ITOCY vs. LNG

Last updated Jun 9, 2026

ITOCY (Itochu Corp ADR) and LNG (Cheniere Energy, Inc.) are both stocks. ITOCY operates in Conglomerates (Industrials), while LNG operates in Oil & Gas Midstream (Energy). Over the past 10 years, ITOCY returned 18.48%/yr vs 21.91%/yr for LNG. At a 0.18 correlation, their price movements are largely independent.

Performance

ITOCY vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Itochu Corp ADR (ITOCY) and Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ITOCY achieves a -8.19% return, which is significantly lower than LNG's 22.32% return. Over the past 10 years, ITOCY has underperformed LNG with an annualized return of 18.48%, while LNG has yielded a comparatively higher 21.91% annualized return.

ITOCY

• 1D: 1.57%
• 1M: -9.65%
• YTD: -8.19%
• 6M: -3.02%
• 1Y: 10.95%
• 3Y*: 15.64%
• 5Y*: 14.03%
• 10Y*: 18.48%

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)

ITOCY vs. LNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ITOCY Itochu Corp ADR	-8.19%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%
LNG Cheniere Energy, Inc.	22.32%	-8.70%	27.18%	15.02%	49.30%	69.48%	-1.70%	3.18%	9.94%	29.95%

Correlation

The correlation between ITOCY and LNG is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 30, 2006	0.18

The correlation between ITOCY and LNG shifts across timeframes, from -0.10 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ITOCY : $81.15B LNG : $49.81B
EPS ITOCY : $86.32 LNG : $6.80
PE Ratio ITOCY : 0.13 LNG : 34.79
PEG Ratio ITOCY : 0.00 LNG : 0.19
PS Ratio ITOCY : 0.01 LNG : 2.53
PB Ratio ITOCY : 0.01 LNG : 13.26
Total Revenue (TTM) ITOCY : $15.03T LNG : $20.28B
Gross Profit (TTM) ITOCY : $2.51T LNG : $5.52B
EBITDA (TTM) ITOCY : $1.26T LNG : $5.81B

Return for Risk

ITOCY vs. LNG — Risk / Return Rank

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

ITOCY

ITOCY Risk / Return Rank: 53
ITOCY Sharpe Ratio Rank: 56
ITOCY Sortino Ratio Rank: 50
ITOCY Omega Ratio Rank: 48
ITOCY Calmar Ratio Rank: 54
ITOCY Martin Ratio Rank: 57

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.

ITOCY vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Itochu Corp ADR (ITOCY) 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.

	ITOCY	LNG	Difference
Sharpe ratio: Return per unit of total volatility	0.41	-0.06	+0.47
Sortino ratio: Return per unit of downside risk	0.77	0.11	+0.67
Omega ratio: Gain probability vs. loss probability	1.09	1.01	+0.08
Calmar ratio: Return relative to maximum drawdown	0.50	-0.07	+0.57
Martin ratio: Return relative to average drawdown	1.37	-0.15	+1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ITOCY vs. LNG - Sharpe Ratio Comparison

The current ITOCY Sharpe Ratio is 0.41, which is higher than the LNG Sharpe Ratio of -0.06. The chart below compares the historical Sharpe Ratios of ITOCY and LNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ITOCY	LNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.41	-0.06	+0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.76	-0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.77	0.68	+0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.16	+0.23

Drawdowns

ITOCY vs. LNG - Drawdown Comparison

The maximum ITOCY drawdown since its inception was -69.11%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for ITOCY and LNG.

Drawdown Indicators

	ITOCY	LNG	Difference
Max Drawdown Largest peak-to-trough decline	-69.11%	-97.84%	+28.73%
Max Drawdown (1Y) Largest decline over 1 year	-22.03%	-24.09%	+2.06%
Max Drawdown (3Y) Largest decline over 3 years	-26.47%	-24.87%	-1.60%
Max Drawdown (5Y) Largest decline over 5 years	-30.18%	-24.87%	-5.31%
Max Drawdown (10Y) Largest decline over 10 years	-30.18%	-57.53%	+27.35%
Current Drawdown Current decline from peak	-20.80%	-20.12%	-0.68%
Average Drawdown Average peak-to-trough decline	-14.27%	-43.16%	+28.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.03%	11.67%	-3.64%

Volatility

ITOCY vs. LNG - Volatility Comparison

The current volatility for Itochu Corp ADR (ITOCY) is 6.96%, while Cheniere Energy, Inc. (LNG) has a volatility of 7.91%. This indicates that ITOCY 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

	ITOCY	LNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.96%	7.91%	-0.95%
Volatility (6M) Calculated over the trailing 6-month period	21.14%	21.87%	-0.73%
Volatility (1Y) Calculated over the trailing 1-year period	26.91%	27.75%	-0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.23%	30.28%	-4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.99%	32.59%	-8.60%

Dividends

ITOCY vs. LNG - Dividend Comparison

ITOCY has not paid dividends to shareholders, while LNG's dividend yield for the trailing twelve months is around 0.92%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
LNG Cheniere Energy, Inc.	0.92%	1.06%	0.84%	0.95%	0.92%	0.33%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

ITOCY vs. LNG - Profitability Comparison

The chart below illustrates the profitability comparison between Itochu Corp ADR and Cheniere Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ITOCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.

LNG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a gross profit of 0.00 and revenue of 5.87B. Therefore, the gross margin over that period was 0.0%.

ITOCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.

LNG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported an operating income of -3.49B and revenue of 5.87B, resulting in an operating margin of -59.4%.

ITOCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.

LNG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a net income of -3.50B and revenue of 5.87B, resulting in a net margin of -59.7%.

Frequently Asked Questions

Can I hold both ITOCY and LNG in my portfolio?

ITOCY and LNG have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ITOCY or LNG?

LNG has higher volatility (7.91%) compared to ITOCY (6.96%). In terms of maximum drawdown, ITOCY dropped -69.11% vs LNG's -97.84%.

Which has better risk-adjusted returns?

ITOCY currently has the higher Sharpe Ratio (0.41 vs -0.06), 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.