LNG vs. WEAT

Last updated Jul 11, 2026

LNG (Cheniere Energy, Inc.) is a stock, while WEAT (Teucrium Wheat Fund) is Agricultural Commodities fund tracking the Teucrium Wheat Index (TWEAT). Over the past 10 years, LNG returned 21.39%/yr vs -5.23%/yr for WEAT. At a 0.06 correlation, their price movements are largely independent.

Performance

LNG vs. WEAT - Performance Comparison

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

Returns By Period

In the year-to-date period, LNG achieves a 33.71% return, which is significantly higher than WEAT's 18.78% return. Over the past 10 years, LNG has outperformed WEAT with an annualized return of 21.39%, while WEAT has yielded a comparatively lower -5.23% annualized return.

LNG

• 1D: -1.01%
• 1M: 7.70%
• 6M: 33.86%
• YTD: 33.71%
• 1Y: 11.03%
• 3Y*: 18.92%
• 5Y*: 25.25%
• 10Y*: 21.39%

WEAT

• 1D: 2.91%
• 1M: 5.75%
• 6M: 16.62%
• YTD: 18.78%
• 1Y: 5.42%
• 3Y*: -10.15%
• 5Y*: -5.12%
• 10Y*: -5.23%

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

LNG vs. WEAT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LNG Cheniere Energy, Inc.	33.71%	-8.70%	27.18%	15.02%	49.30%	69.48%	-1.70%	3.18%	9.94%	29.95%
WEAT Teucrium Wheat Fund	18.78%	-17.14%	-19.26%	-25.19%	7.98%	19.39%	5.81%	-1.35%	-1.17%	-12.79%

Correlation

The correlation between LNG and WEAT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.18
Correlation (3Y) Calculated over the trailing 3-year period	0.06
Correlation (5Y) Calculated over the trailing 5-year period	0.10
Correlation (10Y) Calculated over the trailing 10-year period	0.07
Correlation (All Time) Calculated using the full available price history since Sep 19, 2011	0.06

The correlation between LNG and WEAT shifts across timeframes, from 0.06 (3 years) to 0.18 (1 year), reflecting how their relationship changes across market environments.

Return for Risk

LNG vs. WEAT — Risk / Return Rank

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

LNG

LNG Risk / Return Rank: 56
LNG Sharpe Ratio Rank: 60
LNG Sortino Ratio Rank: 54
LNG Omega Ratio Rank: 53
LNG Calmar Ratio Rank: 57
LNG Martin Ratio Rank: 56

WEAT

WEAT Risk / Return Rank: 12
WEAT Sharpe Ratio Rank: 12
WEAT Sortino Ratio Rank: 12
WEAT Omega Ratio Rank: 12
WEAT Calmar Ratio Rank: 13
WEAT Martin Ratio Rank: 12

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. WEAT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cheniere Energy, Inc. (LNG) and Teucrium Wheat Fund (WEAT). 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.

	LNG	WEAT	Difference
Sharpe ratio: Return per unit of total volatility	0.42	0.16	+0.26
Sortino ratio: Return per unit of downside risk	0.79	0.43	+0.36
Omega ratio: Gain probability vs. loss probability	1.10	1.05	+0.05
Calmar ratio: Return relative to maximum drawdown	0.48	0.25	+0.23
Martin ratio: Return relative to average drawdown	0.90	0.48	+0.41

LNG vs. WEAT - Sharpe Ratio Comparison

The current LNG Sharpe Ratio is 0.42, which is higher than the WEAT Sharpe Ratio of 0.16. The chart below compares the historical Sharpe Ratios of LNG and WEAT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

LNG vs. WEAT - Drawdown Comparison

The maximum LNG drawdown since its inception was -97.84%, which is greater than WEAT's maximum drawdown of -84.32%. Use the drawdown chart below to compare losses from any high point for LNG and WEAT.

Drawdown Indicators

	LNG	WEAT	Difference
Max Drawdown Largest peak-to-trough decline	-97.84%	-84.32%	-13.52%
Max Drawdown (1Y) Largest decline over 1 year	-24.09%	-14.44%	-9.65%
Max Drawdown (3Y) Largest decline over 3 years	-24.87%	-46.27%	+21.40%
Max Drawdown (5Y) Largest decline over 5 years	-24.87%	-67.83%	+42.96%
Max Drawdown (10Y) Largest decline over 10 years	-57.53%	-67.83%	+10.30%
Current Drawdown Current decline from peak	-12.69%	-81.29%	+68.60%
Average Drawdown Average peak-to-trough decline	-43.08%	-63.23%	+20.15%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.88%	8.21%	+4.67%

Volatility

LNG vs. WEAT - Volatility Comparison

Cheniere Energy, Inc. (LNG) has a higher volatility of 7.89% compared to Teucrium Wheat Fund (WEAT) at 6.35%. This indicates that LNG's price experiences larger fluctuations and is considered to be riskier than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LNG	WEAT	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.89%	6.35%	+1.54%
Volatility (6M) Calculated over the trailing 6-month period	22.45%	18.74%	+3.71%
Volatility (1Y) Calculated over the trailing 1-year period	27.34%	21.95%	+5.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.37%	30.33%	+0.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.28%	26.77%	+5.51%

Dividends

LNG vs. WEAT - Dividend Comparison

LNG's dividend yield for the trailing twelve months is around 0.84%, while WEAT has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021
LNG Cheniere Energy, Inc.	0.84%	1.06%	0.84%	0.95%	0.92%	0.33%
WEAT Teucrium Wheat Fund	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both LNG and WEAT in my portfolio?

LNG and WEAT have a correlation of 0.18, 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 WEAT?

LNG has higher volatility (7.89%) compared to WEAT (6.35%). In terms of maximum drawdown, LNG dropped -97.84% vs WEAT's -84.32%.

Which has better risk-adjusted returns?

LNG currently has the higher Sharpe Ratio (0.42 vs 0.16), 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.