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IXC vs. LNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IXC vs. LNG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with IXC having a 34.71% return and LNG slightly higher at 36.26%. Over the past 10 years, IXC has underperformed LNG with an annualized return of 10.52%, while LNG has yielded a comparatively higher 21.52% annualized return.


IXC

1D
0.63%
1M
14.55%
6M
19.17%
YTD
34.71%
1Y
43.29%
3Y*
16.60%
5Y*
22.34%
10Y*
10.52%
ALL TIME*
8.52%

LNG

1D
2.14%
1M
8.06%
6M
25.23%
YTD
36.26%
1Y
12.83%
3Y*
19.21%
5Y*
26.62%
10Y*
21.52%
ALL TIME*
12.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$40.96M$62.51M$57.88M
$449.81M$470.16M$533.59M

IXC vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IXC
iShares Global Energy ETF
34.71%13.98%1.95%3.92%48.51%40.88%-31.00%12.67%-14.85%5.54%
LNG
Cheniere Energy, Inc.
36.26%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Correlation

The correlation between IXC and LNG is 0.61, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.61

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.57

Correlation (10Y)
Provides a long-term view across more market conditions.

0.59

Correlation (All Time)
Calculated using the full available price history since Nov 16, 2001

0.47

The correlation between IXC and LNG shifts across timeframes, from 0.47 (all time) to 0.61 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

IXC vs. LNG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IXC
IXC Risk / Return Rank: 8282
Overall Rank
IXC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
IXC Sortino Ratio Rank: 8686
Sortino Ratio Rank
IXC Omega Ratio Rank: 8585
Omega Ratio Rank
IXC Calmar Ratio Rank: 7979
Calmar Ratio Rank
IXC Martin Ratio Rank: 7171
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 5757
Overall Rank
LNG Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 5656
Sortino Ratio Rank
LNG Omega Ratio Rank: 5454
Omega Ratio Rank
LNG Calmar Ratio Rank: 5858
Calmar Ratio Rank
LNG Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IXC vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Global Energy ETF (IXC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IXCLNGDifference
Sharpe ratioReturn per unit of total volatility

+1.73

Sortino ratioReturn per unit of downside risk

+1.95

Omega ratioGain probability vs. loss probability

1.36

1.10

+0.26

Calmar ratioReturn relative to maximum drawdown

2.83

0.54

+2.30

Martin ratioReturn relative to average drawdown

8.78

1.00

+7.78

IXC vs. LNG - Sharpe Ratio Comparison

The current IXC Sharpe Ratio is 2.22, which is higher than the LNG Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of IXC 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.


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Drawdowns

IXC vs. LNG - Drawdown Comparison

The maximum IXC drawdown since its inception was -67.88%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for IXC and LNG.


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Drawdown Indicators


IXCLNGDifference

Max Drawdown

Largest peak-to-trough decline

-67.88%

-97.84%

+29.96%

Max Drawdown (1Y)

Largest decline over 1 year

-15.36%

-24.09%

+8.73%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-24.87%

+5.81%

Max Drawdown (5Y)

Largest decline over 5 years

-24.93%

-24.87%

-0.06%

Max Drawdown (10Y)

Largest decline over 10 years

-64.16%

-57.53%

-6.63%

Current Drawdown

Current decline from peak

-3.05%

-11.02%

+7.97%

Average Drawdown

Average peak-to-trough decline

-17.42%

-43.02%

+25.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.95%

12.86%

-7.91%

Volatility

IXC vs. LNG - Volatility Comparison

The current volatility for iShares Global Energy ETF (IXC) is 6.07%, while Cheniere Energy, Inc. (LNG) has a volatility of 9.48%. This indicates that IXC 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.


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Volatility by Period


IXCLNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.07%

9.48%

-3.41%

Volatility (6M)

Calculated over the trailing 6-month period

16.03%

23.32%

-7.29%

Volatility (1Y)

Calculated over the trailing 1-year period

19.61%

26.45%

-6.84%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.37%

30.42%

-7.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.82%

32.28%

-5.46%

Dividends

IXC vs. LNG - Dividend Comparison

IXC's dividend yield for the trailing twelve months is around 2.82%, more than LNG's 0.82% yield.


PositionTTM20252024202320222021202020192018201720162015
IXC
iShares Global Energy ETF
2.82%3.68%4.56%3.45%4.76%3.98%4.86%7.00%3.51%3.05%2.86%3.77%
LNG
Cheniere Energy, Inc.
0.82%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


IXC and LNG have a correlation of 0.61, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LNG has higher volatility (9.48%) compared to IXC (6.07%). In terms of maximum drawdown, IXC dropped -67.88% vs LNG's -97.84%.

IXC currently has the higher Sharpe Ratio (2.22 vs 0.49), 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.

Portfolio Optimizer

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