LNG vs VG: returns, Sharpe ratio and drawdown

Over the past year, VG returned +73.79% against +57.70% for LNG. LNG had the higher Sharpe ratio over the past year (1.53 vs 1.05), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -24.09% for LNG and -39.96% for VG. Dividends over the past year came to 0.67% of LNG's price, against 0.63% for VG.