TATNP.ME vs. TATN.ME
TATNP.ME (PJSC Tatneft) and TATN.ME (PJSC Tatneft) are both stocks. Both operate in the Oil & Gas Integrated industry within the Energy sector. Over the past 10 years, TATNP.ME returned 24.28%/yr vs 17.30%/yr for TATN.ME. A 0.69 correlation means they provide meaningful diversification when combined.
Performance
TATNP.ME vs. TATN.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 higher than TATN.ME's 4.94% return. Over the past 10 years, TATNP.ME has outperformed TATN.ME with an annualized return of 24.28%, while TATN.ME has yielded a comparatively lower 17.30% 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%
TATN.ME
- 1D
- -0.80%
- 1M
- 6.87%
- YTD
- 4.94%
- 6M
- 0.89%
- 1Y
- -7.34%
- 3Y*
- 20.79%
- 5Y*
- 15.54%
- 10Y*
- 17.30%
TATNP.ME vs. TATN.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% |
TATN.ME PJSC Tatneft | 4.94% | -16.13% | 9.50% | 154.52% | -18.39% | 3.09% | -31.08% | 21.49% | 63.24% | 26.79% |
Correlation
The correlation between TATNP.ME and TATN.ME is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.95 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.92 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.89 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2002 | 0.69 |
Over the past year, TATNP.ME and TATN.ME have become more correlated (0.95) than their long-term average of 0.69, meaning their price movements have been converging.
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Return for Risk
TATNP.ME vs. TATN.ME — Risk / Return Rank
TATNP.ME
TATN.ME
TATNP.ME vs. TATN.ME - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PJSC Tatneft (TATNP.ME) and PJSC Tatneft (TATN.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 | TATN.ME | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | -0.18 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 0.99 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.35 | -0.24 | -0.11 |
| Martin ratioReturn relative to average drawdown | -0.59 | -0.42 | -0.17 |
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 | TATN.ME | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.32 | -0.21 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.33 | 0.42 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.49 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.73 | 0.54 | +0.19 |
Drawdowns
TATNP.ME vs. TATN.ME - Drawdown Comparison
The maximum TATNP.ME drawdown since its inception was -81.40%, roughly equal to the maximum TATN.ME drawdown of -85.48%. Use the drawdown chart below to compare losses from any high point for TATNP.ME and TATN.ME.
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Drawdown Indicators
| TATNP.ME | TATN.ME | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.40% | -85.48% | +4.08% |
Max Drawdown (1Y)Largest decline over 1 year | -29.00% | -28.71% | -0.29% |
Max Drawdown (3Y)Largest decline over 3 years | -31.56% | -32.03% | +0.47% |
Max Drawdown (5Y)Largest decline over 5 years | -54.28% | -46.74% | -7.54% |
Max Drawdown (10Y)Largest decline over 10 years | -66.16% | -59.89% | -6.27% |
Current DrawdownCurrent decline from peak | -20.10% | -19.99% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -17.08% | -16.84% | -0.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.36% | 16.57% | +0.79% |
Volatility
TATNP.ME vs. TATN.ME - Volatility Comparison
The current volatility for PJSC Tatneft (TATNP.ME) is 7.37%, while PJSC Tatneft (TATN.ME) has a volatility of 7.95%. This indicates that TATNP.ME experiences smaller price fluctuations and is considered to be less risky than TATN.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 | TATN.ME | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.37% | 7.95% | -0.58% |
Volatility (6M)Calculated over the trailing 6-month period | 19.49% | 20.69% | -1.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.48% | 32.40% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.07% | 36.43% | +2.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 36.02% | 35.44% | +0.58% |
Dividends
TATNP.ME vs. TATN.ME - Dividend Comparison
Neither TATNP.ME nor TATN.ME has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TATN.ME PJSC Tatneft | 0.00% | 0.00% | 10.57% | 15.66% | 16.86% | 5.76% | 1.94% | 15.68% | 5.75% | 10.57% | 2.57% | 3.33% |
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. TATN.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 0.95, TATNP.ME and TATN.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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