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

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.

0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
52.27%
43.91%
WMB
LNG

Returns By Period

In the year-to-date period, WMB achieves a 77.67% return, which is significantly higher than LNG's 33.17% return. Over the past 10 years, WMB has underperformed LNG with an annualized return of 7.04%, while LNG has yielded a comparatively higher 12.29% annualized return.


WMB

YTD

77.67%

1M

14.23%

6M

52.27%

1Y

72.96%

5Y (annualized)

28.55%

10Y (annualized)

7.04%

LNG

YTD

33.17%

1M

23.66%

6M

43.91%

1Y

27.87%

5Y (annualized)

30.85%

10Y (annualized)

12.29%

Fundamentals


WMBLNG
Market Cap$71.56B$49.50B
EPS$2.36$15.73
PE Ratio24.8714.03
PEG Ratio9.710.60
Total Revenue (TTM)$10.68B$16.09B
Gross Profit (TTM)$6.07B$9.35B
EBITDA (TTM)$6.78B$8.11B

Key characteristics


WMBLNG
Sharpe Ratio4.001.46
Sortino Ratio5.122.17
Omega Ratio1.651.26
Calmar Ratio7.271.84
Martin Ratio22.803.30
Ulcer Index3.26%8.83%
Daily Std Dev18.56%20.00%
Max Drawdown-98.04%-97.84%
Current Drawdown0.00%0.00%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 4.00, compared to the broader market-4.00-2.000.002.004.004.001.46
The chart of Sortino ratio for WMB, currently valued at 5.12, compared to the broader market-4.00-2.000.002.004.005.122.17
The chart of Omega ratio for WMB, currently valued at 1.65, compared to the broader market0.501.001.502.001.651.26
The chart of Calmar ratio for WMB, currently valued at 7.27, compared to the broader market0.002.004.006.007.271.84
The chart of Martin ratio for WMB, currently valued at 22.80, compared to the broader market0.0010.0020.0030.0022.803.30
WMB
LNG

The current WMB Sharpe Ratio is 4.00, which is higher than the LNG Sharpe Ratio of 1.46. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
4.00
1.46
WMB
LNG

Dividends

WMB vs. LNG - Dividend Comparison

WMB's dividend yield for the trailing twelve months is around 3.14%, more than LNG's 0.80% yield.


TTM20232022202120202019201820172016201520142013
WMB
The Williams Companies, Inc.
3.14%5.14%5.17%6.30%7.98%6.41%6.17%3.94%5.39%9.53%4.36%3.73%
LNG
Cheniere Energy, Inc.
0.80%0.95%0.92%0.33%0.00%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.


-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember00
WMB
LNG

Volatility

WMB vs. LNG - Volatility Comparison

The current volatility for The Williams Companies, Inc. (WMB) is 6.45%, while Cheniere Energy, Inc. (LNG) has a volatility of 8.52%. This indicates that WMB 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.


4.00%5.00%6.00%7.00%8.00%9.00%JuneJulyAugustSeptemberOctoberNovember
6.45%
8.52%
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