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LNG vs. CALM
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LNG vs. CALM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy, Inc. (LNG) and Cal-Maine Foods, Inc. (CALM). The values are adjusted to include any dividend payments, if applicable.

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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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNG vs. CALM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

Market Cap

LNG:

$49.81B

CALM:

$3.62B

EPS

LNG:

$6.80

CALM:

$14.48

PE Ratio

LNG:

34.79

CALM:

5.27

PEG Ratio

LNG:

0.19

CALM:

0.00

PS Ratio

LNG:

2.53

CALM:

1.06

PB Ratio

LNG:

13.26

CALM:

1.34

Total Revenue (TTM)

LNG:

$20.28B

CALM:

$3.46B

Gross Profit (TTM)

LNG:

$5.52B

CALM:

$1.17B

EBITDA (TTM)

LNG:

$5.81B

CALM:

$1.05B

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Return for Risk

LNG vs. CALM — Risk / Return Rank

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

LNG
LNG Risk / Return Rank: 3737
Overall Rank
LNG Sharpe Ratio Rank: 4040
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 3434
Sortino Ratio Rank
LNG Omega Ratio Rank: 3434
Omega Ratio Rank
LNG Calmar Ratio Rank: 4040
Calmar Ratio Rank
LNG Martin Ratio Rank: 4040
Martin Ratio Rank

CALM
CALM Risk / Return Rank: 2121
Overall Rank
CALM Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
CALM Sortino Ratio Rank: 1818
Sortino Ratio Rank
CALM Omega Ratio Rank: 1818
Omega Ratio Rank
CALM Calmar Ratio Rank: 2525
Calmar Ratio Rank
CALM Martin Ratio Rank: 2828
Martin Ratio Rank
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.

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.


LNGCALMDifference
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

LNG vs. CALM - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is -0.06, which is higher than the CALM Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of LNG and CALM, 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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Sharpe Ratios by Period


LNGCALMDifference

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


LNGCALMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-20.12%

-32.72%

+12.60%

Average Drawdown

Average peak-to-trough decline

-43.16%

-30.31%

-12.85%

Ulcer Index

Depth 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


LNGCALMDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
5.87B
666.95M
(LNG) Total Revenue
(CALM) Total Revenue
Values in USD except per share items

LNG vs. CALM - Profitability Comparison

The chart below illustrates the profitability comparison between Cheniere Energy, Inc. and Cal-Maine Foods, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%202220232024202520260
17.9%
Portfolio components
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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