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HYGI vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HYGI and LNG is 0.31, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

HYGI vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Inflation Hedged High Yield Bond ETF (HYGI) and Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%NovemberDecember2025FebruaryMarchApril
22.76%
83.88%
HYGI
LNG

Key characteristics

Sharpe Ratio

HYGI:

1.25

LNG:

1.59

Sortino Ratio

HYGI:

1.82

LNG:

2.06

Omega Ratio

HYGI:

1.28

LNG:

1.30

Calmar Ratio

HYGI:

1.67

LNG:

2.06

Martin Ratio

HYGI:

10.40

LNG:

6.77

Ulcer Index

HYGI:

0.73%

LNG:

6.78%

Daily Std Dev

HYGI:

6.08%

LNG:

28.81%

Max Drawdown

HYGI:

-9.65%

LNG:

-97.84%

Current Drawdown

HYGI:

-2.70%

LNG:

-10.53%

Returns By Period

In the year-to-date period, HYGI achieves a 0.02% return, which is significantly lower than LNG's 5.62% return.


HYGI

YTD

0.02%

1M

-1.43%

6M

0.85%

1Y

8.12%

5Y*

N/A

10Y*

N/A

LNG

YTD

5.62%

1M

3.85%

6M

23.79%

1Y

48.09%

5Y*

43.80%

10Y*

11.85%

*Annualized

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Risk-Adjusted Performance

HYGI vs. LNG — Risk-Adjusted Performance Rank

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

HYGI
The Risk-Adjusted Performance Rank of HYGI is 9191
Overall Rank
The Sharpe Ratio Rank of HYGI is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of HYGI is 8989
Sortino Ratio Rank
The Omega Ratio Rank of HYGI is 9191
Omega Ratio Rank
The Calmar Ratio Rank of HYGI is 9393
Calmar Ratio Rank
The Martin Ratio Rank of HYGI is 9494
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 9292
Overall Rank
The Sharpe Ratio Rank of LNG is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 8989
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 9595
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HYGI vs. LNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Inflation Hedged High Yield Bond ETF (HYGI) 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 HYGI, currently valued at 1.25, compared to the broader market-1.000.001.002.003.004.00
HYGI: 1.25
LNG: 1.59
The chart of Sortino ratio for HYGI, currently valued at 1.82, compared to the broader market-2.000.002.004.006.008.0010.00
HYGI: 1.82
LNG: 2.06
The chart of Omega ratio for HYGI, currently valued at 1.28, compared to the broader market0.501.001.502.002.50
HYGI: 1.28
LNG: 1.30
The chart of Calmar ratio for HYGI, currently valued at 1.67, compared to the broader market0.002.004.006.008.0010.0012.00
HYGI: 1.67
LNG: 2.06
The chart of Martin ratio for HYGI, currently valued at 10.40, compared to the broader market0.0020.0040.0060.00
HYGI: 10.40
LNG: 6.77

The current HYGI Sharpe Ratio is 1.25, which is comparable to the LNG Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of HYGI 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
1.25
1.59
HYGI
LNG

Dividends

HYGI vs. LNG - Dividend Comparison

HYGI's dividend yield for the trailing twelve months is around 6.17%, more than LNG's 0.60% yield.


TTM2024202320222021
HYGI
iShares Inflation Hedged High Yield Bond ETF
6.17%6.08%6.22%3.19%0.00%
LNG
Cheniere Energy, Inc.
0.60%0.84%0.95%0.92%0.33%

Drawdowns

HYGI vs. LNG - Drawdown Comparison

The maximum HYGI drawdown since its inception was -9.65%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for HYGI and LNG. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.70%
-10.53%
HYGI
LNG

Volatility

HYGI vs. LNG - Volatility Comparison

The current volatility for iShares Inflation Hedged High Yield Bond ETF (HYGI) is 4.60%, while Cheniere Energy, Inc. (LNG) has a volatility of 16.44%. This indicates that HYGI 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.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
4.60%
16.44%
HYGI
LNG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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