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LNG vs. NVO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LNG vs. NVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy, Inc. (LNG) and Novo Nordisk A/S (NVO). 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 35.75% return, which is significantly higher than NVO's 0.44% return. Over the past 10 years, LNG has outperformed NVO with an annualized return of 20.96%, while NVO has yielded a comparatively lower 8.13% annualized return.


LNG

1D
-0.89%
1M
15.66%
6M
29.97%
YTD
35.75%
1Y
17.10%
3Y*
19.58%
5Y*
26.69%
10Y*
20.96%
ALL TIME*
12.85%

NVO

1D
-0.46%
1M
14.33%
6M
-15.78%
YTD
0.44%
1Y
-20.39%
3Y*
-13.64%
5Y*
4.47%
10Y*
8.13%
ALL TIME*
14.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LNG vs. NVO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNG
Cheniere Energy, Inc.
35.75%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%
NVO
Novo Nordisk A/S
0.44%-39.22%-15.93%54.84%22.66%63.52%23.33%28.70%-12.98%52.92%

Correlation

The correlation between LNG and NVO is -0.03, 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

-0.03

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

0.03

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

0.03

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

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 11, 1997

0.09

The correlation between LNG and NVO shifts across timeframes, from -0.03 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LNG:

$55.03B

NVO:

$219.43B

EPS

LNG:

$6.86

NVO:

DKK 27.42

PE Ratio

LNG:

38.29

NVO:

11.79

PEG Ratio

LNG:

0.21

NVO:

0.51

PS Ratio

LNG:

2.79

NVO:

4.39

PB Ratio

LNG:

14.72

NVO:

7.08

Total Revenue (TTM)

LNG:

$20.28B

NVO:

DKK 327.80B

Gross Profit (TTM)

LNG:

$5.52B

NVO:

DKK 268.30B

EBITDA (TTM)

LNG:

$5.81B

NVO:

DKK 181.54B

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Return for Risk

LNG vs. NVO — Risk / Return Rank

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

LNG
LNG Risk / Return Rank: 6363
Overall Rank
LNG Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 6363
Sortino Ratio Rank
LNG Omega Ratio Rank: 6060
Omega Ratio Rank
LNG Calmar Ratio Rank: 6262
Calmar Ratio Rank
LNG Martin Ratio Rank: 6161
Martin Ratio Rank

NVO
NVO Risk / Return Rank: 3030
Overall Rank
NVO Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
NVO Sortino Ratio Rank: 2929
Sortino Ratio Rank
NVO Omega Ratio Rank: 2828
Omega Ratio Rank
NVO Calmar Ratio Rank: 3131
Calmar Ratio Rank
NVO Martin Ratio Rank: 3333
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. NVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Novo Nordisk A/S (NVO). 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.


LNGNVODifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.35

Omega ratioGain probability vs. loss probability

1.13

0.97

+0.17

Calmar ratioReturn relative to maximum drawdown

0.71

-0.42

+1.13

Martin ratioReturn relative to average drawdown

1.35

-0.64

+1.99

LNG vs. NVO - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is 0.66, which is higher than the NVO Sharpe Ratio of -0.40. The chart below compares the historical Sharpe Ratios of LNG and NVO, 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. NVO - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than NVO's maximum drawdown of -74.70%. Use the drawdown chart below to compare losses from any high point for LNG and NVO.


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Drawdown Indicators


LNGNVODifference

Max Drawdown

Largest peak-to-trough decline

-97.84%

-74.70%

-23.14%

Max Drawdown (1Y)

Largest decline over 1 year

-24.09%

-49.17%

+25.08%

Max Drawdown (3Y)

Largest decline over 3 years

-24.87%

-74.70%

+49.83%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-74.70%

+49.83%

Max Drawdown (10Y)

Largest decline over 10 years

-57.53%

-74.70%

+17.17%

Current Drawdown

Current decline from peak

-11.35%

-64.12%

+52.77%

Average Drawdown

Average peak-to-trough decline

-43.05%

-17.89%

-25.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.69%

31.80%

-19.11%

Volatility

LNG vs. NVO - Volatility Comparison

The current volatility for Cheniere Energy, Inc. (LNG) is 7.79%, while Novo Nordisk A/S (NVO) has a volatility of 9.44%. This indicates that LNG experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNGNVODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.79%

9.44%

-1.65%

Volatility (6M)

Calculated over the trailing 6-month period

22.58%

36.36%

-13.78%

Volatility (1Y)

Calculated over the trailing 1-year period

26.87%

51.69%

-24.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.33%

38.57%

-8.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.28%

32.63%

-0.35%

Dividends

LNG vs. NVO - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.82%, less than NVO's 3.65% yield.


PositionTTM20252024202320222021202020192018201720162015
LNG
Cheniere Energy, Inc.
0.82%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%
NVO
Novo Nordisk A/S
3.65%3.31%1.68%1.00%1.20%1.35%1.87%2.14%1.45%1.52%2.87%0.92%

Financials

LNG vs. NVO - Financials Comparison

This section allows you to compare key financial metrics between Cheniere Energy, Inc. and Novo Nordisk A/S. 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


0.0020.00B40.00B60.00B80.00B100.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
5.87B
96.82B
(LNG) Total Revenue
(NVO) Total Revenue
Please note, different currencies. LNG values in USD, NVO values in DKK

LNG vs. NVO - Profitability Comparison

The chart below illustrates the profitability comparison between Cheniere Energy, Inc. and Novo Nordisk A/S over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
86.0%
Portfolio components
LNG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

NVO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported a gross profit of 83.23B and revenue of 96.82B. Therefore, the gross margin over that period was 86.0%.

LNG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Cheniere Energy, Inc. reported an operating income of -3.49B and revenue of 5.87B, resulting in an operating margin of -59.4%.

NVO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported an operating income of 59.62B and revenue of 96.82B, resulting in an operating margin of 61.6%.

LNG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Cheniere Energy, Inc. reported a net income of -3.50B and revenue of 5.87B, resulting in a net margin of -59.7%.

NVO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Novo Nordisk A/S reported a net income of 48.56B and revenue of 96.82B, resulting in a net margin of 50.2%.


Frequently Asked Questions


LNG and NVO have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NVO has higher volatility (9.44%) compared to LNG (7.79%). In terms of maximum drawdown, LNG dropped -97.84% vs NVO's -74.70%.

LNG currently has the higher Sharpe Ratio (0.66 vs -0.40), 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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