LNGZX vs. LNG

Last updated Aug 1, 2026

LNGZX (Columbia Greater China Fund) is China Equities fund managed by Columbia, while LNG (Cheniere Energy, Inc.) is a stock. Over the past 10 years, LNGZX returned 2.95%/yr vs 21.52%/yr for LNG. Their 0.20 correlation means their historical movements had little consistent relationship.

Performance

LNGZX vs. LNG - Performance Comparison

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

Returns By Period

In the year-to-date period, LNGZX achieves a -10.99% return, which is significantly lower than LNG's 36.26% return. Over the past 10 years, LNGZX has underperformed LNG with an annualized return of 2.95%, while LNG has yielded a comparatively higher 21.52% annualized return.

LNGZX

• 1D: 1.31%
• 1M: 3.76%
• 6M: -14.42%
• YTD: -10.99%
• 1Y: -2.31%
• 3Y*: 1.74%
• 5Y*: -8.49%
• 10Y*: 2.95%
• ALL TIME*: 7.28%

LNG

• 1D: 2.14%
• 1M: 7.16%
• 6M: 25.23%
• YTD: 36.26%
• 1Y: 11.68%
• 3Y*: 19.21%
• 5Y*: 26.62%
• 10Y*: 21.52%
• ALL TIME*: 12.85%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
LNG Cheniere Energy, Inc.	$449.81M	$470.16M	$533.59M
LNGZX Columbia Greater China Fund	$0.00	$0.00	$0.00

LNGZX vs. LNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LNGZX Columbia Greater China Fund	-10.99%	27.49%	12.29%	-18.70%	-28.42%	-25.21%	46.04%	32.95%	-20.01%	59.90%
LNG Cheniere Energy, Inc.	36.26%	-8.70%	27.18%	15.02%	49.30%	69.48%	-1.70%	3.18%	9.94%	29.95%

Correlation

The correlation between LNGZX and LNG is -0.15, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	-0.15
Correlation (3Y) Balances recent behavior with more history.	0.02
Correlation (5Y) Shows whether the relationship held over a longer period.	0.09
Correlation (10Y) Provides a long-term view across more market conditions.	0.18
Correlation (All Time) Calculated using the full available price history since Jan 2, 1998	0.20

The correlation between LNGZX and LNG shifts across timeframes, from -0.15 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.

Return for Risk

LNGZX vs. LNG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LNGZX

LNGZX Risk / Return Rank: 3
LNGZX Sharpe Ratio Rank: 2
LNGZX Sortino Ratio Rank: 3
LNGZX Omega Ratio Rank: 3
LNGZX Calmar Ratio Rank: 3
LNGZX Martin Ratio Rank: 3

LNG

LNG Risk / Return Rank: 57
LNG Sharpe Ratio Rank: 62
LNG Sortino Ratio Rank: 56
LNG Omega Ratio Rank: 54
LNG Calmar Ratio Rank: 58
LNG Martin Ratio Rank: 57

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LNGZX vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Greater China Fund (LNGZX) and Cheniere Energy, Inc. (LNG). 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.

	LNGZX	LNG	Difference
Sharpe ratio: Return per unit of total volatility	-0.22	0.49	-0.71
Sortino ratio: Return per unit of downside risk	-0.16	0.88	-1.04
Omega ratio: Gain probability vs. loss probability	0.98	1.10	-0.12
Calmar ratio: Return relative to maximum drawdown	-0.21	0.54	-0.74
Martin ratio: Return relative to average drawdown	-0.41	1.00	-1.41

LNGZX vs. LNG - Sharpe Ratio Comparison

The current LNGZX Sharpe Ratio is -0.22, which is lower than the LNG Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of LNGZX and LNG, 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

LNGZX vs. LNG - Drawdown Comparison

The maximum LNGZX drawdown since its inception was -73.37%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for LNGZX and LNG.

Drawdown Indicators

	LNGZX	LNG	Difference
Max Drawdown Largest peak-to-trough decline	-73.37%	-97.84%	+24.47%
Max Drawdown (1Y) Largest decline over 1 year	-23.54%	-24.09%	+0.55%
Max Drawdown (3Y) Largest decline over 3 years	-24.58%	-24.87%	+0.29%
Max Drawdown (5Y) Largest decline over 5 years	-56.81%	-24.87%	-31.94%
Max Drawdown (10Y) Largest decline over 10 years	-67.94%	-57.53%	-10.41%
Current Drawdown Current decline from peak	-53.57%	-11.02%	-42.55%
Average Drawdown Average peak-to-trough decline	-26.67%	-43.02%	+16.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.71%	12.86%	-1.15%

Volatility

LNGZX vs. LNG - Volatility Comparison

The current volatility for Columbia Greater China Fund (LNGZX) is 6.62%, while Cheniere Energy, Inc. (LNG) has a volatility of 9.48%. This indicates that LNGZX experiences smaller price fluctuations and is considered to be less risky than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LNGZX	LNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.62%	9.48%	-2.86%
Volatility (6M) Calculated over the trailing 6-month period	16.18%	23.32%	-7.14%
Volatility (1Y) Calculated over the trailing 1-year period	21.84%	26.45%	-4.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.57%	30.42%	-0.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.61%	32.28%	-5.67%

Dividends

LNGZX vs. LNG - Dividend Comparison

LNGZX's dividend yield for the trailing twelve months is around 2.11%, more than LNG's 0.82% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LNGZX Columbia Greater China Fund	2.11%	1.88%	1.21%	0.67%	0.00%	0.00%	4.29%	1.40%	5.85%	1.20%	0.00%	4.54%

Frequently Asked Questions

Can I hold both LNGZX and LNG in my portfolio?

LNGZX and LNG have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LNGZX or LNG?

LNG has higher volatility (9.48%) compared to LNGZX (6.62%). In terms of maximum drawdown, LNGZX dropped -73.37% vs LNG's -97.84%.

Which has better risk-adjusted returns?

LNG currently has the higher Sharpe Ratio (0.49 vs -0.22), 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.