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ENB-PP.TO vs. LNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ENB-PP.TO vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Enbridge Inc. (ENB-PP.TO) and Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ENB-PP.TO is traded in CAD, while LNG is traded in USD. To make them comparable, the LNG values have been converted to CAD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ENB-PP.TO achieves a 9.81% return, which is significantly lower than LNG's 27.27% return. Over the past 10 years, ENB-PP.TO has underperformed LNG with an annualized return of 11.49%, while LNG has yielded a comparatively higher 23.84% annualized return.


ENB-PP.TO

1D
0.25%
1M
-0.91%
YTD
9.81%
6M
11.64%
1Y
25.24%
3Y*
22.41%
5Y*
11.21%
10Y*
11.49%

LNG

1D
0.66%
1M
2.04%
YTD
27.27%
6M
29.88%
1Y
5.05%
3Y*
21.36%
5Y*
26.96%
10Y*
23.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ENB-PP.TO vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ENB-PP.TO
Enbridge Inc.
9.81%19.26%30.47%14.74%-17.62%44.79%-3.99%6.63%-15.91%19.44%
LNG
Cheniere Energy, Inc.
27.27%-12.86%37.95%12.28%58.76%69.40%-4.04%-1.08%19.18%21.15%

Correlation

The correlation between ENB-PP.TO and LNG is 0.03, 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

0.03

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

0.02

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

0.06

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

0.12

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2012

0.11

The correlation between ENB-PP.TO and LNG shifts across timeframes, from 0.02 (3 years) to 0.12 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

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Return for Risk

ENB-PP.TO vs. LNG — Risk / Return Rank

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

ENB-PP.TO
ENB-PP.TO Risk / Return Rank: 9797
Overall Rank
ENB-PP.TO Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
ENB-PP.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
ENB-PP.TO Omega Ratio Rank: 9898
Omega Ratio Rank
ENB-PP.TO Calmar Ratio Rank: 9494
Calmar Ratio Rank
ENB-PP.TO Martin Ratio Rank: 9797
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.

ENB-PP.TO vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Enbridge Inc. (ENB-PP.TO) 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.


ENB-PP.TOLNGDifference
Sharpe ratioReturn per unit of total volatility

+3.30

Sortino ratioReturn per unit of downside risk

+4.89

Omega ratioGain probability vs. loss probability

1.72

1.06

+0.66

Calmar ratioReturn relative to maximum drawdown

5.99

0.25

+5.74

Martin ratioReturn relative to average drawdown

25.80

0.51

+25.28

ENB-PP.TO vs. LNG - Sharpe Ratio Comparison

The current ENB-PP.TO Sharpe Ratio is 3.52, which is higher than the LNG Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of ENB-PP.TO 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

ENB-PP.TO vs. LNG - Drawdown Comparison

The maximum ENB-PP.TO drawdown since its inception was -50.40%, smaller than the maximum LNG drawdown of -97.73%. Use the drawdown chart below to compare losses from any high point for ENB-PP.TO and LNG.


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Drawdown Indicators


ENB-PP.TOLNGDifference

Max Drawdown

Largest peak-to-trough decline

-50.40%

-97.73%

+47.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.25%

-24.47%

+20.22%

Max Drawdown (3Y)

Largest decline over 3 years

-10.83%

-28.21%

+17.38%

Max Drawdown (5Y)

Largest decline over 5 years

-26.27%

-28.21%

+1.94%

Max Drawdown (10Y)

Largest decline over 10 years

-50.40%

-54.45%

+4.05%

Current Drawdown

Current decline from peak

-1.31%

-17.84%

+16.53%

Average Drawdown

Average peak-to-trough decline

-11.22%

-33.82%

+22.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

11.69%

-10.71%

Volatility

ENB-PP.TO vs. LNG - Volatility Comparison

The current volatility for Enbridge Inc. (ENB-PP.TO) is 1.49%, while Cheniere Energy, Inc. (LNG) has a volatility of 7.62%. This indicates that ENB-PP.TO experiences smaller price fluctuations and is considered to be less risky 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


ENB-PP.TOLNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.49%

7.62%

-6.13%

Volatility (6M)

Calculated over the trailing 6-month period

4.63%

21.79%

-17.16%

Volatility (1Y)

Calculated over the trailing 1-year period

7.23%

27.58%

-20.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.68%

31.03%

-18.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.34%

33.04%

-15.70%

Dividends

ENB-PP.TO vs. LNG - Dividend Comparison

ENB-PP.TO's dividend yield for the trailing twelve months is around 6.15%, more than LNG's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
ENB-PP.TO
Enbridge Inc.
6.15%6.55%6.81%6.54%5.26%4.14%7.62%6.60%6.15%4.92%5.59%5.93%
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

ENB-PP.TO vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between Enbridge 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


3.00B4.00B5.00B6.00B7.00B8.00B9.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.87B
(ENB-PP.TO) Total Revenue
(LNG) Total Revenue
Please note, different currencies. ENB-PP.TO values in CAD, LNG values in USD

Frequently Asked Questions


ENB-PP.TO and LNG have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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