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LNG vs. IWM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

LNG vs. IWM

Last updated Jun 13, 2026

LNG (Cheniere Energy, Inc.) is a stock, while IWM (iShares Russell 2000 ETF) is Small Cap Blend Equities fund tracking the Russell 2000 Index. Over the past 10 years, LNG returned 22.78%/yr vs 11.27%/yr for IWM. At a 0.35 correlation, their price movements are largely independent.

Performance

LNG vs. IWM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy, Inc. (LNG) and iShares Russell 2000 ETF (IWM). 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 24.74% return, which is significantly higher than IWM's 19.22% return. Over the past 10 years, LNG has outperformed IWM with an annualized return of 22.78%, while IWM has yielded a comparatively lower 11.27% annualized return.

LNG

1D
0.47%
1M
0.79%
YTD
24.74%
6M
28.05%
1Y
3.66%
3Y*
19.57%
5Y*
23.34%
10Y*
22.78%

IWM

1D
0.87%
1M
3.64%
YTD
19.22%
6M
16.00%
1Y
39.16%
3Y*
17.23%
5Y*
6.07%
10Y*
11.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNG vs. IWM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
LNG
Cheniere Energy, Inc.		24.74%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%
IWM
iShares Russell 2000 ETF		19.22%12.66%11.38%16.83%-20.48%14.54%20.03%25.39%-11.12%14.58%

Correlation

The correlation between LNG and IWM is -0.10, 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

-0.10

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.27

Correlation (10Y)
Calculated over the trailing 10-year period

0.36

Correlation (All Time)
Calculated using the full available price history since May 26, 2000

0.35

The correlation between LNG and IWM shifts across timeframes, from -0.10 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

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Cheniere Energy, Inc.

iShares Russell 2000 ETF

Often compared with LNG:
LNG vs. EQTLNG vs. CQPLNG vs. UNGLNG vs. SRELNG vs. LPGLNG vs. NEXTLNG vs. BOIL
Often compared with IWM:
IWM vs. SPYIWM vs. VTWOIWM vs. IJRIWM vs. AVUVIWM vs. IWNIWM vs. VOOIWM vs. IWO

Return for Risk

LNG vs. IWM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
LNG
LNG Risk / Return Rank: 4444
Overall Rank
LNG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 4141
Sortino Ratio Rank
LNG Omega Ratio Rank: 4141
Omega Ratio Rank
LNG Calmar Ratio Rank: 4747
Calmar Ratio Rank
LNG Martin Ratio Rank: 4646
Martin Ratio Rank
IWM
IWM Risk / Return Rank: 7272
Overall Rank
IWM Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
IWM Sortino Ratio Rank: 7171
Sortino Ratio Rank
IWM Omega Ratio Rank: 6363
Omega Ratio Rank
IWM Calmar Ratio Rank: 7979
Calmar Ratio Rank
IWM Martin Ratio Rank: 7676
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. IWM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and iShares Russell 2000 ETF (IWM). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

LNGIWMDifference
Sharpe ratioReturn per unit of total volatility
0.14
1.99

-1.86

Sortino ratioReturn per unit of downside risk
0.39
2.75

-2.35

Omega ratioGain probability vs. loss probability

1.05

1.33

-0.28

Calmar ratioReturn relative to maximum drawdown

0.15

3.57

-3.41

Martin ratioReturn relative to average drawdown

0.31

12.63

-12.32

LNG vs. IWM - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is 0.14, which is lower than the IWM Sharpe Ratio of 1.99. The chart below compares the historical Sharpe Ratios of LNG and IWM, 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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Drawdowns

LNG vs. IWM - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than IWM's maximum drawdown of -59.05%. Use the drawdown chart below to compare losses from any high point for LNG and IWM.

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Drawdown Indicators

LNGIWMDifference

Max Drawdown

Largest peak-to-trough decline

-97.84%

-59.05%

-38.79%

Max Drawdown (1Y)

Largest decline over 1 year

-24.09%

-11.03%

-13.06%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-27.50%

+2.63%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-31.91%

+7.04%

Max Drawdown (10Y)

Largest decline over 10 years

-57.53%

-41.13%

-16.40%

Current Drawdown

Current decline from peak

-18.55%

0.00%

-18.55%

Average Drawdown

Average peak-to-trough decline

-43.14%

-10.76%

-32.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.88%

3.12%

+8.76%

Volatility

LNG vs. IWM - Volatility Comparison

Cheniere Energy, Inc. (LNG) and iShares Russell 2000 ETF (IWM) have volatilities of 7.19% and 7.16%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

LNGIWMDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.19%

7.16%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

21.49%

14.29%

+7.20%

Volatility (1Y)

Calculated over the trailing 1-year period

27.02%

19.73%

+7.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

22.61%

+7.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.50%

23.08%

+9.42%

Dividends

LNG vs. IWM - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.90%, more than IWM's 0.87% yield.

PositionTTM20252024202320222021202020192018201720162015
IWM
iShares Russell 2000 ETF		0.87%1.04%1.15%1.35%1.48%0.94%1.04%1.26%1.40%1.26%1.38%1.54%
LNG
Cheniere Energy, Inc.		0.90%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions

LNG and IWM 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.

LNG has higher volatility (7.19%) compared to IWM (7.16%). In terms of maximum drawdown, LNG dropped -97.84% vs IWM's -59.05%.

IWM currently has the higher Sharpe Ratio (1.99 vs 0.14), 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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