TATNP.ME vs. LSNGP.ME
TATNP.ME (PJSC Tatneft) and LSNGP.ME (Rosseti Lenenergo) are both stocks. TATNP.ME operates in Oil & Gas Integrated (Energy), while LSNGP.ME operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, TATNP.ME returned 24.28%/yr vs 53.42%/yr for LSNGP.ME. At a 0.20 correlation, their price movements are largely independent.
Performance
TATNP.ME vs. LSNGP.ME - Performance Comparison
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Returns By Period
In the year-to-date period, TATNP.ME achieves a 5.81% return, which is significantly lower than LSNGP.ME's 25.00% return. Over the past 10 years, TATNP.ME has underperformed LSNGP.ME with an annualized return of 24.28%, while LSNGP.ME has yielded a comparatively higher 53.42% 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%
LSNGP.ME
- 1D
- 0.68%
- 1M
- 6.89%
- YTD
- 25.00%
- 6M
- 33.69%
- 1Y
- 69.99%
- 3Y*
- 32.78%
- 5Y*
- 30.83%
- 10Y*
- 53.42%
TATNP.ME vs. LSNGP.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATNP.ME PJSC Tatneft | 5.81% | -20.66% | 8.42% | 134.85% | -12.01% | 2.46% | -33.68% | 70.84% | 55.34% | 83.57% |
LSNGP.ME Rosseti Lenenergo | 25.00% | 40.81% | 24.65% | 91.63% | -17.32% | 23.05% | 36.79% | 46.29% | 32.52% | 110.44% |
Correlation
The correlation between TATNP.ME and LSNGP.ME is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 5, 2006 | 0.20 |
The correlation between TATNP.ME and LSNGP.ME shifts across timeframes, from 0.20 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
TATNP.ME vs. LSNGP.ME — Risk / Return Rank
TATNP.ME
LSNGP.ME
TATNP.ME vs. LSNGP.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATNP.ME) and Rosseti Lenenergo (LSNGP.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.ME | LSNGP.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.89 | ||
| Sortino ratioReturn per unit of downside risk | -3.52 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.56 | -0.59 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | 3.38 | -3.73 |
| Martin ratioReturn relative to average drawdown | -0.59 | 16.49 | -17.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TATNP.ME | LSNGP.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | 2.57 | -2.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.81 | -0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 1.44 | -0.77 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.63 | +0.09 |
Drawdowns
TATNP.ME vs. LSNGP.ME - Drawdown Comparison
The maximum TATNP.ME drawdown since its inception was -81.40%, roughly equal to the maximum LSNGP.ME drawdown of -81.94%. Use the drawdown chart below to compare losses from any high point for TATNP.ME and LSNGP.ME.
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Drawdown Indicators
| TATNP.ME | LSNGP.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.40% | -81.94% | +0.54% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -20.99% | -8.01% |
Max Drawdown (3Y)Largest decline over 3 years | -31.56% | -20.99% | -10.57% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -45.60% | -8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -66.16% | -45.60% | -20.56% |
Current DrawdownCurrent decline from peak | -20.10% | 0.00% | -20.10% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -23.72% | +6.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.36% | 4.32% | +13.04% |
Volatility
TATNP.ME vs. LSNGP.ME - Volatility Comparison
PJSC Tatneft (TATNP.ME) has a higher volatility of 7.37% compared to Rosseti Lenenergo (LSNGP.ME) at 4.83%. This indicates that TATNP.ME's price experiences larger fluctuations and is considered to be riskier than LSNGP.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.ME | LSNGP.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 4.83% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 10.77% | +8.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 27.64% | +3.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.07% | 37.62% | +1.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.02% | 36.78% | -0.76% |
Dividends
TATNP.ME vs. LSNGP.ME - Dividend Comparison
Neither TATNP.ME nor LSNGP.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LSNGP.ME Rosseti Lenenergo | 0.00% | 0.00% | 9.00% | 20.27% | 17.86% | 8.95% | 8.91% | 9.11% | 14.35% | 9.96% | 0.00% | 0.00% |
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. LSNGP.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft and Rosseti Lenenergo. 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
TATNP.ME and LSNGP.ME have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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