LNG vs. TDG

Last updated Jun 9, 2026

LNG (Cheniere Energy, Inc.) and TDG (TransDigm Group Incorporated) are both stocks. LNG operates in Oil & Gas Midstream (Energy), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, LNG returned 21.91%/yr vs 22.15%/yr for TDG. At a 0.28 correlation, their price movements are largely independent.

Performance

LNG vs. TDG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cheniere Energy, Inc. (LNG) and TransDigm Group Incorporated (TDG). 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 TDG's -9.29% return. Both investments have delivered pretty close results over the past 10 years, with LNG having a 21.91% annualized return and TDG not far ahead at 22.15%.

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%

TDG

• 1D: -2.62%
• 1M: -0.72%
• YTD: -9.29%
• 6M: -10.46%
• 1Y: -12.05%
• 3Y*: 20.83%
• 5Y*: 16.93%
• 10Y*: 22.15%

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

LNG vs. TDG - 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%
TDG TransDigm Group Incorporated	-9.29%	12.15%	32.27%	66.57%	1.77%	2.82%	10.51%	84.41%	23.83%	19.84%

Correlation

The correlation between LNG and TDG is 0.01, 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	0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (10Y) Calculated over the trailing 10-year period	0.28
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006	0.28

Over the past year, the correlation between LNG and TDG has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.

Fundamentals

Market Cap LNG : $49.81B TDG : $70.21B
EPS LNG : $6.80 TDG : $34.79
PE Ratio LNG : 34.79 TDG : 34.67
PEG Ratio LNG : 0.19 TDG : 1.03
PS Ratio LNG : 2.53 TDG : 7.38
Total Revenue (TTM) LNG : $20.28B TDG : $9.50B
Gross Profit (TTM) LNG : $5.52B TDG : $5.61B
EBITDA (TTM) LNG : $5.81B TDG : $4.78B

Return for Risk

LNG vs. TDG — 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

TDG

TDG Risk / Return Rank: 24
TDG Sharpe Ratio Rank: 23
TDG Sortino Ratio Rank: 22
TDG Omega Ratio Rank: 21
TDG Calmar Ratio Rank: 26
TDG Martin Ratio Rank: 26

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. TDG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and TransDigm Group Incorporated (TDG). 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	TDG	Difference
Sharpe ratio: Return per unit of total volatility	-0.06	-0.44	+0.38
Sortino ratio: Return per unit of downside risk	0.11	-0.41	+0.51
Omega ratio: Gain probability vs. loss probability	1.01	0.94	+0.07
Calmar ratio: Return relative to maximum drawdown	-0.07	-0.48	+0.41
Martin ratio: Return relative to average drawdown	-0.15	-0.83	+0.68
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. TDG - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is -0.06, which is higher than the TDG Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of LNG and TDG, 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	TDG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.06	-0.44	+0.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.76	0.61	+0.15
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.66	+0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.16	0.85	-0.69

Drawdowns

LNG vs. TDG - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for LNG and TDG.

Drawdown Indicators

	LNG	TDG	Difference
Max Drawdown Largest peak-to-trough decline	-97.84%	-62.64%	-35.20%
Max Drawdown (1Y) Largest decline over 1 year	-24.09%	-25.30%	+1.21%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-25.30%	+0.43%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	-25.30%	+0.43%
Max Drawdown (10Y) Largest decline over 10 years	-57.53%	-62.64%	+5.11%
Current Drawdown Current decline from peak	-20.12%	-20.46%	+0.34%
Average Drawdown Average peak-to-trough decline	-43.16%	-7.95%	-35.21%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.67%	14.58%	-2.91%

Volatility

LNG vs. TDG - Volatility Comparison

Cheniere Energy, Inc. (LNG) and TransDigm Group Incorporated (TDG) have volatilities of 7.91% and 7.72%, 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.

Volatility by Period

	LNG	TDG	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.91%	7.72%	+0.19%
Volatility (6M) Calculated over the trailing 6-month period	21.87%	21.00%	+0.87%
Volatility (1Y) Calculated over the trailing 1-year period	27.75%	27.63%	+0.12%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.28%	27.81%	+2.47%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.59%	33.78%	-1.19%

Dividends

LNG vs. TDG - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.92%, less than TDG's 7.46% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016
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%
TDG TransDigm Group Incorporated	7.46%	6.77%	5.92%	3.46%	2.94%	0.00%	0.00%	11.16%	0.00%	8.01%	9.64%

Financials

LNG vs. TDG - Profitability Comparison

The chart below illustrates the profitability comparison between Cheniere Energy, Inc. and TransDigm Group Incorporated 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%.

TDG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.

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%.

TDG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.

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%.

TDG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.

Frequently Asked Questions

Can I hold both LNG and TDG in my portfolio?

LNG and TDG have a correlation of 0.01, 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 TDG?

LNG has higher volatility (7.91%) compared to TDG (7.72%). In terms of maximum drawdown, LNG dropped -97.84% vs TDG's -62.64%.

Which has better risk-adjusted returns?

LNG currently has the higher Sharpe Ratio (-0.06 vs -0.44), 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.