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EOG vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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%JuneJulyAugustSeptemberOctoberNovember
9.61%
39.54%
EOG
LNG

Returns By Period

In the year-to-date period, EOG achieves a 15.92% return, which is significantly lower than LNG's 30.59% return. Over the past 10 years, EOG has underperformed LNG with an annualized return of 5.75%, while LNG has yielded a comparatively higher 11.88% annualized return.


EOG

YTD

15.92%

1M

8.37%

6M

9.61%

1Y

14.28%

5Y (annualized)

18.56%

10Y (annualized)

5.75%

LNG

YTD

30.59%

1M

22.16%

6M

39.54%

1Y

26.64%

5Y (annualized)

30.37%

10Y (annualized)

11.88%

Fundamentals


EOGLNG
Market Cap$76.62B$49.50B
EPS$12.40$15.73
PE Ratio10.9914.03
PEG Ratio66.450.60
Total Revenue (TTM)$23.91B$16.09B
Gross Profit (TTM)$15.29B$9.35B
EBITDA (TTM)$13.32B$8.11B

Key characteristics


EOGLNG
Sharpe Ratio0.601.42
Sortino Ratio0.972.12
Omega Ratio1.121.25
Calmar Ratio0.641.79
Martin Ratio1.893.21
Ulcer Index7.08%8.83%
Daily Std Dev22.39%19.95%
Max Drawdown-77.13%-97.84%
Current Drawdown-0.23%0.00%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 0.60, compared to the broader market-4.00-2.000.002.004.000.601.42
The chart of Sortino ratio for EOG, currently valued at 0.97, compared to the broader market-4.00-2.000.002.004.000.972.12
The chart of Omega ratio for EOG, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.25
The chart of Calmar ratio for EOG, currently valued at 0.64, compared to the broader market0.002.004.006.000.641.79
The chart of Martin ratio for EOG, currently valued at 1.89, compared to the broader market-10.000.0010.0020.0030.001.893.21
EOG
LNG

The current EOG Sharpe Ratio is 0.60, which is lower than the LNG Sharpe Ratio of 1.42. 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 Ratio0.000.501.001.50JuneJulyAugustSeptemberOctoberNovember
0.60
1.42
EOG
LNG

Dividends

EOG vs. LNG - Dividend Comparison

EOG's dividend yield for the trailing twelve months is around 3.77%, more than LNG's 0.82% yield.


TTM20232022202120202019201820172016201520142013
EOG
EOG Resources, Inc.
3.77%4.80%6.79%4.07%2.83%1.21%0.87%0.62%0.66%0.95%0.56%0.44%
LNG
Cheniere Energy, Inc.
0.82%0.95%0.92%0.33%0.00%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.23%
0
EOG
LNG

Volatility

EOG vs. LNG - Volatility Comparison

EOG Resources, Inc. (EOG) and Cheniere Energy, Inc. (LNG) have volatilities of 8.15% and 8.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
8.15%
8.49%
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