PortfoliosLab logoPortfoliosLab logo
CNEQ vs. CQP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CNEQ vs. CQP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Alger Concentrated Equity ETF (CNEQ) and Cheniere Energy Partners, L.P. (CQP). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, CNEQ achieves a 13.44% return, which is significantly lower than CQP's 21.40% return.


CNEQ

1D
0.41%
1M
-2.01%
YTD
13.44%
6M
14.69%
1Y
40.95%
3Y*
5Y*
10Y*

CQP

1D
-3.81%
1M
-0.79%
YTD
21.40%
6M
22.64%
1Y
16.02%
3Y*
19.41%
5Y*
15.15%
10Y*
14.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNEQ vs. CQP - Yearly Performance Comparison


2026 (YTD)20252024
CNEQ
Alger Concentrated Equity ETF
13.44%33.61%29.82%
CQP
Cheniere Energy Partners, L.P.
21.40%6.80%13.14%

Correlation

The correlation between CNEQ and CQP is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.05

Correlation (All Time)
Calculated using the full available price history since Apr 5, 2024

0.04

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

CNEQ vs. CQP — Risk / Return Rank

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

CNEQ
CNEQ Risk / Return Rank: 5050
Overall Rank
CNEQ Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CNEQ Sortino Ratio Rank: 5151
Sortino Ratio Rank
CNEQ Omega Ratio Rank: 5353
Omega Ratio Rank
CNEQ Calmar Ratio Rank: 4646
Calmar Ratio Rank
CNEQ Martin Ratio Rank: 4444
Martin Ratio Rank

CQP
CQP Risk / Return Rank: 6161
Overall Rank
CQP Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
CQP Sortino Ratio Rank: 5656
Sortino Ratio Rank
CQP Omega Ratio Rank: 5555
Omega Ratio Rank
CQP Calmar Ratio Rank: 6464
Calmar Ratio Rank
CQP Martin Ratio Rank: 6666
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.

CNEQ vs. CQP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alger Concentrated Equity ETF (CNEQ) and Cheniere Energy Partners, L.P. (CQP). 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.


CNEQCQPDifference
Sharpe ratioReturn per unit of total volatility

+1.10

Sortino ratioReturn per unit of downside risk

+1.22

Omega ratioGain probability vs. loss probability

1.29

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

2.04

1.04

+1.00

Martin ratioReturn relative to average drawdown

6.33

2.51

+3.82

CNEQ vs. CQP - Sharpe Ratio Comparison

The current CNEQ Sharpe Ratio is 1.69, which is higher than the CQP Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of CNEQ and CQP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

CNEQ vs. CQP - Drawdown Comparison

The maximum CNEQ drawdown since its inception was -27.58%, smaller than the maximum CQP drawdown of -78.70%. Use the drawdown chart below to compare losses from any high point for CNEQ and CQP.


Loading charts...

Drawdown Indicators


CNEQCQPDifference

Max Drawdown

Largest peak-to-trough decline

-27.58%

-78.70%

+51.12%

Max Drawdown (1Y)

Largest decline over 1 year

-19.30%

-14.72%

-4.58%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

Max Drawdown (5Y)

Largest decline over 5 years

-29.12%

Max Drawdown (10Y)

Largest decline over 10 years

-60.31%

Current Drawdown

Current decline from peak

-6.11%

-8.77%

+2.66%

Average Drawdown

Average peak-to-trough decline

-4.89%

-14.73%

+9.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

6.41%

-0.21%

Volatility

CNEQ vs. CQP - Volatility Comparison

The current volatility for Alger Concentrated Equity ETF (CNEQ) is 8.66%, while Cheniere Energy Partners, L.P. (CQP) has a volatility of 9.30%. This indicates that CNEQ experiences smaller price fluctuations and is considered to be less risky than CQP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


CNEQCQPDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.66%

9.30%

-0.64%

Volatility (6M)

Calculated over the trailing 6-month period

18.32%

19.67%

-1.35%

Volatility (1Y)

Calculated over the trailing 1-year period

23.32%

26.21%

-2.89%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.77%

32.44%

-5.67%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.77%

32.14%

-5.37%

Dividends

CNEQ vs. CQP - Dividend Comparison

CNEQ's dividend yield for the trailing twelve months is around 0.46%, less than CQP's 5.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CNEQ
Alger Concentrated Equity ETF
0.46%0.52%0.16%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CQP
Cheniere Energy Partners, L.P.
5.17%6.15%5.06%8.36%6.82%6.30%7.28%6.08%6.07%5.79%5.90%6.52%

Frequently Asked Questions


CNEQ and CQP have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CQP has higher volatility (9.30%) compared to CNEQ (8.66%). In terms of maximum drawdown, CNEQ dropped -27.58% vs CQP's -78.70%.

CNEQ currently has the higher Sharpe Ratio (1.69 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for CNEQ and CQP

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer