LNG vs. BOIL
Compare and contrast key facts about Cheniere Energy, Inc. (LNG) and ProShares Ultra Bloomberg Natural Gas (BOIL).
BOIL is a passively managed fund by ProShares that tracks the performance of the Dow Jones-UBS Natural Gas Subindex (200%). It was launched on Oct 4, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LNG or BOIL.
Performance
LNG vs. BOIL - Performance Comparison
Returns By Period
In the year-to-date period, LNG achieves a 26.13% return, which is significantly higher than BOIL's -71.75% return. Over the past 10 years, LNG has outperformed BOIL with an annualized return of 11.44%, while BOIL has yielded a comparatively lower -62.99% annualized return.
LNG
26.13%
17.25%
33.70%
24.10%
29.88%
11.44%
BOIL
-71.75%
-0.07%
-58.78%
-82.32%
-67.97%
-62.99%
Key characteristics
LNG | BOIL | |
---|---|---|
Sharpe Ratio | 1.21 | -0.86 |
Sortino Ratio | 1.84 | -1.90 |
Omega Ratio | 1.22 | 0.80 |
Calmar Ratio | 1.51 | -0.84 |
Martin Ratio | 2.70 | -1.25 |
Ulcer Index | 8.83% | 67.46% |
Daily Std Dev | 19.82% | 98.42% |
Max Drawdown | -97.84% | -100.00% |
Current Drawdown | -0.83% | -100.00% |
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Correlation
The correlation between LNG and BOIL is 0.10, 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.
Risk-Adjusted Performance
LNG vs. BOIL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.
Dividends
LNG vs. BOIL - Dividend Comparison
LNG's dividend yield for the trailing twelve months is around 0.85%, while BOIL has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | |
---|---|---|---|---|
Cheniere Energy, Inc. | 0.85% | 0.95% | 0.92% | 0.33% |
ProShares Ultra Bloomberg Natural Gas | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
LNG vs. BOIL - Drawdown Comparison
The maximum LNG drawdown since its inception was -97.84%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for LNG and BOIL. For additional features, visit the drawdowns tool.
Volatility
LNG vs. BOIL - Volatility Comparison
The current volatility for Cheniere Energy, Inc. (LNG) is 8.45%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 30.48%. This indicates that LNG experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.