I need to compress small size of data in my project without too heavy side-effect on performance. Many people recommend LZ4 for me since it is almost the fastest compression algorithm at present.
Compression ratio is not the most important element here, but it still need to be evaluated. So I create a 4KB file contains normal text (from a README file from a open source software) and compress it with LZ4 and GZIP.

LZ4 GZIP -1
Compression Ratio 1.57 2.24

Hum, Looks like the compression ratio of LZ4 is not bad. But when I run test with this special content (changed from here):

The First 1,000 Primes
(the 1,000th is 7919)
For more information on primes see http://primes.utm.edu/
2,,3,,5,,7,  11,  13,  17,  19,  23,  29
31,  37,  41,  43,  47,  53,  59,  61,  67,  71
73,  79,  83,  89,  97, 101, 103, 107, 109, 113
127, 131, 137, 139, 149, 151, 157, 163, 167, 173
179, 181, 191, 193, 197, 199, 211, 223, 227, 229
233, 239, 241, 251, 257, 263, 269, 271, 277, 281
283, 293, 307, 311, 313, 317, 331, 337, 347, 349
353, 359, 367, 373, 379, 383, 389, 397, 401, 409
419, 421, 431, 433, 439, 443, 449, 457, 461, 463
467, 479, 487, 491, 499, 503, 509, 521, 523, 541
547, 557, 563, 569, 571, 577, 587, 593, 599, 601
607, 613, 617, 619, 631, 641, 643, 647, 653, 659
661, 673, 677, 683, 691, 701, 709, 719, 727, 733
739, 743, 751, 757, 761, 769, 773, 787, 797, 809
811, 821, 823, 827, 829, 839, 853, 857, 859, 863
877, 881, 883, 887, 907, 911, 919, 929, 937, 941
947, 953, 967, 971, 977, 983, 991, 997,1009,1013
1019,1021,1031,1033,1039,1049,1051,1061,1063,1069
1087,1091,1093,1097,1103,1109,1117,1123,1129,1151
1153,1163,1171,1181,1187,1193,1201,1213,1217,1223
1229,1231,1237,1249,1259,1277,1279,1283,1289,1291
1297,1301,1303,1307,1319,1321,1327,1361,1367,1373
1381,1399,1409,1423,1427,1429,1433,1439,1447,1451
1453,1459,1471,1481,1483,1487,1489,1493,1499,1511
1523,1531,1543,1549,1553,1559,1567,1571,1579,1583
1597,1601,1607,1609,1613,1619,1621,1627,1637,1657
1663,1667,1669,1693,1697,1699,1709,1721,1723,1733
1741,1747,1753,1759,1777,1783,1787,1789,1801,1811
1823,1831,1847,1861,1867,1871,1873,1877,1879,1889
1901,1907,1913,1931,1933,1949,1951,1973,1979,1987
1993,1997,1999,2003,2011,2017,2027,2029,2039,2053
2063,2069,2081,2083,2087,2089,2099,2111,2113,2129
2131,2137,2141,2143,2153,2161,2179,2203,2207,2213
2221,2237,2239,2243,2251,2267,2269,2273,2281,2287
2293,2297,2309,2311,2333,2339,2341,2347,2351,2357
2371,2377,2381,2383,2389,2393,2399,2411,2417,2423
2437,2441,2447,2459,2467,2473,2477,2503,2521,2531
2539,2543,2549,2551,2557,2579,2591,2593,2609,2617
2621,2633,2647,2657,2659,2663,2671,2677,2683,2687
2689,2693,2699,2707,2711,2713,2719,2729,2731,2741
2749,2753,2767,2777,2789,2791,2797,2801,2803,2819
2833,2837,2843,2851,2857,2861,2879,2887,2897,2903
2909,2917,2927,2939,2953,2957,2963,2969,2971,2999
3001,3011,3019,3023,3037,3041,3049,3061,3067,3079
3083,3089,3109,3119,3121,3137,3163,3167,3169,3181
3187,3191,3203,3209,3217,3221,3229,3251,3253,3257
3259,3271,3299,3301,3307,3313,3319,3323,3329,3331
3343,3347,3359,3361,3371,3373,3389,3391,3407,3413
3433,3449,3457,3461,3463,3467,3469,3491,3499,3511
3517,3527,3529,3533,3539,3541,3547,3557,3559,3571
3581,3583,3593,3607,3613,3617,3623,3631,3637,3643
3659,3671,3673,3677,3691,3697,3701,3709,3719,3727
3733,3739,3761,3767,3769,3779,3793,3797,3803,3821
3823,3833,3847,3851,3853,3863,3877,3881,3889,3907
3911,3917,3919,3923,3929,3931,3943,3947,3967,3989
4001,4003,4007,4013,4019,4021,4027,4049,4051,4057
4073,4079,4091,4093,4099,4111,4127,4129,4133,4139
4153,4157,4159,4177,4201,4211,4217,4219,4229,4231
4241,4243,4253,4259,4261,4271,4273,4283,4289,4297
4327,4337,4339,4349,4357,4363,4373,4391,4397,4409
4421,4423,4441,4447,4451,4457,4463,4481,4483,4493
4507,4513,4517,4519,4523,4547,4549,4561,4567,4583
4591,4597,4603,4621,4637,4639,4643,4649,4651,4657
4663,4673,4679,4691,4703,4721,4723,4729,4733,4751
4759,4783,4787,4789,4793,4799,4801,4813,4817,4831
4861,4871,4877,4889,4903,4909,4919,4931,4933,4937
4943,4951,4957,4967,4969,4973,4987,4993,4999,5003
5009,5011,5021,5023,5039,5051,5059,5077,5081,5087
5099,5101,5107,5113,5119,5147,5153,5167,5171,5179
5189,5197,5209,5227,5231,5233,5237,5261,5273,5279
5281,5297,5303,5309,5323,5333,5347,5351,5381,5387
5393,5399,5407,5413,5417,5419,5431,5437,5441,5443
5449,5471,5477,5479,5483,5501,5503,5507,5519,5521
5527,5531,5557,5563,5569,5573,5581,5591,5623,5639
5641,5647,5651,5653,5657,5659,5669,5683,5689,5693
5701,5711,5717,5737,5741,5743,5749,5779,5783,5791
5801,5807,5813,5821,5827,5839,5843,5849,5851,5857
5861,5867,5869,5879,5881,5897,5903,5923,5927,5939
5953,5981,5987,6007,6011,6029,6037,6043,6

the result became interesting:

LZ4 GZIP -1
Compression Ratio 0.99 2.25

GZIP could compress this content unexceptionally, but LZ4 don’t. So, LZ4 can’t compress some special content (like, numbers), although it is faster than any other compression algorithm.
Somebody may ask: why don’t you use special algorithm to compress content of numbers? The answer is: in real situation, we could not know the type of our small data segments.