I'm not that fussed about CPU use.

https://github.com/mcmilk/7-Zip-zstd

By these charts, if I only need 5-10 megabytes per second of compression on a single core, LZMA2 wins significantly on ratio, and still decompresses at well over 100. If I'm doing a backup, or sending/receiving over my internet connection (which only has 2MB/s of upload), LZMA2 easily wins. If I need speed then zstd wins.