PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
LNG vs. NKE
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

LNG vs. NKE - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%JuneJulyAugustSeptemberOctoberNovember
34.00%
-18.33%
LNG
NKE

Returns By Period

In the year-to-date period, LNG achieves a 26.13% return, which is significantly higher than NKE's -30.72% return. Over the past 10 years, LNG has outperformed NKE with an annualized return of 11.44%, while NKE has yielded a comparatively lower 5.51% annualized return.


LNG

YTD

26.13%

1M

17.25%

6M

33.70%

1Y

24.10%

5Y (annualized)

29.88%

10Y (annualized)

11.44%

NKE

YTD

-30.72%

1M

-10.38%

6M

-18.33%

1Y

-28.78%

5Y (annualized)

-3.35%

10Y (annualized)

5.51%

Fundamentals


LNGNKE
Market Cap$48.03B$114.02B
EPS$15.73$3.50
PE Ratio13.6121.90
PEG Ratio0.603.87
Total Revenue (TTM)$16.09B$50.01B
Gross Profit (TTM)$9.35B$22.42B
EBITDA (TTM)$7.44B$6.86B

Key characteristics


LNGNKE
Sharpe Ratio1.21-0.88
Sortino Ratio1.84-1.00
Omega Ratio1.220.83
Calmar Ratio1.51-0.51
Martin Ratio2.70-1.12
Ulcer Index8.83%26.58%
Daily Std Dev19.82%33.95%
Max Drawdown-97.84%-64.43%
Current Drawdown-0.83%-56.54%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between LNG and NKE is 0.19, 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. NKE - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and NIKE, Inc. (NKE). 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-4.00-2.000.002.004.001.21-0.88
The chart of Sortino ratio for LNG, currently valued at 1.84, compared to the broader market-4.00-2.000.002.004.001.84-1.00
The chart of Omega ratio for LNG, currently valued at 1.22, compared to the broader market0.501.001.502.001.220.83
The chart of Calmar ratio for LNG, currently valued at 1.51, compared to the broader market0.002.004.006.001.51-0.51
The chart of Martin ratio for LNG, currently valued at 2.70, compared to the broader market0.0010.0020.0030.002.70-1.12
LNG
NKE

The current LNG Sharpe Ratio is 1.21, which is higher than the NKE Sharpe Ratio of -0.88. The chart below compares the historical Sharpe Ratios of LNG and NKE, 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-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
1.21
-0.88
LNG
NKE

Dividends

LNG vs. NKE - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.85%, less than NKE's 1.99% 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%
NKE
NIKE, Inc.
1.99%1.28%1.07%0.68%0.71%0.89%1.11%1.18%1.30%0.93%1.04%1.11%

Drawdowns

LNG vs. NKE - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than NKE's maximum drawdown of -64.43%. Use the drawdown chart below to compare losses from any high point for LNG and NKE. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-0.83%
-56.54%
LNG
NKE

Volatility

LNG vs. NKE - Volatility Comparison

Cheniere Energy, Inc. (LNG) has a higher volatility of 8.45% compared to NIKE, Inc. (NKE) at 6.43%. This indicates that LNG's price experiences larger fluctuations and is considered to be riskier than NKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
8.45%
6.43%
LNG
NKE

Financials

LNG vs. NKE - Financials Comparison

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