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VOO vs. LNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

VOO vs. LNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard S&P 500 ETF (VOO) and Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VOO achieves a 9.08% return, which is significantly lower than LNG's 24.74% return. Over the past 10 years, VOO has underperformed LNG with an annualized return of 15.50%, while LNG has yielded a comparatively higher 22.78% annualized return.


VOO

1D
0.55%
1M
-0.07%
YTD
9.08%
6M
9.44%
1Y
24.36%
3Y*
20.95%
5Y*
13.43%
10Y*
15.50%

LNG

1D
0.47%
1M
0.79%
YTD
24.74%
6M
28.05%
1Y
3.66%
3Y*
19.57%
5Y*
23.34%
10Y*
22.78%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VOO vs. LNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VOO
Vanguard S&P 500 ETF
9.08%17.82%24.98%26.32%-18.17%28.79%18.32%31.37%-4.50%21.77%
LNG
Cheniere Energy, Inc.
24.74%-8.70%27.18%15.02%49.30%69.48%-1.70%3.18%9.94%29.95%

Correlation

The correlation between VOO and LNG is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.08

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.33

Correlation (All Time)
Calculated using the full available price history since Sep 9, 2010

0.38

The correlation between VOO and LNG shifts across timeframes, from -0.21 (1 year) to 0.38 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

VOO vs. LNG — Risk / Return Rank

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

VOO
VOO Risk / Return Rank: 7070
Overall Rank
VOO Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
VOO Sortino Ratio Rank: 6969
Sortino Ratio Rank
VOO Omega Ratio Rank: 7171
Omega Ratio Rank
VOO Calmar Ratio Rank: 6363
Calmar Ratio Rank
VOO Martin Ratio Rank: 7676
Martin Ratio Rank

LNG
LNG Risk / Return Rank: 4444
Overall Rank
LNG Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
LNG Sortino Ratio Rank: 4141
Sortino Ratio Rank
LNG Omega Ratio Rank: 4141
Omega Ratio Rank
LNG Calmar Ratio Rank: 4747
Calmar Ratio Rank
LNG Martin Ratio Rank: 4646
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.

VOO vs. LNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard S&P 500 ETF (VOO) 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.

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.


VOOLNGDifference
Sharpe ratioReturn per unit of total volatility

+1.86

Sortino ratioReturn per unit of downside risk

+2.30

Omega ratioGain probability vs. loss probability

1.36

1.05

+0.31

Calmar ratioReturn relative to maximum drawdown

2.75

0.15

+2.60

Martin ratioReturn relative to average drawdown

12.42

0.31

+12.11

VOO vs. LNG - Sharpe Ratio Comparison

The current VOO Sharpe Ratio is 1.99, which is higher than the LNG Sharpe Ratio of 0.14. The chart below compares the historical Sharpe Ratios of VOO and LNG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

VOO vs. LNG - Drawdown Comparison

The maximum VOO drawdown since its inception was -33.99%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for VOO and LNG.


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Drawdown Indicators


VOOLNGDifference

Max Drawdown

Largest peak-to-trough decline

-33.99%

-97.84%

+63.85%

Max Drawdown (1Y)

Largest decline over 1 year

-8.90%

-24.09%

+15.19%

Max Drawdown (3Y)

Largest decline over 3 years

-18.69%

-24.87%

+6.18%

Max Drawdown (5Y)

Largest decline over 5 years

-24.52%

-24.87%

+0.35%

Max Drawdown (10Y)

Largest decline over 10 years

-33.99%

-57.53%

+23.54%

Current Drawdown

Current decline from peak

-2.34%

-18.55%

+16.21%

Average Drawdown

Average peak-to-trough decline

-3.68%

-43.14%

+39.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

11.88%

-9.91%

Volatility

VOO vs. LNG - Volatility Comparison

The current volatility for Vanguard S&P 500 ETF (VOO) is 4.34%, while Cheniere Energy, Inc. (LNG) has a volatility of 7.19%. This indicates that VOO 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


VOOLNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.34%

7.19%

-2.85%

Volatility (6M)

Calculated over the trailing 6-month period

9.58%

21.49%

-11.91%

Volatility (1Y)

Calculated over the trailing 1-year period

12.27%

27.02%

-14.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.88%

30.27%

-13.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.03%

32.50%

-14.47%

Dividends

VOO vs. LNG - Dividend Comparison

VOO's dividend yield for the trailing twelve months is around 1.05%, more than LNG's 0.90% yield.


PositionTTM20252024202320222021202020192018201720162015
LNG
Cheniere Energy, Inc.
0.90%1.06%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.05%1.13%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%

Frequently Asked Questions


VOO and LNG have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LNG has higher volatility (7.19%) compared to VOO (4.34%). In terms of maximum drawdown, VOO dropped -33.99% vs LNG's -97.84%.

VOO currently has the higher Sharpe Ratio (1.99 vs 0.14), 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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