PortfoliosLab logoPortfoliosLab logo
LYG vs. CNX
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LYG vs. CNX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Lloyds Banking Group plc (LYG) and CNX Resources Corporation (CNX). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, LYG achieves a 19.27% return, which is significantly higher than CNX's -2.64% return. Over the past 10 years, LYG has outperformed CNX with an annualized return of 12.99%, while CNX has yielded a comparatively lower 6.88% annualized return.


LYG

1D
-1.28%
1M
1.82%
6M
5.88%
YTD
19.27%
1Y
47.19%
3Y*
47.39%
5Y*
25.82%
10Y*
12.99%
ALL TIME*
-0.65%

CNX

1D
3.44%
1M
5.79%
6M
-7.73%
YTD
-2.64%
1Y
23.83%
3Y*
20.44%
5Y*
24.23%
10Y*
6.88%
ALL TIME*
7.10%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$59.57M$59.07M$63.51M
$101.57M$99.91M$119.79M

LYG vs. CNX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LYG
Lloyds Banking Group plc
19.27%103.71%20.30%14.68%-9.47%33.81%-40.79%36.81%-28.35%30.79%
CNX
CNX Resources Corporation
-2.64%0.27%83.35%18.76%22.47%27.31%22.03%-22.50%-21.94%-19.75%

Correlation

The correlation between LYG and CNX is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.02

Correlation (3Y)
Balances recent behavior with more history.

0.11

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.21

Correlation (10Y)
Provides a long-term view across more market conditions.

0.21

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2001

0.27

The correlation between LYG and CNX shifts across timeframes, from -0.02 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

LYG:

$89.56B

CNX:

$5.06B

EPS

LYG:

£0.34

CNX:

$5.98

PE Ratio

LYG:

13.54

CNX:

5.98

PEG Ratio

LYG:

6.77

CNX:

0.00

PS Ratio

LYG:

1.05

CNX:

2.38

PB Ratio

LYG:

1.46

CNX:

1.14

Total Revenue (TTM)

LYG:

£65.45B

CNX:

$2.39B

Gross Profit (TTM)

LYG:

£65.45B

CNX:

$921.84M

EBITDA (TTM)

LYG:

£7.45B

CNX:

$1.89B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

LYG vs. CNX — Risk / Return Rank

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

LYG
LYG Risk / Return Rank: 8585
Overall Rank
LYG Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
LYG Sortino Ratio Rank: 8787
Sortino Ratio Rank
LYG Omega Ratio Rank: 8484
Omega Ratio Rank
LYG Calmar Ratio Rank: 8282
Calmar Ratio Rank
LYG Martin Ratio Rank: 8383
Martin Ratio Rank

CNX
CNX Risk / Return Rank: 6262
Overall Rank
CNX Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
CNX Sortino Ratio Rank: 6060
Sortino Ratio Rank
CNX Omega Ratio Rank: 5858
Omega Ratio Rank
CNX Calmar Ratio Rank: 6262
Calmar Ratio Rank
CNX Martin Ratio Rank: 6262
Martin Ratio Rank
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.

LYG vs. CNX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Lloyds Banking Group plc (LYG) and CNX Resources Corporation (CNX). 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.


LYGCNXDifference
Sharpe ratioReturn per unit of total volatility

+1.15

Sortino ratioReturn per unit of downside risk

+1.44

Omega ratioGain probability vs. loss probability

1.30

1.12

+0.18

Calmar ratioReturn relative to maximum drawdown

2.30

0.73

+1.57

Martin ratioReturn relative to average drawdown

6.18

1.63

+4.56

LYG vs. CNX - Sharpe Ratio Comparison

The current LYG Sharpe Ratio is 1.78, which is higher than the CNX Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of LYG and CNX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

LYG vs. CNX - Drawdown Comparison

The maximum LYG drawdown since its inception was -94.84%, roughly equal to the maximum CNX drawdown of -95.41%. Use the drawdown chart below to compare losses from any high point for LYG and CNX.


Loading charts...

Drawdown Indicators


LYGCNXDifference

Max Drawdown

Largest peak-to-trough decline

-94.84%

-95.41%

+0.57%

Max Drawdown (1Y)

Largest decline over 1 year

-22.72%

-24.92%

+2.20%

Max Drawdown (3Y)

Largest decline over 3 years

-22.72%

-33.37%

+10.65%

Max Drawdown (5Y)

Largest decline over 5 years

-40.19%

-38.23%

-1.96%

Max Drawdown (10Y)

Largest decline over 10 years

-68.72%

-77.19%

+8.47%

Current Drawdown

Current decline from peak

-50.71%

-67.01%

+16.30%

Average Drawdown

Average peak-to-trough decline

-63.35%

-58.47%

-4.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.45%

11.25%

-2.80%

Volatility

LYG vs. CNX - Volatility Comparison

Lloyds Banking Group plc (LYG) has a higher volatility of 10.40% compared to CNX Resources Corporation (CNX) at 7.65%. This indicates that LYG's price experiences larger fluctuations and is considered to be riskier than CNX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


LYGCNXDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.40%

7.65%

+2.75%

Volatility (6M)

Calculated over the trailing 6-month period

24.44%

20.83%

+3.61%

Volatility (1Y)

Calculated over the trailing 1-year period

29.33%

28.70%

+0.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.12%

35.05%

-2.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.82%

47.99%

-13.17%

Dividends

LYG vs. CNX - Dividend Comparison

LYG's dividend yield for the trailing twelve months is around 3.23%, while CNX has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
CNX
CNX Resources Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.05%1.84%
LYG
Lloyds Banking Group plc
3.23%3.19%5.44%5.23%4.92%2.70%0.00%5.04%6.63%6.81%5.17%2.11%

Financials

LYG vs. CNX - Financials Comparison

This section allows you to compare key financial metrics between Lloyds Banking Group plc and CNX Resources Corporation. 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

LYG vs. CNX - Profitability Comparison

The chart below illustrates the profitability comparison between Lloyds Banking Group plc and CNX Resources Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

LYG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Lloyds Banking Group plc reported a gross profit of 13.84B and revenue of 13.84B. Therefore, the gross margin over that period was 100.0%.

CNX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, CNX Resources Corporation reported a gross profit of 0.00 and revenue of 618.48M. Therefore, the gross margin over that period was 0.0%.

LYG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Lloyds Banking Group plc reported an operating income of 2.27B and revenue of 13.84B, resulting in an operating margin of 16.4%.

CNX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, CNX Resources Corporation reported an operating income of 2.03M and revenue of 618.48M, resulting in an operating margin of 0.3%.

LYG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Lloyds Banking Group plc reported a net income of 1.53B and revenue of 13.84B, resulting in a net margin of 11.1%.

CNX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, CNX Resources Corporation reported a net income of 202.94M and revenue of 618.48M, resulting in a net margin of 32.8%.


Frequently Asked Questions


LYG and CNX have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LYG has higher volatility (10.40%) compared to CNX (7.65%). In terms of maximum drawdown, LYG dropped -94.84% vs CNX's -95.41%.

LYG currently has the higher Sharpe Ratio (1.78 vs 0.63), 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 LYG and CNX

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer