GLNG vs. QLTY

Last updated Apr 1, 2026

Compare and contrast key facts about Golar LNG Limited (GLNG) and GMO U.S. Quality ETF (QLTY).

QLTY is a passively managed fund by GMO that tracks the performance of the S&P 500. It was launched on Nov 13, 2023.

Performance

GLNG vs. QLTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Golar LNG Limited (GLNG) and GMO U.S. Quality ETF (QLTY). The values are adjusted to include any dividend payments, if applicable.

GLNG vs. QLTY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
GLNG Golar LNG Limited	46.19%	-9.74%	90.78%	4.49%
QLTY GMO U.S. Quality ETF	-5.77%	21.26%	21.02%	5.68%

Returns By Period

In the year-to-date period, GLNG achieves a 46.19% return, which is significantly higher than QLTY's -5.77% return.

GLNG

• 1D: 0.06%
• 1M: 22.35%
• YTD: 46.19%
• 6M: 35.50%
• 1Y: 45.82%
• 3Y*: 40.49%
• 5Y*: 41.07%
• 10Y*: 13.65%

QLTY

• 1D: 2.76%
• 1M: -6.42%
• YTD: -5.77%
• 6M: 0.36%
• 1Y: 16.68%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

Return for Risk

GLNG vs. QLTY — Risk / Return Rank

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

GLNG

GLNG Risk / Return Rank: 77
GLNG Sharpe Ratio Rank: 80
GLNG Sortino Ratio Rank: 77
GLNG Omega Ratio Rank: 76
GLNG Calmar Ratio Rank: 79
GLNG Martin Ratio Rank: 76

QLTY

QLTY Risk / Return Rank: 59
QLTY Sharpe Ratio Rank: 54
QLTY Sortino Ratio Rank: 60
QLTY Omega Ratio Rank: 59
QLTY Calmar Ratio Rank: 62
QLTY Martin Ratio Rank: 61

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.

GLNG vs. QLTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Golar LNG Limited (GLNG) and GMO U.S. Quality ETF (QLTY). 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.

	GLNG	QLTY	Difference
Sharpe ratio Return per unit of total volatility	1.25	0.94	+0.30
Sortino ratio Return per unit of downside risk	1.90	1.50	+0.40
Omega ratio Gain probability vs. loss probability	1.25	1.21	+0.04
Calmar ratio Return relative to maximum drawdown	2.11	1.51	+0.60
Martin ratio Return relative to average drawdown	4.55	5.83	-1.28
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GLNG vs. QLTY - Sharpe Ratio Comparison

The current GLNG Sharpe Ratio is 1.25, which is higher than the QLTY Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of GLNG and QLTY, 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

	GLNG	QLTY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	0.94	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.04	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.25	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	1.18	-0.98

Correlation

The correlation between GLNG and QLTY is 0.23, 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

GLNG vs. QLTY - Dividend Comparison

GLNG's dividend yield for the trailing twelve months is around 1.85%, more than QLTY's 0.81% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GLNG Golar LNG Limited	1.85%	2.69%	2.36%	3.26%	0.00%	0.00%	0.00%	2.11%	1.72%	0.67%	0.87%	11.40%
QLTY GMO U.S. Quality ETF	0.81%	0.73%	0.79%	0.15%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

GLNG vs. QLTY - Drawdown Comparison

The maximum GLNG drawdown since its inception was -92.81%, which is greater than QLTY's maximum drawdown of -17.00%. Use the drawdown chart below to compare losses from any high point for GLNG and QLTY.

Drawdown Indicators

	GLNG	QLTY	Difference
Max Drawdown Largest peak-to-trough decline	-92.81%	-17.00%	-75.81%
Max Drawdown (1Y) Largest decline over 1 year	-21.95%	-11.71%	-10.24%
Max Drawdown (5Y) Largest decline over 5 years	-33.35%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-86.29%	—	—
Current Drawdown Current decline from peak	-6.96%	-9.28%	+2.32%
Average Drawdown Average peak-to-trough decline	-44.08%	-2.09%	-41.99%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.17%	3.04%	+7.13%

Volatility

GLNG vs. QLTY - Volatility Comparison

Golar LNG Limited (GLNG) has a higher volatility of 12.28% compared to GMO U.S. Quality ETF (QLTY) at 5.28%. This indicates that GLNG's price experiences larger fluctuations and is considered to be riskier than QLTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	GLNG	QLTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.28%	5.28%	+7.00%
Volatility (6M) Calculated over the trailing 6-month period	22.11%	9.73%	+12.38%
Volatility (1Y) Calculated over the trailing 1-year period	36.90%	17.77%	+19.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	39.94%	14.81%	+25.13%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	54.53%	14.81%	+39.72%