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

Performance

LNG vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy, Inc. (LNG) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.00%
-100.00%
LNG
BOIL

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

YTD

26.13%

1M

17.25%

6M

33.70%

1Y

24.10%

5Y (annualized)

29.88%

10Y (annualized)

11.44%

BOIL

YTD

-71.75%

1M

-0.07%

6M

-58.78%

1Y

-82.32%

5Y (annualized)

-67.97%

10Y (annualized)

-62.99%

Key characteristics


LNGBOIL
Sharpe Ratio1.21-0.86
Sortino Ratio1.84-1.90
Omega Ratio1.220.80
Calmar Ratio1.51-0.84
Martin Ratio2.70-1.25
Ulcer Index8.83%67.46%
Daily Std Dev19.82%98.42%
Max Drawdown-97.84%-100.00%
Current Drawdown-0.83%-100.00%

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Correlation

-0.50.00.51.00.1

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.


Sharpe ratio
The chart of Sharpe ratio for LNG, currently valued at 1.21, compared to the broader market-4.00-2.000.002.004.001.21-0.85
The chart of Sortino ratio for LNG, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.84-1.82
The chart of Omega ratio for LNG, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.81
The chart of Calmar ratio for LNG, currently valued at 1.51, compared to the broader market0.002.004.006.001.51-0.83
The chart of Martin ratio for LNG, currently valued at 2.70, compared to the broader market0.0010.0020.0030.002.70-1.27
LNG
BOIL

The current LNG Sharpe Ratio is 1.21, which is higher than the BOIL Sharpe Ratio of -0.86. The chart below compares the historical Sharpe Ratios of LNG and BOIL, 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 Ratio-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.21
-0.85
LNG
BOIL

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.


TTM202320222021
LNG
Cheniere Energy, Inc.
0.85%0.95%0.92%0.33%
BOIL
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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
-100.00%
LNG
BOIL

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.


0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
30.48%
LNG
BOIL