TATNP.ME vs. LKOH.ME
Compare and contrast key facts about PJSC Tatneft (TATNP.ME) and PJSC LUKOIL (LKOH.ME).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TATNP.ME or LKOH.ME.
Key characteristics
TATNP.ME | LKOH.ME | |
---|---|---|
YTD Return | 7.39% | 13.64% |
1Y Return | 106.81% | 90.44% |
3Y Return (Ann) | 30.90% | 30.13% |
5Y Return (Ann) | 17.27% | 23.44% |
10Y Return (Ann) | 32.56% | 26.62% |
Sharpe Ratio | 5.48 | 4.11 |
Daily Std Dev | 18.46% | 22.06% |
Max Drawdown | -81.41% | -71.84% |
Current Drawdown | -0.07% | -5.54% |
Fundamentals
TATNP.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 | 0.27 | 0.00 |
Revenue (TTM) | RUB 1.50T | RUB 9.27T |
Gross Profit (TTM) | RUB 910.21B | RUB 2.94T |
EBITDA (TTM) | RUB 430.00B | RUB 1.35T |
Correlation
The correlation between TATNP.ME and LKOH.ME is 0.62, 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
TATNP.ME vs. LKOH.ME - Performance Comparison
In the year-to-date period, TATNP.ME achieves a 7.39% return, which is significantly lower than LKOH.ME's 13.64% return. Over the past 10 years, TATNP.ME has outperformed LKOH.ME with an annualized return of 32.56%, while LKOH.ME has yielded a comparatively lower 26.62% annualized return. 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
TATNP.ME vs. LKOH.ME - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATNP.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
TATNP.ME vs. LKOH.ME - Dividend Comparison
TATNP.ME's dividend yield for the trailing twelve months is around 9.23%, less than LKOH.ME's 16.78% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
PJSC Tatneft | 9.23% | 8.77% | 17.26% | 6.27% | 2.30% | 16.23% | 8.13% | 13.86% | 4.66% | 5.31% | 6.14% | 7.08% |
PJSC LUKOIL | 16.78% | 19.07% | 19.47% | 8.42% | 7.66% | 5.62% | 4.50% | 6.15% | 5.42% | 6.78% | 5.39% | 4.90% |
Drawdowns
TATNP.ME vs. LKOH.ME - Drawdown Comparison
The maximum TATNP.ME drawdown since its inception was -81.41%, 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 TATNP.ME and LKOH.ME. For additional features, visit the drawdowns tool.
Volatility
TATNP.ME vs. LKOH.ME - Volatility Comparison
The current volatility for PJSC Tatneft (TATNP.ME) is 5.55%, while PJSC LUKOIL (LKOH.ME) has a volatility of 6.13%. This indicates that TATNP.ME experiences smaller price fluctuations and is considered to be less risky than LKOH.ME based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TATNP.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