SRE vs. LNG
SRE (Sempra Energy) and LNG (Cheniere Energy, Inc.) are both stocks. SRE operates in Utilities - Diversified (Utilities), while LNG operates in Oil & Gas Midstream (Energy). Over the past 10 years, SRE returned 8.73%/yr vs 21.55%/yr for LNG. At a 0.18 correlation, their price movements are largely independent.
Performance
SRE vs. LNG - Performance Comparison
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Returns By Period
In the year-to-date period, SRE achieves a 4.27% return, which is significantly lower than LNG's 23.47% return. Over the past 10 years, SRE has underperformed LNG with an annualized return of 8.73%, while LNG has yielded a comparatively higher 21.55% annualized return.
SRE
- 1D
- 1.20%
- 1M
- -0.12%
- YTD
- 4.27%
- 6M
- 2.28%
- 1Y
- 22.59%
- 3Y*
- 11.50%
- 5Y*
- 9.43%
- 10Y*
- 8.73%
LNG
- 1D
- -0.93%
- 1M
- -0.31%
- YTD
- 23.47%
- 6M
- 16.68%
- 1Y
- -0.79%
- 3Y*
- 20.15%
- 5Y*
- 23.45%
- 10Y*
- 21.55%
SRE vs. LNG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SRE Sempra Energy | 4.27% | 3.94% | 21.11% | -0.06% | 20.30% | 7.39% | -12.78% | 44.01% | 4.49% | 9.43% |
LNG Cheniere Energy, Inc. | 23.47% | -8.70% | 27.18% | 15.02% | 49.30% | 69.48% | -1.70% | 3.18% | 9.94% | 29.95% |
Correlation
The correlation between SRE and LNG is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 30, 1998 | 0.18 |
Fundamentals
SRE:
$59.75B
LNG:
$50.27B
SRE:
$3.17
LNG:
$6.80
SRE:
28.85
LNG:
35.12
SRE:
1.80
LNG:
0.19
SRE:
4.39
LNG:
2.55
SRE:
1.51
LNG:
13.39
SRE:
$13.61B
LNG:
$20.28B
SRE:
$4.94B
LNG:
$5.52B
SRE:
$4.51B
LNG:
$5.81B
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Return for Risk
SRE vs. LNG — Risk / Return Rank
SRE
LNG
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.
| SRE | LNG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.26 | ||
| Sortino ratioReturn per unit of downside risk | +1.58 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.02 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 1.91 | -0.05 | +1.96 |
| Martin ratioReturn relative to average drawdown | 5.56 | -0.10 | +5.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SRE | LNG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | -0.04 | +1.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.41 | 0.78 | -0.36 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.66 | -0.31 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.16 | +0.27 |
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.
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Drawdown Indicators
| SRE | LNG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -45.00% | -97.84% | +52.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.65% | -24.09% | +11.44% |
Max Drawdown (3Y)Largest decline over 3 years | -31.62% | -24.87% | -6.75% |
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 DrawdownCurrent decline from peak | -8.35% | -19.38% | +11.03% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -43.17% | +33.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.34% | 11.61% | -7.27% |
Volatility
SRE vs. LNG - Volatility Comparison
The current volatility for Sempra Energy (SRE) is 6.67%, while Cheniere Energy, Inc. (LNG) has a volatility of 9.66%. 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.
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Volatility by Period
| SRE | LNG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.67% | 9.66% | -2.99% |
Volatility (6M)Calculated over the trailing 6-month period | 14.32% | 21.85% | -7.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 27.71% | -7.90% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.82% | 30.28% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.86% | 32.66% | -7.80% |
Dividends
SRE vs. LNG - Dividend Comparison
SRE's dividend yield for the trailing twelve months is around 2.84%, more than LNG's 0.91% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LNG Cheniere Energy, Inc. | 0.91% | 1.06% | 0.84% | 0.95% | 0.92% | 0.33% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SRE Sempra Energy | 2.84% | 2.92% | 2.83% | 3.18% | 2.96% | 3.33% | 3.28% | 2.55% | 3.31% | 3.08% | 3.37% | 2.98% |
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.
Total Revenue: Total amount of money received from sales and other business activities
SRE vs. LNG - Profitability Comparison
SRE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a gross profit of 2.08B and revenue of 3.66B. Therefore, the gross margin over that period was 56.9%.
LNG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a gross profit of 0.00 and revenue of 5.87B. Therefore, the gross margin over that period was 0.0%.
SRE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported an operating income of 0.00 and revenue of 3.66B, resulting in an operating margin of 0.0%.
LNG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported an operating income of -3.49B and revenue of 5.87B, resulting in an operating margin of -59.4%.
SRE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sempra Energy reported a net income of 1.15B and revenue of 3.66B, resulting in a net margin of 31.5%.
LNG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cheniere Energy, Inc. reported a net income of -3.50B and revenue of 5.87B, resulting in a net margin of -59.7%.
Frequently Asked Questions
SRE and LNG have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LNG has higher volatility (9.66%) compared to SRE (6.67%). In terms of maximum drawdown, SRE dropped -45.00% vs LNG's -97.84%.
SRE currently has the higher Sharpe Ratio (1.22 vs -0.04), 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.
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