NFE vs. SOGP

Last updated Jun 9, 2026

NFE (New Fortress Energy Inc.) and SOGP (Lizhi Inc) are both stocks. NFE operates in Utilities - Regulated Gas (Utilities), while SOGP operates in Internet Content & Information (Communication Services). Over the past 5 years, NFE returned -56.82%/yr vs -28.32%/yr for SOGP. At a 0.19 correlation, their price movements are largely independent.

Performance

NFE vs. SOGP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in New Fortress Energy Inc. (NFE) and Lizhi Inc (SOGP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, NFE achieves a -53.99% return, which is significantly lower than SOGP's 15.17% return.

NFE

• 1D: 4.19%
• 1M: -25.07%
• YTD: -53.99%
• 6M: -62.80%
• 1Y: -82.34%
• 3Y*: -73.59%
• 5Y*: -56.82%
• 10Y*: —

SOGP

• 1D: -0.16%
• 1M: -17.88%
• YTD: 15.17%
• 6M: -7.71%
• 1Y: 965.75%
• 3Y*: 17.42%
• 5Y*: -28.32%
• 10Y*: —

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

NFE vs. SOGP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
NFE New Fortress Energy Inc.	-53.99%	-92.46%	-59.24%	-1.71%	77.41%	-54.42%	245.08%
SOGP Lizhi Inc	15.17%	465.48%	-20.80%	-56.51%	-65.95%	-52.32%	-66.64%

Correlation

The correlation between NFE and SOGP is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.13
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (All Time) Calculated using the full available price history since Jan 21, 2020	0.19

Fundamentals

Total Revenue (TTM) NFE : $1.50B SOGP : $2.07B
Gross Profit (TTM) NFE : $310.12M SOGP : $585.38M
EBITDA (TTM) NFE : -$198.72M SOGP : -$138.59M

Return for Risk

NFE vs. SOGP — Risk / Return Rank

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

NFE

NFE Risk / Return Rank: 12
NFE Sharpe Ratio Rank: 15
NFE Sortino Ratio Rank: 12
NFE Omega Ratio Rank: 14
NFE Calmar Ratio Rank: 5
NFE Martin Ratio Rank: 14

SOGP

SOGP Risk / Return Rank: 97
SOGP Sharpe Ratio Rank: 96
SOGP Sortino Ratio Rank: 99
SOGP Omega Ratio Rank: 98
SOGP Calmar Ratio Rank: 99
SOGP Martin Ratio Rank: 96

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.

NFE vs. SOGP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for New Fortress Energy Inc. (NFE) and Lizhi Inc (SOGP). 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.

	NFE	SOGP	Difference
Sharpe ratio: Return per unit of total volatility	-0.63	3.36	-3.99
Sortino ratio: Return per unit of downside risk	-0.98	6.29	-7.27
Omega ratio: Gain probability vs. loss probability	0.89	1.74	-0.85
Calmar ratio: Return relative to maximum drawdown	-0.93	13.80	-14.73
Martin ratio: Return relative to average drawdown	-1.24	19.51	-20.75
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

NFE vs. SOGP - Sharpe Ratio Comparison

The current NFE Sharpe Ratio is -0.63, which is lower than the SOGP Sharpe Ratio of 3.36. The chart below compares the historical Sharpe Ratios of NFE and SOGP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	NFE	SOGP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.63	3.36	-3.99
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.64	-0.18	-0.45
Sharpe Ratio (All Time) Calculated using the full available price history	-0.41	-0.18	-0.23

Drawdowns

NFE vs. SOGP - Drawdown Comparison

The maximum NFE drawdown since its inception was -99.09%, roughly equal to the maximum SOGP drawdown of -99.25%. Use the drawdown chart below to compare losses from any high point for NFE and SOGP.

Drawdown Indicators

	NFE	SOGP	Difference
Max Drawdown Largest peak-to-trough decline	-99.09%	-99.25%	+0.16%
Max Drawdown (1Y) Largest decline over 1 year	-89.05%	-70.70%	-18.35%
Max Drawdown (3Y) Largest decline over 3 years	-98.72%	-89.12%	-9.60%
Max Drawdown (5Y) Largest decline over 5 years	-99.09%	-98.42%	-0.67%
Current Drawdown Current decline from peak	-99.04%	-91.07%	-7.97%
Average Drawdown Average peak-to-trough decline	-46.09%	-84.36%	+38.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	66.14%	49.93%	+16.21%

Volatility

NFE vs. SOGP - Volatility Comparison

New Fortress Energy Inc. (NFE) has a higher volatility of 21.09% compared to Lizhi Inc (SOGP) at 9.76%. This indicates that NFE's price experiences larger fluctuations and is considered to be riskier than SOGP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	NFE	SOGP	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.09%	9.76%	+11.33%
Volatility (6M) Calculated over the trailing 6-month period	68.50%	57.10%	+11.40%
Volatility (1Y) Calculated over the trailing 1-year period	131.04%	290.82%	-159.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	89.68%	156.43%	-66.75%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	83.59%	160.70%	-77.11%

Dividends

NFE vs. SOGP - Dividend Comparison

NFE has not paid dividends to shareholders, while SOGP's dividend yield for the trailing twelve months is around 17.74%.

Position	TTM	2025	2024	2023	2022	2021	2020
NFE New Fortress Energy Inc.	0.00%	0.00%	1.98%	10.46%	0.94%	1.66%	0.37%
SOGP Lizhi Inc	17.74%	8.61%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both NFE and SOGP in my portfolio?

NFE and SOGP have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, NFE or SOGP?

NFE has higher volatility (21.09%) compared to SOGP (9.76%). In terms of maximum drawdown, NFE dropped -99.09% vs SOGP's -99.25%.

Which has better risk-adjusted returns?

SOGP currently has the higher Sharpe Ratio (3.36 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.