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SRE vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SRE and LNG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

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.

1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
1,277.10%
5,270.58%
SRE
LNG

Key characteristics

Sharpe Ratio

SRE:

0.25

LNG:

1.66

Sortino Ratio

SRE:

0.50

LNG:

2.12

Omega Ratio

SRE:

1.09

LNG:

1.31

Calmar Ratio

SRE:

0.25

LNG:

2.19

Martin Ratio

SRE:

0.67

LNG:

7.02

Ulcer Index

SRE:

11.56%

LNG:

6.87%

Daily Std Dev

SRE:

30.54%

LNG:

29.11%

Max Drawdown

SRE:

-45.00%

LNG:

-97.84%

Current Drawdown

SRE:

-19.93%

LNG:

-7.86%

Fundamentals

Market Cap

SRE:

$48.58B

LNG:

$51.75B

EPS

SRE:

$4.42

LNG:

$14.21

PE Ratio

SRE:

16.86

LNG:

16.35

PEG Ratio

SRE:

1.95

LNG:

2.03

PS Ratio

SRE:

3.68

LNG:

3.35

PB Ratio

SRE:

1.60

LNG:

8.92

Total Revenue (TTM)

SRE:

$9.55B

LNG:

$11.45B

Gross Profit (TTM)

SRE:

$3.83B

LNG:

$7.35B

EBITDA (TTM)

SRE:

$3.99B

LNG:

$3.65B

Returns By Period

In the year-to-date period, SRE achieves a -14.09% return, which is significantly lower than LNG's 8.77% return. Over the past 10 years, SRE has underperformed LNG with an annualized return of 6.50%, while LNG has yielded a comparatively higher 12.39% annualized return.


SRE

YTD

-14.09%

1M

5.52%

6M

-10.08%

1Y

7.08%

5Y*

6.73%

10Y*

6.50%

LNG

YTD

8.77%

1M

0.31%

6M

26.69%

1Y

47.79%

5Y*

42.11%

10Y*

12.39%

*Annualized

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Risk-Adjusted Performance

SRE vs. LNG — Risk-Adjusted Performance Rank

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

SRE
The Risk-Adjusted Performance Rank of SRE is 5959
Overall Rank
The Sharpe Ratio Rank of SRE is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of SRE is 5252
Sortino Ratio Rank
The Omega Ratio Rank of SRE is 5757
Omega Ratio Rank
The Calmar Ratio Rank of SRE is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SRE is 6060
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 9191
Overall Rank
The Sharpe Ratio Rank of LNG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SRE vs. LNG - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for SRE, currently valued at 0.25, compared to the broader market-2.00-1.000.001.002.003.00
SRE: 0.25
LNG: 1.66
The chart of Sortino ratio for SRE, currently valued at 0.50, compared to the broader market-6.00-4.00-2.000.002.004.00
SRE: 0.50
LNG: 2.12
The chart of Omega ratio for SRE, currently valued at 1.09, compared to the broader market0.501.001.502.00
SRE: 1.09
LNG: 1.31
The chart of Calmar ratio for SRE, currently valued at 0.25, compared to the broader market0.001.002.003.004.005.00
SRE: 0.25
LNG: 2.19
The chart of Martin ratio for SRE, currently valued at 0.67, compared to the broader market-5.000.005.0010.0015.0020.00
SRE: 0.67
LNG: 7.02

The current SRE Sharpe Ratio is 0.25, which is lower than the LNG Sharpe Ratio of 1.66. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.25
1.66
SRE
LNG

Dividends

SRE vs. LNG - Dividend Comparison

SRE's dividend yield for the trailing twelve months is around 3.35%, more than LNG's 0.80% yield.


TTM20242023202220212020201920182017201620152014
SRE
Sempra Energy
3.35%2.83%3.18%2.96%3.33%3.28%2.56%3.31%3.08%3.04%2.98%2.37%
LNG
Cheniere Energy, Inc.
0.80%0.84%0.95%0.92%0.33%0.00%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. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-19.93%
-7.86%
SRE
LNG

Volatility

SRE vs. LNG - Volatility Comparison

The current volatility for Sempra Energy (SRE) is 12.31%, while Cheniere Energy, Inc. (LNG) has a volatility of 16.84%. 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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
12.31%
16.84%
SRE
LNG

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


Values in USD except per share items