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NYSE Arca Natural Gas Index (^XNG)
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Share Price Chart


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Popular comparisons: ^XNG vs. BOIL, ^XNG vs. SPY, ^XNG vs. CL=F, ^XNG vs. BZ=F, ^XNG vs. KOLD

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in NYSE Arca Natural Gas Index, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
3.26%
11.47%
^XNG (NYSE Arca Natural Gas Index)
Benchmark (^GSPC)

Returns By Period

NYSE Arca Natural Gas Index had a return of 12.19% year-to-date (YTD) and 11.81% in the last 12 months. Over the past 10 years, NYSE Arca Natural Gas Index had an annualized return of -3.21%, while the S&P 500 had an annualized return of 11.05%, indicating that NYSE Arca Natural Gas Index did not perform as well as the benchmark.


PeriodReturnBenchmark
Year-To-Date12.19%21.24%
1 month-1.89%0.55%
6 months3.26%11.47%
1 year11.81%32.45%
5 years (annualized)14.45%13.43%
10 years (annualized)-3.21%11.05%

Monthly Returns

The table below presents the monthly returns of ^XNG, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.22%3.04%7.34%-0.12%2.40%-2.37%1.65%0.69%0.70%1.08%12.19%
20230.99%-5.25%-1.28%1.47%-2.92%7.78%5.04%-0.86%-3.72%0.82%1.12%0.28%2.82%
20225.65%6.57%14.03%-1.57%9.98%-16.13%11.42%1.69%-13.31%12.62%3.52%-8.16%22.59%
20216.66%8.94%7.50%2.31%6.06%4.59%-6.97%0.57%10.05%6.09%-4.69%4.45%54.15%
2020-18.15%-14.19%-31.76%51.55%-1.02%0.77%3.76%3.68%-13.46%0.06%19.96%1.92%-17.49%
201917.44%0.22%5.50%-2.30%-12.44%1.51%-8.95%-11.72%3.44%-4.66%-4.89%18.87%-3.37%
2018-4.39%-12.38%3.20%7.12%5.48%5.38%-1.33%-1.65%-1.96%-12.61%-6.42%-16.08%-32.78%
2017-3.00%-6.11%2.54%-5.10%-6.29%-0.36%2.62%-8.45%8.48%-2.87%2.50%0.46%-15.65%
20162.07%-13.20%22.08%18.63%1.09%0.16%3.97%5.03%4.29%-9.72%12.13%-3.58%44.42%
2015-3.35%2.96%-1.12%10.21%-6.41%-6.76%-14.29%-3.50%-9.53%5.05%-4.82%-15.50%-40.18%
20140.33%0.63%1.90%7.58%0.74%5.53%-7.42%6.82%-8.04%-4.50%-7.72%-5.61%-10.98%
20136.07%0.91%6.27%0.01%2.22%-2.25%5.93%-0.82%1.21%3.53%-1.62%2.10%25.69%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XNG is 18, indicating that it is in the bottom 18% of indices on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ^XNG is 1818
Combined Rank
The Sharpe Ratio Rank of ^XNG is 2020Sharpe Ratio Rank
The Sortino Ratio Rank of ^XNG is 1717Sortino Ratio Rank
The Omega Ratio Rank of ^XNG is 1616Omega Ratio Rank
The Calmar Ratio Rank of ^XNG is 1111Calmar Ratio Rank
The Martin Ratio Rank of ^XNG is 2424Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


^XNG
Sharpe ratio
The chart of Sharpe ratio for ^XNG, currently valued at 0.66, compared to the broader market-1.000.001.002.003.000.66
Sortino ratio
The chart of Sortino ratio for ^XNG, currently valued at 1.01, compared to the broader market-1.000.001.002.003.004.001.01
Omega ratio
The chart of Omega ratio for ^XNG, currently valued at 1.12, compared to the broader market1.001.201.401.601.12
Calmar ratio
The chart of Calmar ratio for ^XNG, currently valued at 0.21, compared to the broader market0.001.002.003.004.000.21
Martin ratio
The chart of Martin ratio for ^XNG, currently valued at 3.46, compared to the broader market0.005.0010.0015.0020.003.46
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.70, compared to the broader market-1.000.001.002.003.002.70
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.58, compared to the broader market-1.000.001.002.003.004.003.58
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.50, compared to the broader market1.001.201.401.601.50
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 3.49, compared to the broader market0.001.002.003.004.003.49
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 17.22, compared to the broader market0.005.0010.0015.0020.0017.22

Sharpe Ratio

The current NYSE Arca Natural Gas Index Sharpe ratio is 0.66. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of NYSE Arca Natural Gas Index with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JuneJulyAugustSeptemberOctoberNovember
0.66
2.70
^XNG (NYSE Arca Natural Gas Index)
Benchmark (^GSPC)

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-35.78%
-1.40%
^XNG (NYSE Arca Natural Gas Index)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the NYSE Arca Natural Gas Index. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the NYSE Arca Natural Gas Index was 84.52%, occurring on Mar 23, 2020. The portfolio has not yet recovered.

The current NYSE Arca Natural Gas Index drawdown is 35.78%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.52%Jun 24, 20141443Mar 23, 2020
-60.69%Jun 24, 2008173Mar 2, 20091058May 14, 20131231
-59.93%Dec 29, 2000389Jul 23, 2002555Oct 5, 2004944
-50.04%Oct 8, 1997329Jan 28, 1999337May 30, 2000666
-25.72%Jun 20, 1994158Feb 1, 1995291Mar 27, 1996449

Volatility

Volatility Chart

The current NYSE Arca Natural Gas Index volatility is 3.67%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%JuneJulyAugustSeptemberOctoberNovember
3.67%
3.19%
^XNG (NYSE Arca Natural Gas Index)
Benchmark (^GSPC)