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EME vs. LNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

EME vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in EMCOR Group, Inc. (EME) and Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, EME achieves a 34.68% return, which is significantly higher than LNG's 24.74% return. Over the past 10 years, EME has outperformed LNG with an annualized return of 33.61%, while LNG has yielded a comparatively lower 22.78% annualized return.


EME

1D
1.42%
1M
-10.83%
YTD
34.68%
6M
32.12%
1Y
73.63%
3Y*
67.29%
5Y*
45.87%
10Y*
33.61%

LNG

1D
0.47%
1M
0.79%
YTD
24.74%
6M
28.05%
1Y
3.66%
3Y*
19.57%
5Y*
23.34%
10Y*
22.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

EME vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
EME
EMCOR Group, Inc.
34.68%35.05%111.27%46.03%16.81%39.93%6.47%45.18%-26.68%16.09%
LNG
Cheniere Energy, Inc.
24.74%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Correlation

The correlation between EME and LNG is -0.00, 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

-0.00

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Apr 11, 1997

0.23

The correlation between EME and LNG shifts across timeframes, from -0.00 (1 year) to 0.26 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

EME:

$37.08B

LNG:

$50.79B

EPS

EME:

$29.65

LNG:

$6.80

PE Ratio

EME:

27.76

LNG:

35.48

PEG Ratio

EME:

0.65

LNG:

0.19

PS Ratio

EME:

2.09

LNG:

2.58

PB Ratio

EME:

9.59

LNG:

13.53

Total Revenue (TTM)

EME:

$17.75B

LNG:

$20.28B

Gross Profit (TTM)

EME:

$3.47B

LNG:

$5.52B

EBITDA (TTM)

EME:

$2.03B

LNG:

$5.81B

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Return for Risk

EME vs. LNG — Risk / Return Rank

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

EME
EME Risk / Return Rank: 8585
Overall Rank
EME Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
EME Sortino Ratio Rank: 8282
Sortino Ratio Rank
EME Omega Ratio Rank: 8686
Omega Ratio Rank
EME Calmar Ratio Rank: 8484
Calmar Ratio Rank
EME Martin Ratio Rank: 8383
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 4444
Overall Rank
LNG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 4141
Sortino Ratio Rank
LNG Omega Ratio Rank: 4141
Omega Ratio Rank
LNG Calmar Ratio Rank: 4747
Calmar Ratio Rank
LNG Martin Ratio Rank: 4646
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.

EME vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for EMCOR Group, Inc. (EME) and Cheniere Energy, Inc. (LNG). 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.


EMELNGDifference
Sharpe ratioReturn per unit of total volatility

+1.78

Sortino ratioReturn per unit of downside risk

+1.92

Omega ratioGain probability vs. loss probability

1.35

1.05

+0.30

Calmar ratioReturn relative to maximum drawdown

2.94

0.15

+2.79

Martin ratioReturn relative to average drawdown

7.26

0.31

+6.95

EME vs. LNG - Sharpe Ratio Comparison

The current EME Sharpe Ratio is 1.92, which is higher than the LNG Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of EME and LNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

EME vs. LNG - Drawdown Comparison

The maximum EME drawdown since its inception was -70.56%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for EME and LNG.


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Drawdown Indicators


EMELNGDifference

Max Drawdown

Largest peak-to-trough decline

-70.56%

-97.84%

+27.28%

Max Drawdown (1Y)

Largest decline over 1 year

-25.15%

-24.09%

-1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-36.19%

-24.87%

-11.32%

Max Drawdown (5Y)

Largest decline over 5 years

-36.19%

-24.87%

-11.32%

Max Drawdown (10Y)

Largest decline over 10 years

-48.00%

-57.53%

+9.53%

Current Drawdown

Current decline from peak

-12.79%

-18.55%

+5.76%

Average Drawdown

Average peak-to-trough decline

-15.36%

-43.14%

+27.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.18%

11.88%

-1.70%

Volatility

EME vs. LNG - Volatility Comparison

EMCOR Group, Inc. (EME) has a higher volatility of 10.65% compared to Cheniere Energy, Inc. (LNG) at 7.19%. This indicates that EME's price experiences larger fluctuations and is considered to be riskier than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


EMELNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.65%

7.19%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

26.55%

21.49%

+5.06%

Volatility (1Y)

Calculated over the trailing 1-year period

38.62%

27.02%

+11.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.44%

30.27%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.04%

32.50%

+0.54%

Dividends

EME vs. LNG - Dividend Comparison

EME's dividend yield for the trailing twelve months is around 0.16%, less than LNG's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
EME
EMCOR Group, Inc.
0.16%0.16%0.20%0.32%0.36%0.41%0.35%0.37%0.54%0.39%0.45%0.67%
LNG
Cheniere Energy, Inc.
0.90%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

EME vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between EMCOR Group, Inc. and Cheniere Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B20222023202420252026
4.63B
5.87B
(EME) Total Revenue
(LNG) Total Revenue
Values in USD except per share items

EME vs. LNG - Profitability Comparison

The chart below illustrates the profitability comparison between EMCOR Group, Inc. and Cheniere Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%20222023202420252026
18.7%
0
Portfolio components
EME - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a gross profit of 863.95M and revenue of 4.63B. Therefore, the gross margin over that period was 18.7%.

LNG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a gross profit of 0.00 and revenue of 5.87B. Therefore, the gross margin over that period was 0.0%.

EME - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported an operating income of 403.85M and revenue of 4.63B, resulting in an operating margin of 8.7%.

LNG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported an operating income of -3.49B and revenue of 5.87B, resulting in an operating margin of -59.4%.

EME - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, EMCOR Group, Inc. reported a net income of 305.48M and revenue of 4.63B, resulting in a net margin of 6.6%.

LNG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a net income of -3.50B and revenue of 5.87B, resulting in a net margin of -59.7%.


Frequently Asked Questions


EME and LNG have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EME has higher volatility (10.65%) compared to LNG (7.19%). In terms of maximum drawdown, EME dropped -70.56% vs LNG's -97.84%.

EME currently has the higher Sharpe Ratio (1.92 vs 0.14), 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

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