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TATNP.ME vs. IRAO.ME
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TATNP.ME vs. IRAO.ME - Performance Comparison

The chart below illustrates the hypothetical performance of a RUB 10,000 investment in PJSC Tatneft (TATNP.ME) and Public Joint Stock Company Inter RAO UES (IRAO.ME). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, TATNP.ME achieves a 5.81% return, which is significantly higher than IRAO.ME's 3.45% return. Over the past 10 years, TATNP.ME has outperformed IRAO.ME with an annualized return of 24.28%, while IRAO.ME has yielded a comparatively lower 8.61% annualized return.


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%

IRAO.ME

1D
-0.34%
1M
2.55%
YTD
3.45%
6M
10.27%
1Y
-12.71%
3Y*
-5.89%
5Y*
-3.80%
10Y*
8.61%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TATNP.ME vs. IRAO.ME - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TATNP.ME
PJSC Tatneft
5.81%-20.66%8.42%134.85%-12.01%2.46%-33.68%70.84%55.34%83.57%
IRAO.ME
Public Joint Stock Company Inter RAO UES
3.45%-16.33%-0.19%25.03%-13.62%-16.57%9.72%35.84%17.87%-7.79%

Correlation

The correlation between TATNP.ME and IRAO.ME is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.49

Correlation (5Y)
Calculated over the trailing 5-year period

0.48

Correlation (10Y)
Calculated over the trailing 10-year period

0.32

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2008

0.31

The correlation between TATNP.ME and IRAO.ME shifts across timeframes, from 0.31 (all time) to 0.49 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

TATNP.ME vs. IRAO.ME — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TATNP.ME
TATNP.ME Risk / Return Rank: 2727
Overall Rank
TATNP.ME Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
TATNP.ME Sortino Ratio Rank: 2424
Sortino Ratio Rank
TATNP.ME Omega Ratio Rank: 2525
Omega Ratio Rank
TATNP.ME Calmar Ratio Rank: 3030
Calmar Ratio Rank
TATNP.ME Martin Ratio Rank: 3131
Martin Ratio Rank

IRAO.ME
IRAO.ME Risk / Return Rank: 2121
Overall Rank
IRAO.ME Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
IRAO.ME Sortino Ratio Rank: 1818
Sortino Ratio Rank
IRAO.ME Omega Ratio Rank: 1717
Omega Ratio Rank
IRAO.ME Calmar Ratio Rank: 2727
Calmar Ratio Rank
IRAO.ME Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

TATNP.ME vs. IRAO.ME - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATNP.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.


TATNP.MEIRAO.MEDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.31

Omega ratioGain probability vs. loss probability

0.97

0.91

+0.05

Calmar ratioReturn relative to maximum drawdown

-0.35

-0.44

+0.08

Martin ratioReturn relative to average drawdown

-0.59

-0.79

+0.20

TATNP.ME vs. IRAO.ME - Sharpe Ratio Comparison

The current TATNP.ME Sharpe Ratio is -0.32, which is higher than the IRAO.ME Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of TATNP.ME and IRAO.ME, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


TATNP.MEIRAO.MEDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.32

-0.55

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.33

-0.08

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.67

0.21

+0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.00

+0.73

Drawdowns

TATNP.ME vs. IRAO.ME - Drawdown Comparison

The maximum TATNP.ME drawdown since its inception was -81.40%, smaller than the maximum IRAO.ME drawdown of -99.91%. Use the drawdown chart below to compare losses from any high point for TATNP.ME and IRAO.ME.


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Drawdown Indicators


TATNP.MEIRAO.MEDifference

Max Drawdown

Largest peak-to-trough decline

-81.40%

-99.91%

+18.51%

Max Drawdown (1Y)

Largest decline over 1 year

-29.00%

-28.17%

-0.83%

Max Drawdown (3Y)

Largest decline over 3 years

-31.56%

-37.92%

+6.36%

Max Drawdown (5Y)

Largest decline over 5 years

-54.28%

-66.68%

+12.40%

Max Drawdown (10Y)

Largest decline over 10 years

-66.16%

-71.87%

+5.71%

Current Drawdown

Current decline from peak

-20.10%

-41.39%

+21.29%

Average Drawdown

Average peak-to-trough decline

-17.08%

-54.30%

+37.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

17.36%

9.42%

+7.94%

Volatility

TATNP.ME vs. IRAO.ME - Volatility Comparison

PJSC Tatneft (TATNP.ME) has a higher volatility of 7.37% compared to Public Joint Stock Company Inter RAO UES (IRAO.ME) at 3.31%. This indicates that TATNP.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.


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Volatility by Period


TATNP.MEIRAO.MEDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

3.31%

+4.06%

Volatility (6M)

Calculated over the trailing 6-month period

19.49%

12.19%

+7.30%

Volatility (1Y)

Calculated over the trailing 1-year period

31.48%

22.61%

+8.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.07%

47.84%

-8.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.02%

39.94%

-3.92%

Dividends

TATNP.ME vs. IRAO.ME - Dividend Comparison

Neither TATNP.ME nor IRAO.ME has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
IRAO.ME
Public Joint Stock Company Inter RAO UES
0.00%0.00%6.83%7.16%6.96%4.23%3.69%3.40%3.36%4.32%0.46%0.09%
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

TATNP.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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in RUB except per share items

Frequently Asked Questions


TATNP.ME and IRAO.ME have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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