 3Y Return (Ann) | 21.60% | 18.62% |
| 5Y Return (Ann) | 6.82% | 16.99% |
| 10Y Return (Ann) | 20.26% | 24.14% |
| Sharpe Ratio | 0.40 | 0.31 |
| Sortino Ratio | 0.71 | 0.61 |
| Omega Ratio | 1.09 | 1.08 |
| Calmar Ratio | 0.43 | 0.26 |
| Martin Ratio | 1.01 | 0.57 |
| Ulcer Index | 9.44% | 11.47% |
| Daily Std Dev | 23.42% | 20.93% |
| Max Drawdown | -85.48% | -71.84% |
| Current Drawdown | -13.42% | -14.04% |
Fundamentals
| TATN.ME | LKOH.ME | |
|---|---|---|
| Market Cap | RUB 1.50T | RUB 5.05T |
| EPS | RUB 129.95 | RUB 1.13K |
| PE Ratio | 4.51 | 6.17 |
| PEG Ratio | 0.71 | 0.00 |
Correlation
The correlation between TATN.ME and LKOH.ME is 0.70, 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. LKOH.ME - Performance Comparison
In the year-to-date period, TATN.ME achieves a -6.50% return, which is significantly lower than LKOH.ME's 3.41% return. Over the past 10 years, TATN.ME has underperformed LKOH.ME with an annualized return of 20.26%, while LKOH.ME has yielded a comparatively higher 24.14% 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
TATN.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.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
TATN.ME vs. LKOH.ME - Dividend Comparison
TATN.ME's dividend yield for the trailing twelve months is around 12.38%, which matches LKOH.ME's 12.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 12.38% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% | 3.60% | 4.14% |
LKOH.ME PJSC LUKOIL | 12.37% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
TATN.ME vs. LKOH.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, 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 TATN.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
TATN.ME vs. LKOH.ME - Volatility Comparison
PJSC Tatneft (TATN.ME) has a higher volatility of 10.18% compared to PJSC LUKOIL (LKOH.ME) at 5.95%. This indicates that TATN.ME's price experiences larger fluctuations and is considered to be riskier than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATN.ME vs. LKOH.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft 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