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LPG vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
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.

-40.00%-20.00%0.00%20.00%40.00%JuneJulyAugustSeptemberOctoberNovember
-40.54%
41.12%
LPG
LNG

Returns By Period

In the year-to-date period, LPG achieves a -34.40% return, which is significantly lower than LNG's 30.59% return. Over the past 10 years, LPG has outperformed LNG with an annualized return of 12.96%, while LNG has yielded a comparatively lower 11.88% annualized return.


LPG

YTD

-34.40%

1M

-18.78%

6M

-39.35%

1Y

-31.47%

5Y (annualized)

29.24%

10Y (annualized)

12.96%

LNG

YTD

30.59%

1M

22.16%

6M

39.54%

1Y

26.64%

5Y (annualized)

30.37%

10Y (annualized)

11.88%

Fundamentals


LPGLNG
Market Cap$1.10B$49.50B
EPS$5.87$15.73
PE Ratio4.3814.03
PEG Ratio-1.020.60
Total Revenue (TTM)$501.24M$16.09B
Gross Profit (TTM)$307.81M$9.35B
EBITDA (TTM)$330.48M$8.11B

Key characteristics


LPGLNG
Sharpe Ratio-0.831.42
Sortino Ratio-1.052.12
Omega Ratio0.881.25
Calmar Ratio-0.701.79
Martin Ratio-1.463.21
Ulcer Index22.39%8.83%
Daily Std Dev39.43%19.95%
Max Drawdown-78.31%-97.84%
Current Drawdown-46.54%0.00%

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Correlation

-0.50.00.51.00.3

The correlation between LPG and LNG is 0.33, 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.

Risk-Adjusted Performance

LPG vs. LNG - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for LPG, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.00-0.831.42
The chart of Sortino ratio for LPG, currently valued at -1.05, compared to the broader market-4.00-2.000.002.004.00-1.052.12
The chart of Omega ratio for LPG, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.25
The chart of Calmar ratio for LPG, currently valued at -0.70, compared to the broader market0.002.004.006.00-0.701.79
The chart of Martin ratio for LPG, currently valued at -1.46, compared to the broader market-10.000.0010.0020.0030.00-1.463.21
LPG
LNG

The current LPG Sharpe Ratio is -0.83, which is lower than the LNG Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of LPG and LNG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-0.83
1.42
LPG
LNG

Dividends

LPG vs. LNG - Dividend Comparison

LPG's dividend yield for the trailing twelve months is around 15.56%, more than LNG's 0.82% yield.


TTM202320222021
LPG
Dorian LPG Ltd.
15.56%9.12%29.02%7.88%
LNG
Cheniere Energy, Inc.
0.82%0.95%0.92%0.33%

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. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-46.54%
0
LPG
LNG

Volatility

LPG vs. LNG - Volatility Comparison

Dorian LPG Ltd. (LPG) has a higher volatility of 10.45% compared to Cheniere Energy, Inc. (LNG) at 8.49%. 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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
10.45%
8.49%
LPG
LNG

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


Values in USD except per share items