TATNP.ME vs. PHOR.ME
TATNP.ME (PJSC Tatneft) and PHOR.ME (Public Joint-Stock Company PhosAgro) are both stocks. TATNP.ME operates in Oil & Gas Integrated (Energy), while PHOR.ME operates in Agricultural Inputs (Basic Materials). Over the past 10 years, TATNP.ME returned 25.94%/yr vs 18.67%/yr for PHOR.ME. At a 0.25 correlation, their price movements are largely independent.
Performance
TATNP.ME vs. PHOR.ME - Performance Comparison
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Returns By Period
In the year-to-date period, TATNP.ME achieves a 4.64% return, which is significantly higher than PHOR.ME's -3.93% return. Over the past 10 years, TATNP.ME has outperformed PHOR.ME with an annualized return of 25.94%, while PHOR.ME has yielded a comparatively lower 18.67% annualized return.
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%
PHOR.ME
- 1D
- 1.02%
- 1M
- -9.42%
- YTD
- -3.93%
- 6M
- -5.06%
- 1Y
- 3.23%
- 3Y*
- 1.13%
- 5Y*
- 16.45%
- 10Y*
- 18.67%
TATNP.ME vs. PHOR.ME - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TATNP.ME PJSC Tatneft | 4.64% | -10.32% | 11.40% | 134.07% | -12.94% | 2.91% | -33.87% | 73.61% | 51.64% | 81.62% |
PHOR.ME Public Joint-Stock Company PhosAgro | -3.93% | 5.09% | 7.30% | 19.01% | 29.41% | 107.99% | 44.84% | 5.02% | 5.96% | 0.74% |
Correlation
The correlation between TATNP.ME and PHOR.ME is 0.35, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.35 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.42 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Jul 18, 2011 | 0.25 |
The correlation between TATNP.ME and PHOR.ME shifts across timeframes, from 0.25 (all time) to 0.42 (3 years), reflecting how their relationship changes across market environments.
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Return for Risk
TATNP.ME vs. PHOR.ME — Risk / Return Rank
TATNP.ME
PHOR.ME
TATNP.ME vs. PHOR.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 PhosAgro (PHOR.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.
| TATNP.ME | PHOR.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.04 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.14 | 0.14 | -0.28 |
| Martin ratioReturn relative to average drawdown | -0.26 | 0.38 | -0.64 |
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Drawdowns
TATNP.ME vs. PHOR.ME - Drawdown Comparison
The maximum TATNP.ME drawdown since its inception was -96.83%, which is greater than PHOR.ME's maximum drawdown of -34.04%. Use the drawdown chart below to compare losses from any high point for TATNP.ME and PHOR.ME.
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Drawdown Indicators
| TATNP.ME | PHOR.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.83% | -34.04% | -62.79% |
Max Drawdown (1Y)Largest decline over 1 year | -27.84% | -22.51% | -5.33% |
Max Drawdown (3Y)Largest decline over 3 years | -27.84% | -29.92% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | -54.43% | -29.92% | -24.51% |
Max Drawdown (10Y)Largest decline over 10 years | -66.23% | -29.92% | -36.31% |
Current DrawdownCurrent decline from peak | -15.65% | -21.21% | +5.56% |
Average DrawdownAverage peak-to-trough decline | -47.75% | -9.68% | -38.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.71% | 9.18% | +0.53% |
Volatility
TATNP.ME vs. PHOR.ME - Volatility Comparison
The current volatility for PJSC Tatneft (TATNP.ME) is 5.52%, while Public Joint-Stock Company PhosAgro (PHOR.ME) has a volatility of 6.21%. This indicates that TATNP.ME experiences smaller price fluctuations and is considered to be less risky than PHOR.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 | PHOR.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.52% | 6.21% | -0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 19.78% | 14.95% | +4.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.26% | 17.90% | +8.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.60% | 32.38% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.86% | 26.92% | +6.94% |
Dividends
TATNP.ME vs. PHOR.ME - Dividend Comparison
TATNP.ME's dividend yield for the trailing twelve months is around 4.03%, less than PHOR.ME's 4.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PHOR.ME Public Joint-Stock Company PhosAgro | 4.46% | 5.65% | 8.64% | 15.49% | 17.18% | 9.52% | 9.57% | 10.34% | 4.14% | 4.56% | 8.31% | 4.96% |
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
TATNP.ME vs. PHOR.ME - Financials Comparison
This section allows you to compare key financial metrics between PJSC Tatneft and Public Joint-Stock Company PhosAgro. 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 PHOR.ME have a correlation of 0.35, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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