LNG vs. ITOCY

Last updated Jun 9, 2026

LNG (Cheniere Energy, Inc.) and ITOCY (Itochu Corp ADR) are both stocks. LNG operates in Oil & Gas Midstream (Energy), while ITOCY operates in Conglomerates (Industrials). Over the past 10 years, LNG returned 21.91%/yr vs 18.48%/yr for ITOCY. At a 0.18 correlation, their price movements are largely independent.

Performance

LNG vs. ITOCY - Performance Comparison

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

Returns By Period

In the year-to-date period, LNG achieves a 22.32% return, which is significantly higher than ITOCY's -8.19% return. Over the past 10 years, LNG has outperformed ITOCY with an annualized return of 21.91%, while ITOCY has yielded a comparatively lower 18.48% 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%

ITOCY

• 1D: 1.57%
• 1M: -9.65%
• YTD: -8.19%
• 6M: -3.02%
• 1Y: 10.95%
• 3Y*: 15.64%
• 5Y*: 14.03%
• 10Y*: 18.48%

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

LNG vs. ITOCY - 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%
ITOCY Itochu Corp ADR	-8.19%	30.16%	22.57%	30.30%	1.54%	6.60%	24.95%	38.77%	-5.54%	46.71%

Correlation

The correlation between LNG and ITOCY is -0.10, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.17
Correlation (All Time) Calculated using the full available price history since Jan 30, 2006	0.18

The correlation between LNG and ITOCY shifts across timeframes, from -0.10 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap LNG : $49.81B ITOCY : $81.15B
EPS LNG : $6.80 ITOCY : $86.32
PE Ratio LNG : 34.79 ITOCY : 0.13
PEG Ratio LNG : 0.19 ITOCY : 0.00
PS Ratio LNG : 2.53 ITOCY : 0.01
PB Ratio LNG : 13.26 ITOCY : 0.01
Total Revenue (TTM) LNG : $20.28B ITOCY : $15.03T
Gross Profit (TTM) LNG : $5.52B ITOCY : $2.51T
EBITDA (TTM) LNG : $5.81B ITOCY : $1.26T

Return for Risk

LNG vs. ITOCY — 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

ITOCY

ITOCY Risk / Return Rank: 53
ITOCY Sharpe Ratio Rank: 56
ITOCY Sortino Ratio Rank: 50
ITOCY Omega Ratio Rank: 48
ITOCY Calmar Ratio Rank: 54
ITOCY Martin Ratio Rank: 57

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. ITOCY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Itochu Corp ADR (ITOCY). 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	ITOCY	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	0.41	-0.47
Sortino ratio: Return per unit of downside risk	0.11	0.77	-0.67
Omega ratio: Gain probability vs. loss probability	1.01	1.09	-0.08
Calmar ratio: Return relative to maximum drawdown	-0.07	0.50	-0.57
Martin ratio: Return relative to average drawdown	-0.15	1.37	-1.52
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LNG vs. ITOCY - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is -0.06, which is lower than the ITOCY Sharpe Ratio of 0.41. The chart below compares the historical Sharpe Ratios of LNG and ITOCY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LNG	ITOCY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	0.41	-0.47
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.54	+0.23
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.77	-0.10
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.39	-0.23

Drawdowns

LNG vs. ITOCY - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than ITOCY's maximum drawdown of -69.11%. Use the drawdown chart below to compare losses from any high point for LNG and ITOCY.

Drawdown Indicators

	LNG	ITOCY	Difference
Max Drawdown Largest peak-to-trough decline	-97.84%	-69.11%	-28.73%
Max Drawdown (1Y) Largest decline over 1 year	-24.09%	-22.03%	-2.06%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-26.47%	+1.60%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	-30.18%	+5.31%
Max Drawdown (10Y) Largest decline over 10 years	-57.53%	-30.18%	-27.35%
Current Drawdown Current decline from peak	-20.12%	-20.80%	+0.68%
Average Drawdown Average peak-to-trough decline	-43.16%	-14.27%	-28.89%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.67%	8.03%	+3.64%

Volatility

LNG vs. ITOCY - Volatility Comparison

Cheniere Energy, Inc. (LNG) has a higher volatility of 7.91% compared to Itochu Corp ADR (ITOCY) at 6.96%. This indicates that LNG's price experiences larger fluctuations and is considered to be riskier than ITOCY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LNG	ITOCY	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	6.96%	+0.95%
Volatility (6M) Calculated over the trailing 6-month period	21.87%	21.14%	+0.73%
Volatility (1Y) Calculated over the trailing 1-year period	27.75%	26.91%	+0.84%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.28%	26.23%	+4.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.59%	23.99%	+8.60%

Dividends

LNG vs. ITOCY - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.92%, while ITOCY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ITOCY Itochu Corp ADR	0.00%	1.07%	1.35%	0.00%	0.00%	0.00%	0.00%	1.85%	3.93%	2.83%	3.68%	3.30%
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. ITOCY - Profitability Comparison

The chart below illustrates the profitability comparison between Cheniere Energy, Inc. and Itochu Corp ADR over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

ITOCY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a gross profit of 666.75B and revenue of 3.91T. Therefore, the gross margin over that period was 17.1%.

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%.

ITOCY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported an operating income of 178.67B and revenue of 3.91T, resulting in an operating margin of 4.6%.

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%.

ITOCY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itochu Corp ADR reported a net income of 198.57B and revenue of 3.91T, resulting in a net margin of 5.1%.

Frequently Asked Questions

Can I hold both LNG and ITOCY in my portfolio?

LNG and ITOCY have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LNG or ITOCY?

LNG has higher volatility (7.91%) compared to ITOCY (6.96%). In terms of maximum drawdown, LNG dropped -97.84% vs ITOCY's -69.11%.

Which has better risk-adjusted returns?

ITOCY currently has the higher Sharpe Ratio (0.41 vs -0.06), 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.