PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EOG vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EOG and LNG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

EOG vs. LNG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
9.16%
40.41%
EOG
LNG

Key characteristics

Sharpe Ratio

EOG:

1.22

LNG:

2.73

Sortino Ratio

EOG:

1.73

LNG:

3.83

Omega Ratio

EOG:

1.22

LNG:

1.47

Calmar Ratio

EOG:

1.29

LNG:

3.61

Martin Ratio

EOG:

3.96

LNG:

13.70

Ulcer Index

EOG:

6.81%

LNG:

4.17%

Daily Std Dev

EOG:

22.17%

LNG:

20.92%

Max Drawdown

EOG:

-77.13%

LNG:

-97.84%

Current Drawdown

EOG:

-0.36%

LNG:

-0.35%

Fundamentals

Market Cap

EOG:

$77.65B

LNG:

$56.91B

EPS

EOG:

$12.40

LNG:

$15.67

PE Ratio

EOG:

11.01

LNG:

16.13

PEG Ratio

EOG:

66.45

LNG:

0.60

Total Revenue (TTM)

EOG:

$17.78B

LNG:

$11.27B

Gross Profit (TTM)

EOG:

$9.22B

LNG:

$6.72B

EBITDA (TTM)

EOG:

$9.82B

LNG:

$5.34B

Returns By Period

In the year-to-date period, EOG achieves a 12.21% return, which is significantly lower than LNG's 17.63% return. Over the past 10 years, EOG has underperformed LNG with an annualized return of 7.05%, while LNG has yielded a comparatively higher 13.43% annualized return.


EOG

YTD

12.21%

1M

15.55%

6M

9.16%

1Y

27.49%

5Y*

15.68%

10Y*

7.05%

LNG

YTD

17.63%

1M

22.31%

6M

39.61%

1Y

57.26%

5Y*

31.77%

10Y*

13.43%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

EOG vs. LNG — Risk-Adjusted Performance Rank

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

EOG
The Risk-Adjusted Performance Rank of EOG is 7878
Overall Rank
The Sharpe Ratio Rank of EOG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of EOG is 7676
Sortino Ratio Rank
The Omega Ratio Rank of EOG is 7474
Omega Ratio Rank
The Calmar Ratio Rank of EOG is 8383
Calmar Ratio Rank
The Martin Ratio Rank of EOG is 7777
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 9595
Overall Rank
The Sharpe Ratio Rank of LNG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 9595
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EOG vs. LNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for EOG Resources, Inc. (EOG) 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.


Sharpe ratio
The chart of Sharpe ratio for EOG, currently valued at 1.22, compared to the broader market-2.000.002.004.001.222.73
The chart of Sortino ratio for EOG, currently valued at 1.73, compared to the broader market-4.00-2.000.002.004.001.733.83
The chart of Omega ratio for EOG, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.47
The chart of Calmar ratio for EOG, currently valued at 1.29, compared to the broader market0.002.004.006.001.293.61
The chart of Martin ratio for EOG, currently valued at 3.96, compared to the broader market-10.000.0010.0020.0030.003.9613.70
EOG
LNG

The current EOG Sharpe Ratio is 1.22, which is lower than the LNG Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of EOG and LNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.22
2.73
EOG
LNG

Dividends

EOG vs. LNG - Dividend Comparison

EOG's dividend yield for the trailing twelve months is around 2.71%, more than LNG's 0.71% yield.


TTM20242023202220212020201920182017201620152014
EOG
EOG Resources, Inc.
2.71%2.97%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%
LNG
Cheniere Energy, Inc.
0.71%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EOG vs. LNG - Drawdown Comparison

The maximum EOG drawdown since its inception was -77.13%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for EOG and LNG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.36%
-0.35%
EOG
LNG

Volatility

EOG vs. LNG - Volatility Comparison

The current volatility for EOG Resources, Inc. (EOG) is 5.66%, while Cheniere Energy, Inc. (LNG) has a volatility of 7.18%. This indicates that EOG 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.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
5.66%
7.18%
EOG
LNG

Financials

EOG vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between EOG Resources, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab