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LNG vs. CTRA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LNG vs. CTRA - Performance Comparison

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

1,800.00%2,000.00%2,200.00%2,400.00%2,600.00%2,800.00%3,000.00%JuneJulyAugustSeptemberOctoberNovember
2,613.69%
2,727.77%
LNG
CTRA

Returns By Period

In the year-to-date period, LNG achieves a 26.13% return, which is significantly higher than CTRA's 3.54% return. Over the past 10 years, LNG has outperformed CTRA with an annualized return of 11.44%, while CTRA has yielded a comparatively lower -0.18% annualized return.


LNG

YTD

26.13%

1M

17.25%

6M

33.70%

1Y

24.10%

5Y (annualized)

29.88%

10Y (annualized)

11.44%

CTRA

YTD

3.54%

1M

8.46%

6M

-7.70%

1Y

-1.22%

5Y (annualized)

14.21%

10Y (annualized)

-0.18%

Fundamentals


LNGCTRA
Market Cap$48.03B$18.57B
EPS$15.73$1.65
PE Ratio13.6115.28
PEG Ratio0.6044.67
Total Revenue (TTM)$16.09B$5.45B
Gross Profit (TTM)$9.35B$1.80B
EBITDA (TTM)$7.44B$3.26B

Key characteristics


LNGCTRA
Sharpe Ratio1.21-0.12
Sortino Ratio1.84-0.01
Omega Ratio1.221.00
Calmar Ratio1.51-0.09
Martin Ratio2.70-0.28
Ulcer Index8.83%9.50%
Daily Std Dev19.82%22.98%
Max Drawdown-97.84%-74.41%
Current Drawdown-0.83%-19.73%

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Correlation

-0.50.00.51.00.3

The correlation between LNG and CTRA is 0.29, 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. CTRA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Coterra Energy Inc. (CTRA). 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-4.00-2.000.002.004.001.210.02
The chart of Sortino ratio for LNG, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.840.19
The chart of Omega ratio for LNG, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.02
The chart of Calmar ratio for LNG, currently valued at 1.51, compared to the broader market0.002.004.006.001.510.01
The chart of Martin ratio for LNG, currently valued at 2.70, compared to the broader market0.0010.0020.0030.002.700.04
LNG
CTRA

The current LNG Sharpe Ratio is 1.21, which is higher than the CTRA Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of LNG and CTRA, 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-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.21
0.02
LNG
CTRA

Dividends

LNG vs. CTRA - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.85%, less than CTRA's 3.28% yield.


TTM20232022202120202019201820172016201520142013
LNG
Cheniere Energy, Inc.
0.85%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CTRA
Coterra Energy Inc.
3.28%4.58%10.13%5.89%2.46%2.01%1.12%0.59%0.34%0.45%0.27%0.15%

Drawdowns

LNG vs. CTRA - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than CTRA's maximum drawdown of -74.41%. Use the drawdown chart below to compare losses from any high point for LNG and CTRA. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
-19.73%
LNG
CTRA

Volatility

LNG vs. CTRA - Volatility Comparison

The current volatility for Cheniere Energy, Inc. (LNG) is 8.45%, while Coterra Energy Inc. (CTRA) has a volatility of 8.92%. This indicates that LNG experiences smaller price fluctuations and is considered to be less risky than CTRA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
8.92%
LNG
CTRA

Financials

LNG vs. CTRA - Financials Comparison

This section allows you to compare key financial metrics between Cheniere Energy, Inc. and Coterra Energy 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


Values in USD except per share items