PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
WMB vs. LNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between WMB and LNG is 0.34, 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.


-0.50.00.51.00.3

Performance

WMB vs. LNG - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
36.77%
43.60%
WMB
LNG

Key characteristics

Sharpe Ratio

WMB:

4.10

LNG:

2.73

Sortino Ratio

WMB:

4.98

LNG:

3.83

Omega Ratio

WMB:

1.67

LNG:

1.47

Calmar Ratio

WMB:

6.71

LNG:

3.61

Martin Ratio

WMB:

25.99

LNG:

13.70

Ulcer Index

WMB:

3.15%

LNG:

4.17%

Daily Std Dev

WMB:

19.93%

LNG:

20.92%

Max Drawdown

WMB:

-98.04%

LNG:

-97.84%

Current Drawdown

WMB:

-0.14%

LNG:

-0.35%

Fundamentals

Market Cap

WMB:

$72.14B

LNG:

$56.91B

EPS

WMB:

$2.36

LNG:

$15.67

PE Ratio

WMB:

25.06

LNG:

16.13

PEG Ratio

WMB:

9.90

LNG:

0.60

Total Revenue (TTM)

WMB:

$7.90B

LNG:

$11.27B

Gross Profit (TTM)

WMB:

$4.26B

LNG:

$6.72B

EBITDA (TTM)

WMB:

$5.08B

LNG:

$5.34B

Returns By Period

In the year-to-date period, WMB achieves a 9.28% return, which is significantly lower than LNG's 17.63% return. Over the past 10 years, WMB has underperformed LNG with an annualized return of 9.44%, while LNG has yielded a comparatively higher 13.68% annualized return.


WMB

YTD

9.28%

1M

10.56%

6M

34.66%

1Y

82.49%

5Y*

28.66%

10Y*

9.44%

LNG

YTD

17.63%

1M

21.00%

6M

40.41%

1Y

58.58%

5Y*

32.93%

10Y*

13.68%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

WMB vs. LNG — Risk-Adjusted Performance Rank

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

WMB
The Risk-Adjusted Performance Rank of WMB is 9999
Overall Rank
The Sharpe Ratio Rank of WMB is 9999
Sharpe Ratio Rank
The Sortino Ratio Rank of WMB is 9898
Sortino Ratio Rank
The Omega Ratio Rank of WMB is 9898
Omega Ratio Rank
The Calmar Ratio Rank of WMB is 9999
Calmar Ratio Rank
The Martin Ratio Rank of WMB is 9999
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 9595
Overall Rank
The Sharpe Ratio Rank of LNG is 9797
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 9696
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 9494
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 9696
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 9595
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.

WMB vs. LNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Williams Companies, Inc. (WMB) 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.


Sharpe ratio
The chart of Sharpe ratio for WMB, currently valued at 4.10, compared to the broader market-2.000.002.004.004.102.73
The chart of Sortino ratio for WMB, currently valued at 4.98, compared to the broader market-4.00-2.000.002.004.004.983.83
The chart of Omega ratio for WMB, currently valued at 1.67, compared to the broader market0.501.001.502.001.671.47
The chart of Calmar ratio for WMB, currently valued at 6.71, compared to the broader market0.002.004.006.006.713.61
The chart of Martin ratio for WMB, currently valued at 25.99, compared to the broader market-10.000.0010.0020.0030.0025.9913.70
WMB
LNG

The current WMB Sharpe Ratio is 4.10, which is higher than the LNG Sharpe Ratio of 2.73. The chart below compares the historical Sharpe Ratios of WMB 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
4.10
2.73
WMB
LNG

Dividends

WMB vs. LNG - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.21%, more than LNG's 0.71% yield.


TTM20242023202220212020201920182017201620152014
WMB
The Williams Companies, Inc.
3.21%3.51%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%
LNG
Cheniere Energy, Inc.
0.71%0.84%0.95%0.92%0.33%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

WMB vs. LNG - Drawdown Comparison

The maximum WMB drawdown since its inception was -98.04%, roughly equal to the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for WMB and LNG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-0.14%
-0.35%
WMB
LNG

Volatility

WMB vs. LNG - Volatility Comparison

The Williams Companies, Inc. (WMB) and Cheniere Energy, Inc. (LNG) have volatilities of 7.28% and 7.18%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%AugustSeptemberOctoberNovemberDecember2025
7.28%
7.18%
WMB
LNG

Financials

WMB vs. LNG - Financials Comparison

This section allows you to compare key financial metrics between The Williams Companies, Inc. 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab