LNG vs. GC=F

Last updated Jun 9, 2026

LNG (Cheniere Energy, Inc.) is a stock, while GC=F (Gold Futures) is an asset. At a 0.02 correlation, their price movements are largely independent.

Performance

LNG vs. GC=F - Performance Comparison

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

Returns By Period

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%

GC=F

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

LNG vs. GC=F - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
LNG Cheniere Energy, Inc.	22.32%	-8.70%	27.18%	15.02%	35.32%
GC=F Gold Futures	0.00%	0.00%	0.00%	0.00%	5.91%

Correlation

The correlation between LNG and GC=F is 0.02, 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 (All Time) Calculated using the full available price history since Feb 1, 2022	0.02

Return for Risk

LNG vs. GC=F — Risk / Return Rank

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

LNG

LNG Risk / Return Rank: 37
LNG Sharpe Ratio Rank: 40
LNG Sortino Ratio Rank: 34
LNG Omega Ratio Rank: 34
LNG Calmar Ratio Rank: 40
LNG Martin Ratio Rank: 40

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. GC=F - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Gold Futures (GC=F). 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	GC=F	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	—	—
Sortino ratio: Return per unit of downside risk	0.11	—	—
Omega ratio: Gain probability vs. loss probability	1.01	—	—
Calmar ratio: Return relative to maximum drawdown	-0.07	—	—
Martin ratio: Return relative to average drawdown	-0.15	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	LNG	GC=F	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	—	—

Drawdowns

Drawdown Indicators

	LNG	GC=F	Difference
Max Drawdown Largest peak-to-trough decline	-97.84%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-24.09%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-57.53%	—	—
Current Drawdown Current decline from peak	-20.12%	—	—
Average Drawdown Average peak-to-trough decline	-43.16%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	11.67%	—	—

Volatility

Volatility by Period

	LNG	GC=F	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.87%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	27.75%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.28%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.59%	—	—

Frequently Asked Questions

Can I hold both LNG and GC=F in my portfolio?

LNG and GC=F have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.