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

Performance

LNG vs. SRE - Performance Comparison

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

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LNG vs. SRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LNG
Cheniere Energy, Inc.
46.36%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%
SRE
Sempra Energy
10.82%3.94%21.11%-0.06%20.30%7.39%-12.78%44.01%4.49%9.43%

Fundamentals

Market Cap

LNG:

$60.98B

SRE:

$63.47B

EPS

LNG:

$24.33

SRE:

$3.01

PE Ratio

LNG:

11.66

SRE:

32.23

PEG Ratio

LNG:

0.06

SRE:

1.75

PS Ratio

LNG:

3.11

SRE:

4.63

PB Ratio

LNG:

7.70

SRE:

1.64

Total Revenue (TTM)

LNG:

$19.98B

SRE:

$13.70B

Gross Profit (TTM)

LNG:

$5.46B

SRE:

$7.14B

EBITDA (TTM)

LNG:

$9.75B

SRE:

$4.22B

Returns By Period

In the year-to-date period, LNG achieves a 46.36% return, which is significantly higher than SRE's 10.82% return. Over the past 10 years, LNG has outperformed SRE with an annualized return of 24.28%, while SRE has yielded a comparatively lower 9.68% annualized return.


LNG

1D
-3.36%
1M
20.38%
YTD
46.36%
6M
21.40%
1Y
23.80%
3Y*
22.87%
5Y*
32.83%
10Y*
24.28%

SRE

1D
0.61%
1M
1.64%
YTD
10.82%
6M
10.33%
1Y
40.32%
3Y*
12.24%
5Y*
11.54%
10Y*
9.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

LNG vs. SRE — Risk / Return Rank

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

LNG
LNG Risk / Return Rank: 6666
Overall Rank
LNG Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 6363
Sortino Ratio Rank
LNG Omega Ratio Rank: 6464
Omega Ratio Rank
LNG Calmar Ratio Rank: 6767
Calmar Ratio Rank
LNG Martin Ratio Rank: 6767
Martin Ratio Rank

SRE
SRE Risk / Return Rank: 8888
Overall Rank
SRE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 8686
Sortino Ratio Rank
SRE Omega Ratio Rank: 8585
Omega Ratio Rank
SRE Calmar Ratio Rank: 8989
Calmar Ratio Rank
SRE Martin Ratio Rank: 9191
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. SRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Sempra Energy (SRE). 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.


LNGSREDifference

Sharpe ratio

Return per unit of total volatility

0.81

1.84

-1.03

Sortino ratio

Return per unit of downside risk

1.25

2.41

-1.16

Omega ratio

Gain probability vs. loss probability

1.17

1.33

-0.16

Calmar ratio

Return relative to maximum drawdown

1.19

3.51

-2.31

Martin ratio

Return relative to average drawdown

2.72

11.54

-8.82

LNG vs. SRE - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is 0.81, which is lower than the SRE Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of LNG and SRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


LNGSREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.81

1.84

-1.03

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.11

0.51

+0.59

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.74

0.39

+0.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

0.44

-0.27

Correlation

The correlation between LNG and SRE is 0.18, 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.


Dividends

LNG vs. SRE - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.74%, less than SRE's 2.67% yield.


TTM20252024202320222021202020192018201720162015
LNG
Cheniere Energy, Inc.
0.74%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%
SRE
Sempra Energy
2.67%2.92%2.83%3.18%2.96%3.33%3.28%2.55%3.31%3.08%3.37%2.98%

Drawdowns

LNG vs. SRE - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than SRE's maximum drawdown of -45.00%. Use the drawdown chart below to compare losses from any high point for LNG and SRE.


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Drawdown Indicators


LNGSREDifference

Max Drawdown

Largest peak-to-trough decline

-97.84%

-45.00%

-52.84%

Max Drawdown (1Y)

Largest decline over 1 year

-22.34%

-12.44%

-9.90%

Max Drawdown (5Y)

Largest decline over 5 years

-24.87%

-31.62%

+6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-57.53%

-45.00%

-12.53%

Current Drawdown

Current decline from peak

-4.43%

0.00%

-4.43%

Average Drawdown

Average peak-to-trough decline

-43.35%

-10.15%

-33.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.78%

3.78%

+6.00%

Volatility

LNG vs. SRE - Volatility Comparison

Cheniere Energy, Inc. (LNG) has a higher volatility of 11.40% compared to Sempra Energy (SRE) at 5.97%. This indicates that LNG's price experiences larger fluctuations and is considered to be riskier than SRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LNGSREDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.40%

5.97%

+5.43%

Volatility (6M)

Calculated over the trailing 6-month period

18.17%

13.58%

+4.59%

Volatility (1Y)

Calculated over the trailing 1-year period

29.59%

22.13%

+7.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.87%

22.68%

+7.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.95%

24.79%

+8.16%

Financials

LNG vs. SRE - Financials Comparison

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


3.00B4.00B5.00B6.00B7.00B8.00B9.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
5.67B
3.72B
(LNG) Total Revenue
(SRE) Total Revenue
Values in USD except per share items