TATN.ME vs. TATNP.ME
TATN.ME (PJSC Tatneft) 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, TATN.ME returned 17.64%/yr vs 25.94%/yr for TATNP.ME. A 0.57 correlation means they provide meaningful diversification when combined.
Performance
TATN.ME vs. TATNP.ME - Performance Comparison
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Returns By Period
In the year-to-date period, TATN.ME achieves a 4.19% return, which is significantly lower than TATNP.ME's 4.64% return. Over the past 10 years, TATN.ME has underperformed TATNP.ME with an annualized return of 17.64%, while TATNP.ME has yielded a comparatively higher 25.94% annualized return.
TATN.ME
- 1D
- -1.29%
- 1M
- -0.43%
- YTD
- 4.19%
- 6M
- 0.77%
- 1Y
- -5.30%
- 3Y*
- 22.46%
- 5Y*
- 15.73%
- 10Y*
- 17.64%
TATNP.ME
- 1D
- -0.96%
- 1M
- -2.29%
- YTD
- 4.64%
- 6M
- 1.80%
- 1Y
- -7.38%
- 3Y*
- 20.08%
- 5Y*
- 15.69%
- 10Y*
- 25.94%
TATN.ME vs. TATNP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 4.19% | -5.53% | 12.30% | 129.70% | -18.86% | 2.98% | -31.17% | 20.85% | 62.87% | 26.49% |
TATNP.ME PJSC Tatneft | 4.64% | -10.32% | 11.40% | 134.07% | -12.94% | 2.91% | -33.87% | 73.61% | 51.64% | 81.62% |
Correlation
The correlation between TATN.ME and TATNP.ME is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.94 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.94 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.91 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Nov 28, 2006 | 0.57 |
Over the past year, TATN.ME and TATNP.ME have become more correlated (0.94) than their long-term average of 0.57, meaning their price movements have been converging.
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Return for Risk
TATN.ME vs. TATNP.ME — Risk / Return Rank
TATN.ME
TATNP.ME
TATN.ME vs. TATNP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATN.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.
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.
| TATN.ME | TATNP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.00 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.02 | -0.14 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.04 | -0.26 | +0.23 |
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Drawdowns
TATN.ME vs. TATNP.ME - Drawdown Comparison
The maximum TATN.ME drawdown since its inception was -85.48%, smaller than the maximum TATNP.ME drawdown of -96.83%. Use the drawdown chart below to compare losses from any high point for TATN.ME and TATNP.ME.
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Drawdown Indicators
| TATN.ME | TATNP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -85.48% | -96.83% | +11.35% |
Max Drawdown (1Y)Largest decline over 1 year | -27.29% | -27.84% | +0.55% |
Max Drawdown (3Y)Largest decline over 3 years | -27.29% | -27.84% | +0.55% |
Max Drawdown (5Y)Largest decline over 5 years | -46.77% | -54.43% | +7.66% |
Max Drawdown (10Y)Largest decline over 10 years | -59.96% | -66.23% | +6.27% |
Current DrawdownCurrent decline from peak | -14.92% | -15.65% | +0.73% |
Average DrawdownAverage peak-to-trough decline | -16.77% | -47.75% | +30.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.76% | 9.71% | +1.05% |
Volatility
TATN.ME vs. TATNP.ME - Volatility Comparison
PJSC Tatneft (TATN.ME) has a higher volatility of 7.05% compared to PJSC Tatneft (TATNP.ME) at 5.52%. This indicates that TATN.ME's price experiences larger fluctuations and is considered to be riskier than TATNP.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TATN.ME | TATNP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.05% | 5.52% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 20.96% | 19.78% | +1.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.91% | 26.26% | +1.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.41% | 36.60% | -2.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.54% | 33.86% | -0.32% |
Dividends
TATN.ME vs. TATNP.ME - Dividend Comparison
TATN.ME's dividend yield for the trailing twelve months is around 3.77%, less than TATNP.ME's 4.03% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 3.77% | 12.89% | 14.30% | 8.75% | 16.88% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% |
TATNP.ME PJSC Tatneft | 4.03% | 13.81% | 14.48% | 8.77% | 17.23% | 6.25% | 2.31% | 16.23% | 8.31% | 13.86% | 4.66% | 5.31% |
Financials
TATN.ME vs. TATNP.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft 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
With a correlation of 0.94, TATN.ME and TATNP.ME move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
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