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

Performance

LPG vs. LNG - Performance Comparison

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

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Returns By Period

In the year-to-date period, LPG achieves a 74.77% return, which is significantly higher than LNG's 21.09% return. Over the past 10 years, LPG has outperformed LNG with an annualized return of 29.54%, while LNG has yielded a comparatively lower 21.58% annualized return.


LPG

1D
1.53%
1M
-12.61%
YTD
74.77%
6M
77.39%
1Y
78.27%
3Y*
32.37%
5Y*
44.64%
10Y*
29.54%

LNG

1D
1.46%
1M
-2.75%
YTD
21.09%
6M
22.79%
1Y
1.71%
3Y*
17.54%
5Y*
22.93%
10Y*
21.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPG vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPG
Dorian LPG Ltd.
74.77%9.75%-37.80%171.42%109.62%12.71%-21.25%165.52%-29.08%0.12%
LNG
Cheniere Energy, Inc.
21.09%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Correlation

The correlation between LPG and LNG is 0.06, 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

0.06

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

0.14

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

0.25

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

0.30

Correlation (All Time)
Calculated using the full available price history since May 8, 2014

0.31

Over the past year, the correlation between LPG and LNG has dropped to 0.06 - well below their long-term average of 0.31, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

LPG:

$1.73B

LNG:

$49.30B

EPS

LPG:

$4.54

LNG:

$6.80

PE Ratio

LPG:

8.94

LNG:

34.44

PEG Ratio

LPG:

0.14

LNG:

0.18

PS Ratio

LPG:

3.60

LNG:

2.51

PB Ratio

LPG:

1.52

LNG:

13.13

Total Revenue (TTM)

LPG:

$481.51M

LNG:

$20.28B

Gross Profit (TTM)

LPG:

$415.02M

LNG:

$5.52B

EBITDA (TTM)

LPG:

$279.22M

LNG:

$5.81B

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Return for Risk

LPG vs. LNG — Risk / Return Rank

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

LPG
LPG Risk / Return Rank: 8484
Overall Rank
LPG Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
LPG Sortino Ratio Rank: 8585
Sortino Ratio Rank
LPG Omega Ratio Rank: 8383
Omega Ratio Rank
LPG Calmar Ratio Rank: 8484
Calmar Ratio Rank
LPG Martin Ratio Rank: 8181
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 4242
Overall Rank
LNG Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 3939
Sortino Ratio Rank
LNG Omega Ratio Rank: 3838
Omega Ratio Rank
LNG Calmar Ratio Rank: 4444
Calmar Ratio Rank
LNG Martin Ratio Rank: 4444
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.

LPG vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dorian LPG Ltd. (LPG) 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.


LPGLNGDifference
Sharpe ratioReturn per unit of total volatility

+1.91

Sortino ratioReturn per unit of downside risk

+2.32

Omega ratioGain probability vs. loss probability

1.32

1.03

+0.29

Calmar ratioReturn relative to maximum drawdown

3.15

0.07

+3.08

Martin ratioReturn relative to average drawdown

6.63

0.14

+6.49

LPG vs. LNG - Sharpe Ratio Comparison

The current LPG Sharpe Ratio is 1.97, which is higher than the LNG Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of LPG 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.


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Drawdowns

LPG vs. LNG - Drawdown Comparison

The maximum LPG drawdown since its inception was -78.31%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for LPG and LNG.


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Drawdown Indicators


LPGLNGDifference

Max Drawdown

Largest peak-to-trough decline

-78.31%

-97.84%

+19.53%

Max Drawdown (1Y)

Largest decline over 1 year

-24.99%

-24.09%

-0.90%

Max Drawdown (3Y)

Largest decline over 3 years

-62.89%

-24.87%

-38.02%

Max Drawdown (5Y)

Largest decline over 5 years

-62.89%

-24.87%

-38.02%

Max Drawdown (10Y)

Largest decline over 10 years

-62.89%

-57.53%

-5.36%

Current Drawdown

Current decline from peak

-14.92%

-20.93%

+6.01%

Average Drawdown

Average peak-to-trough decline

-42.62%

-43.13%

+0.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.85%

12.35%

-0.50%

Volatility

LPG vs. LNG - Volatility Comparison

Dorian LPG Ltd. (LPG) has a higher volatility of 12.41% compared to Cheniere Energy, Inc. (LNG) at 7.77%. This indicates that LPG's price experiences larger fluctuations and is considered to be riskier than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


LPGLNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.41%

7.77%

+4.64%

Volatility (6M)

Calculated over the trailing 6-month period

31.44%

21.88%

+9.56%

Volatility (1Y)

Calculated over the trailing 1-year period

40.03%

27.23%

+12.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.51%

30.26%

+13.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.27%

32.35%

+15.92%

Dividends

LPG vs. LNG - Dividend Comparison

LPG's dividend yield for the trailing twelve months is around 7.27%, more than LNG's 0.92% yield.


PositionTTM20252024202320222021
LNG
Cheniere Energy, Inc.
0.92%1.06%0.84%0.95%0.92%0.33%
LPG
Dorian LPG Ltd.
7.27%10.07%16.41%9.12%29.02%7.88%

Financials

LPG vs. LNG - Financials Comparison

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


0.002.00B4.00B6.00B8.00B10.00B20222023202420252026
156.71M
5.87B
(LPG) Total Revenue
(LNG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LPG and LNG have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPG has higher volatility (12.41%) compared to LNG (7.77%). In terms of maximum drawdown, LPG dropped -78.31% vs LNG's -97.84%.

LPG currently has the higher Sharpe Ratio (1.97 vs 0.06), 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.

Portfolio Optimizer

Find the right allocation for LPG and LNG

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