Today I had a quick look at compression speed of the various compression algorithms in #UnrealEngine.
In my use case, speed is more important than compression ratio, so I had COMPRESS_BiasSpeed set.
To little surprise, #gzip and #zlib took about the same time, and #lz4 was a lot slower.
The big surprise was #Oodle, which was faster than all others. By a lot.
So, if you are compressing data in your Unreal game at runtime, you might want to check if Oodle is an option for you.