LNG vs. CALM
LNG (Cheniere Energy, Inc.) and CALM (Cal-Maine Foods, Inc.) are both stocks. LNG operates in Oil & Gas Midstream (Energy), while CALM operates in Farm Products (Consumer Defensive). Over the past 10 years, LNG returned 21.91%/yr vs 9.13%/yr for CALM. At a 0.12 correlation, their price movements are largely independent.
Performance
LNG vs. CALM - Performance Comparison
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Returns By Period
In the year-to-date period, LNG achieves a 22.32% return, which is significantly higher than CALM's -2.78% return. Over the past 10 years, LNG has outperformed CALM with an annualized return of 21.91%, while CALM has yielded a comparatively lower 9.13% annualized return.
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%
CALM
- 1D
- 0.91%
- 1M
- 0.33%
- YTD
- -2.78%
- 6M
- -9.32%
- 1Y
- -18.13%
- 3Y*
- 21.90%
- 5Y*
- 21.90%
- 10Y*
- 9.13%
LNG vs. CALM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LNG Cheniere Energy, Inc. | 22.32% | -8.70% | 27.18% | 15.02% | 49.30% | 69.48% | -1.70% | 3.18% | 9.94% | 29.95% |
CALM Cal-Maine Foods, Inc. | -2.78% | -15.61% | 87.00% | 14.48% | 51.87% | -1.38% | -12.19% | 2.09% | -3.90% | 0.62% |
Correlation
The correlation between LNG and CALM is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Apr 14, 1997 | 0.12 |
The correlation between LNG and CALM shifts across timeframes, from 0.01 (1 year) to 0.14 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
LNG:
$49.81B
CALM:
$3.62B
LNG:
$6.80
CALM:
$14.48
LNG:
34.79
CALM:
5.27
LNG:
0.19
CALM:
0.00
LNG:
2.53
CALM:
1.06
LNG:
13.26
CALM:
1.34
LNG:
$20.28B
CALM:
$3.46B
LNG:
$5.52B
CALM:
$1.17B
LNG:
$5.81B
CALM:
$1.05B
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Return for Risk
LNG vs. CALM — Risk / Return Rank
LNG
CALM
LNG vs. CALM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Cal-Maine Foods, Inc. (CALM). 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.
| LNG | CALM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.74 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 0.92 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | -0.49 | +0.42 |
| Martin ratioReturn relative to average drawdown | -0.15 | -0.77 | +0.62 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LNG | CALM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.06 | -0.55 | +0.49 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.68 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.29 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 0.38 | -0.22 |
Drawdowns
LNG vs. CALM - Drawdown Comparison
The maximum LNG drawdown since its inception was -97.84%, which is greater than CALM's maximum drawdown of -74.08%. Use the drawdown chart below to compare losses from any high point for LNG and CALM.
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Drawdown Indicators
| LNG | CALM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.84% | -74.08% | -23.76% |
Max Drawdown (1Y)Largest decline over 1 year | -24.09% | -37.00% | +12.91% |
Max Drawdown (3Y)Largest decline over 3 years | -24.87% | -37.00% | +12.13% |
Max Drawdown (5Y)Largest decline over 5 years | -24.87% | -37.00% | +12.13% |
Max Drawdown (10Y)Largest decline over 10 years | -57.53% | -39.12% | -18.41% |
Current DrawdownCurrent decline from peak | -20.12% | -32.72% | +12.60% |
Average DrawdownAverage peak-to-trough decline | -43.16% | -30.31% | -12.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.67% | 23.64% | -11.97% |
Volatility
LNG vs. CALM - Volatility Comparison
Cheniere Energy, Inc. (LNG) has a higher volatility of 7.91% compared to Cal-Maine Foods, Inc. (CALM) at 7.03%. This indicates that LNG's price experiences larger fluctuations and is considered to be riskier than CALM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LNG | CALM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.91% | 7.03% | +0.88% |
Volatility (6M)Calculated over the trailing 6-month period | 21.87% | 20.18% | +1.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.75% | 33.13% | -5.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.28% | 32.59% | -2.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.59% | 31.16% | +1.43% |
Dividends
LNG vs. CALM - Dividend Comparison
LNG's dividend yield for the trailing twelve months is around 0.92%, less than CALM's 6.29% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CALM Cal-Maine Foods, Inc. | 6.29% | 10.90% | 2.82% | 7.51% | 3.17% | 0.09% | 0.00% | 0.98% | 1.03% | 0.00% | 2.70% | 4.10% |
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
LNG vs. CALM - Financials Comparison
This section allows you to compare key financial metrics between Cheniere Energy, Inc. and Cal-Maine Foods, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
LNG vs. CALM - Profitability Comparison
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%.
CALM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a gross profit of 119.28M and revenue of 666.95M. Therefore, the gross margin over that period was 17.9%.
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%.
CALM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported an operating income of 35.98M and revenue of 666.95M, resulting in an operating margin of 5.4%.
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%.
CALM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cal-Maine Foods, Inc. reported a net income of 50.46M and revenue of 666.95M, resulting in a net margin of 7.6%.
Frequently Asked Questions
LNG and CALM have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LNG has higher volatility (7.91%) compared to CALM (7.03%). In terms of maximum drawdown, LNG dropped -97.84% vs CALM's -74.08%.
LNG currently has the higher Sharpe Ratio (-0.06 vs -0.55), 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.
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