GLNG vs. SCJ
GLNG (Golar LNG Limited) is a stock, while SCJ (iShares MSCI Japan Small Cap ETF) is Japan Equities fund tracking the MSCI Japan Small Cap Index. Over the past 10 years, GLNG returned 14.11%/yr vs 7.55%/yr for SCJ. At a 0.32 correlation, their price movements are largely independent.
Performance
GLNG vs. SCJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GLNG achieves a 40.33% return, which is significantly higher than SCJ's 14.35% return. Over the past 10 years, GLNG has outperformed SCJ with an annualized return of 14.11%, while SCJ has yielded a comparatively lower 7.55% annualized return.
GLNG
- 1D
- 0.37%
- 1M
- -7.91%
- YTD
- 40.33%
- 6M
- 36.66%
- 1Y
- 26.88%
- 3Y*
- 38.29%
- 5Y*
- 35.91%
- 10Y*
- 14.11%
SCJ
- 1D
- 0.36%
- 1M
- 5.04%
- YTD
- 14.35%
- 6M
- 16.37%
- 1Y
- 30.15%
- 3Y*
- 17.70%
- 5Y*
- 7.36%
- 10Y*
- 7.55%
GLNG vs. SCJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GLNG Golar LNG Limited | 40.33% | -9.74% | 90.78% | 4.39% | 83.94% | 28.53% | -32.21% | -33.64% | -25.94% | 31.03% |
SCJ iShares MSCI Japan Small Cap ETF | 14.35% | 29.58% | 3.41% | 13.22% | -12.75% | -2.95% | 7.46% | 16.16% | -17.17% | 31.61% |
Correlation
The correlation between GLNG and SCJ is 0.08, 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 (1Y) Calculated over the trailing 1-year period | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Dec 28, 2007 | 0.32 |
Over the past year, the correlation between GLNG and SCJ has dropped to 0.08 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GLNG vs. SCJ — Risk / Return Rank
GLNG
SCJ
GLNG vs. SCJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Golar LNG Limited (GLNG) and iShares MSCI Japan Small Cap ETF (SCJ). 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 | SCJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.96 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.34 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 1.23 | 2.49 | -1.26 |
| Martin ratioReturn relative to average drawdown | 2.70 | 8.42 | -5.72 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| GLNG | SCJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.93 | 1.88 | -0.96 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.47 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | 0.46 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.20 | 0.30 | -0.10 |
Drawdowns
GLNG vs. SCJ - Drawdown Comparison
The maximum GLNG drawdown since its inception was -92.81%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for GLNG and SCJ.
Loading charts...
Drawdown Indicators
| GLNG | SCJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -92.81% | -43.52% | -49.29% |
Max Drawdown (1Y)Largest decline over 1 year | -21.95% | -12.17% | -9.78% |
Max Drawdown (3Y)Largest decline over 3 years | -29.41% | -12.43% | -16.98% |
Max Drawdown (5Y)Largest decline over 5 years | -33.35% | -33.25% | -0.10% |
Max Drawdown (10Y)Largest decline over 10 years | -86.29% | -38.87% | -47.42% |
Current DrawdownCurrent decline from peak | -10.69% | -1.82% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -43.80% | -10.38% | -33.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.98% | 3.59% | +6.39% |
Volatility
GLNG vs. SCJ - Volatility Comparison
Golar LNG Limited (GLNG) has a higher volatility of 9.59% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.03%. This indicates that GLNG's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GLNG | SCJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.59% | 4.03% | +5.56% |
Volatility (6M)Calculated over the trailing 6-month period | 21.54% | 13.13% | +8.41% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.10% | 16.11% | +12.99% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 39.30% | 15.81% | +23.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.56% | 16.29% | +37.27% |
Dividends
GLNG vs. SCJ - Dividend Comparison
GLNG's dividend yield for the trailing twelve months is around 1.93%, less than SCJ's 2.75% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GLNG Golar LNG Limited | 1.93% | 2.69% | 2.36% | 3.26% | 0.00% | 0.00% | 0.00% | 2.11% | 1.72% | 0.67% | 0.87% | 11.40% |
SCJ iShares MSCI Japan Small Cap ETF | 2.75% | 3.14% | 1.79% | 1.99% | 1.18% | 1.87% | 0.89% | 1.85% | 1.44% | 1.45% | 2.73% | 1.53% |
Frequently Asked Questions
GLNG and SCJ have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GLNG has higher volatility (9.59%) compared to SCJ (4.03%). In terms of maximum drawdown, GLNG dropped -92.81% vs SCJ's -43.52%.
SCJ currently has the higher Sharpe Ratio (1.88 vs 0.93), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for GLNG and SCJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer