PortfoliosLab logoPortfoliosLab logo
SRE vs. LNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

SRE vs. LNG - Performance Comparison

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

Loading graphics...

SRE vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SRE
Sempra Energy
11.10%3.94%21.11%-0.06%20.30%7.39%-12.78%44.01%4.49%9.43%
LNG
Cheniere Energy, Inc.
42.28%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Fundamentals

Market Cap

SRE:

$63.63B

LNG:

$59.28B

EPS

SRE:

$3.01

LNG:

$24.33

PE Ratio

SRE:

32.31

LNG:

11.34

PEG Ratio

SRE:

1.76

LNG:

0.06

PS Ratio

SRE:

4.64

LNG:

3.02

PB Ratio

SRE:

1.64

LNG:

7.49

Total Revenue (TTM)

SRE:

$13.70B

LNG:

$19.98B

Gross Profit (TTM)

SRE:

$7.14B

LNG:

$5.46B

EBITDA (TTM)

SRE:

$4.22B

LNG:

$9.75B

Returns By Period

In the year-to-date period, SRE achieves a 11.10% return, which is significantly lower than LNG's 42.28% return. Over the past 10 years, SRE has underperformed LNG with an annualized return of 9.71%, while LNG has yielded a comparatively higher 23.93% annualized return.


SRE

1D
0.25%
1M
2.53%
YTD
11.10%
6M
10.69%
1Y
40.27%
3Y*
12.33%
5Y*
11.60%
10Y*
9.71%

LNG

1D
-2.79%
1M
10.81%
YTD
42.28%
6M
19.47%
1Y
20.58%
3Y*
21.72%
5Y*
32.08%
10Y*
23.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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

SRE vs. LNG — Risk / Return Rank

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

SRE
SRE Risk / Return Rank: 8787
Overall Rank
SRE Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SRE Sortino Ratio Rank: 8484
Sortino Ratio Rank
SRE Omega Ratio Rank: 8484
Omega Ratio Rank
SRE Calmar Ratio Rank: 8787
Calmar Ratio Rank
SRE Martin Ratio Rank: 8989
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 6161
Overall Rank
LNG Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 5858
Sortino Ratio Rank
LNG Omega Ratio Rank: 5858
Omega Ratio Rank
LNG Calmar Ratio Rank: 6161
Calmar Ratio Rank
LNG Martin Ratio Rank: 6161
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.

SRE vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sempra Energy (SRE) 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.


SRELNGDifference

Sharpe ratio

Return per unit of total volatility

1.84

0.70

+1.14

Sortino ratio

Return per unit of downside risk

2.41

1.11

+1.30

Omega ratio

Gain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratio

Return relative to maximum drawdown

3.27

0.91

+2.36

Martin ratio

Return relative to average drawdown

10.76

2.08

+8.69

SRE vs. LNG - Sharpe Ratio Comparison

The current SRE Sharpe Ratio is 1.84, which is higher than the LNG Sharpe Ratio of 0.70. The chart below compares the historical Sharpe Ratios of SRE 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.


Loading graphics...

Sharpe Ratios by Period


SRELNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

0.70

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.51

1.08

-0.56

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

0.73

-0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.44

0.17

+0.27

Correlation

The correlation between SRE and LNG is 0.18, 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.


Dividends

SRE vs. LNG - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 2.66%, more than LNG's 0.76% yield.


TTM20252024202320222021202020192018201720162015
SRE
Sempra Energy
2.66%2.92%2.83%3.18%2.96%3.33%3.28%2.55%3.31%3.08%3.37%2.98%
LNG
Cheniere Energy, Inc.
0.76%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SRE vs. LNG - Drawdown Comparison

The maximum SRE drawdown since its inception was -45.00%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for SRE and LNG.


Loading graphics...

Drawdown Indicators


SRELNGDifference

Max Drawdown

Largest peak-to-trough decline

-45.00%

-97.84%

+52.84%

Max Drawdown (1Y)

Largest decline over 1 year

-12.44%

-22.34%

+9.90%

Max Drawdown (5Y)

Largest decline over 5 years

-31.62%

-24.87%

-6.75%

Max Drawdown (10Y)

Largest decline over 10 years

-45.00%

-57.53%

+12.53%

Current Drawdown

Current decline from peak

0.00%

-7.10%

+7.10%

Average Drawdown

Average peak-to-trough decline

-10.14%

-43.34%

+33.20%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.78%

9.79%

-6.01%

Volatility

SRE vs. LNG - Volatility Comparison

The current volatility for Sempra Energy (SRE) is 5.95%, while Cheniere Energy, Inc. (LNG) has a volatility of 11.79%. This indicates that SRE 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.


Loading graphics...

Volatility by Period


SRELNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.95%

11.79%

-5.84%

Volatility (6M)

Calculated over the trailing 6-month period

13.58%

18.41%

-4.83%

Volatility (1Y)

Calculated over the trailing 1-year period

22.02%

29.65%

-7.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.68%

29.90%

-7.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.79%

32.96%

-8.17%

Financials

SRE vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between Sempra Energy 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


3.00B4.00B5.00B6.00B7.00B8.00B9.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
3.72B
5.67B
(SRE) Total Revenue
(LNG) Total Revenue
Values in USD except per share items