Hierarchical features of the energy landscape of the folding/unfolding behavior of adenylate kinase, including its dependence on denaturant concentration, are elucidated in terms of single-molecule fluorescence resonance energy transfer (smFRET) measurements in which the proteins are encapsulated in a lipid vesicle. The core in constructing the energy landscape from single-molecule time-series across different denaturant concentrations is the application of rate-distortion theory (RDT), which naturally considers the effects of measurement noise and sampling error, in combination with change-point detection and the quantification of the FRET efficiency-dependent photobleaching behavior. Energy landscapes are constructed as a function of observation time scale, revealing multiple partially folded conformations at small time scales that are situated in a superbasin. As the time scale increases, these denatured states merge into a single basin, demonstrating the coarse-graining of the energy landscape as observation time increases. Because the photobleaching time scale is dependent on the conformational state of the protein, possible nonequilibrium features are discussed, and a statistical test for violation of the detailed balance condition is developed based on the state sequences arising from the RDT framework.