GC=F vs. LNG

Last updated Jun 9, 2026

GC=F (Gold Futures) is an asset, while LNG (Cheniere Energy, Inc.) is a stock. At a 0.02 correlation, their price movements are largely independent.

Performance

GC=F vs. LNG - Performance Comparison

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

Returns By Period

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

LNG

• 1D: -0.93%
• 1M: -1.23%
• YTD: 22.32%
• 6M: 18.42%
• 1Y: -1.71%
• 3Y*: 18.32%
• 5Y*: 22.98%
• 10Y*: 21.91%

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

GC=F vs. LNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%
LNG Cheniere Energy, Inc.	22.32%	-8.70%	27.18%	15.02%	35.32%

Correlation

The correlation between GC=F and LNG is 0.02, 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 (All Time) Calculated using the full available price history since Feb 1, 2022	0.02

Return for Risk

GC=F vs. LNG — Risk / Return Rank

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

LNG

LNG Risk / Return Rank: 37
LNG Sharpe Ratio Rank: 40
LNG Sortino Ratio Rank: 34
LNG Omega Ratio Rank: 34
LNG Calmar Ratio Rank: 40
LNG Martin Ratio Rank: 40

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.

GC=F vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Gold Futures (GC=F) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	GC=F	LNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.06	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.76	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.68	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.16	—

Drawdowns

Drawdown Indicators

	GC=F	LNG	Difference
Max Drawdown Largest peak-to-trough decline	—	-97.84%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-24.09%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-24.87%	—
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	—	-20.12%	—
Average Drawdown Average peak-to-trough decline	—	-43.16%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.67%	—

Volatility

Volatility by Period

	GC=F	LNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.91%	—
Volatility (6M) Calculated over the trailing 6-month period	—	21.87%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	27.75%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	30.28%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	32.59%	—

Frequently Asked Questions

Can I hold both GC=F and LNG in my portfolio?

GC=F and LNG have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.