FER.AS vs. LNG

Last updated Apr 1, 2026

Compare and contrast key facts about Ferrovial SE (FER.AS) and Cheniere Energy, Inc. (LNG).

Performance

FER.AS vs. LNG - Performance Comparison

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

FER.AS vs. LNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
FER.AS Ferrovial SE	0.00%	40.71%	24.16%	12.52%
LNG Cheniere Energy, Inc.	48.68%	-19.53%	35.57%	14.36%

Different Trading Currencies

FER.AS is traded in EUR, while LNG is traded in USD. To make them comparable, the LNG values have been converted to EUR using the latest available exchange rates.

Returns By Period

FER.AS

• 1D: 0.95%
• 1M: -12.29%
• YTD: -0.00%
• 6M: 14.45%
• 1Y: 33.37%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LNG

• 1D: -4.21%
• 1M: 23.08%
• YTD: 48.68%
• 6M: 23.20%
• 1Y: 15.83%
• 3Y*: 20.27%
• 5Y*: 33.32%
• 10Y*: 24.10%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

FER.AS vs. LNG — Risk / Return Rank

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

FER.AS

FER.AS Risk / Return Rank: 74
FER.AS Sharpe Ratio Rank: 74
FER.AS Sortino Ratio Rank: 67
FER.AS Omega Ratio Rank: 68
FER.AS Calmar Ratio Rank: 77
FER.AS Martin Ratio Rank: 82

LNG

LNG Risk / Return Rank: 66
LNG Sharpe Ratio Rank: 71
LNG Sortino Ratio Rank: 63
LNG Omega Ratio Rank: 64
LNG Calmar Ratio Rank: 67
LNG Martin Ratio Rank: 67

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.

FER.AS vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ferrovial SE (FER.AS) 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.

	FER.AS	LNG	Difference
Sharpe ratio Return per unit of total volatility	0.97	0.51	+0.47
Sortino ratio Return per unit of downside risk	1.46	0.88	+0.58
Omega ratio Gain probability vs. loss probability	1.20	1.12	+0.08
Calmar ratio Return relative to maximum drawdown	2.07	0.74	+1.33
Martin ratio Return relative to average drawdown	6.52	1.56	+4.96
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FER.AS vs. LNG - Sharpe Ratio Comparison

The current FER.AS Sharpe Ratio is 0.97, which is higher than the LNG Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FER.AS 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.

Sharpe Ratios by Period

	FER.AS	LNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.97	0.51	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.10	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.72	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.68	0.19	+0.49

Correlation

The correlation between FER.AS and LNG is 0.01, 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.

Dividends

FER.AS vs. LNG - Dividend Comparison

FER.AS's dividend yield for the trailing twelve months is around 1.58%, more than LNG's 0.74% yield.

	TTM	2025	2024	2023	2022	2021
FER.AS Ferrovial SE	1.58%	1.58%	1.99%	2.04%	0.00%	0.00%
LNG Cheniere Energy, Inc.	0.74%	1.06%	0.84%	0.95%	0.92%	0.33%

Drawdowns

FER.AS vs. LNG - Drawdown Comparison

The maximum FER.AS drawdown since its inception was -16.10%, smaller than the maximum LNG drawdown of -97.70%. Use the drawdown chart below to compare losses from any high point for FER.AS and LNG.

Drawdown Indicators

	FER.AS	LNG	Difference
Max Drawdown Largest peak-to-trough decline	-16.10%	-97.84%	+81.74%
Max Drawdown (1Y) Largest decline over 1 year	-15.40%	-22.34%	+6.94%
Max Drawdown (5Y) Largest decline over 5 years	—	-24.87%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-57.53%	—
Current Drawdown Current decline from peak	-12.29%	-4.43%	-7.86%
Average Drawdown Average peak-to-trough decline	-4.30%	-43.35%	+39.05%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.88%	9.78%	-4.90%

Volatility

FER.AS vs. LNG - Volatility Comparison

The current volatility for Ferrovial SE (FER.AS) is 8.16%, while Cheniere Energy, Inc. (LNG) has a volatility of 11.39%. This indicates that FER.AS 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.

Volatility by Period

	FER.AS	LNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.16%	11.39%	-3.23%
Volatility (6M) Calculated over the trailing 6-month period	22.65%	19.02%	+3.63%
Volatility (1Y) Calculated over the trailing 1-year period	33.78%	31.42%	+2.36%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.74%	30.47%	+9.27%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.74%	33.38%	+6.36%

Financials