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Performance
^XNG Performance Chart
NYSE Arca Natural Gas Index (^XNG) is up 16.3% since the beginning of the year. ^XNG is currently trading at $819 per share. Investors who bought $1,000 worth of ^XNG shares 5 years ago would now be looking at an investment worth $2,050.
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Returns By Period
NYSE Arca Natural Gas Index (^XNG) has returned 16.30% so far this year and 16.18% over the past 12 months. Over the last ten years, ^XNG has returned 3.95% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.
NYSE Arca Natural Gas Index
- 1D
- 1.31%
- 1M
- -5.95%
- YTD
- 16.30%
- 6M
- 17.53%
- 1Y
- 16.18%
- 3Y*
- 16.76%
- 5Y*
- 15.44%
- 10Y*
- 3.95%
Benchmark (S&P 500 Index)
- 1D
- -0.37%
- 1M
- -0.01%
- YTD
- 9.16%
- 6M
- 8.64%
- 1Y
- 25.22%
- 3Y*
- 19.78%
- 5Y*
- 11.99%
- 10Y*
- 13.88%
^XNG Monthly Returns History
Based on dividend-adjusted daily data since Mar 18, 1994, ^XNG's average daily return is +0.04%, while the average monthly return is +0.80%. At this rate, an investment would double in approximately 7.2 years.
Historically, 57% of months were positive and 43% were negative. The best month was Apr 2020 with a return of +51.6%, while the worst month was Mar 2020 at -31.8%. The longest winning streak lasted 9 consecutive months, and the longest losing streak was 6 months.
On a daily basis, ^XNG closed higher 51% of trading days. The best single day was Oct 13, 2008 with a return of +20.1%, while the worst single day was Mar 9, 2020 at -18.8%.
| Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec | Total | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2026 | 7.21% | 10.39% | 7.46% | -0.13% | -8.09% | -0.37% | 16.30% | ||||||
| 2025 | 3.24% | 2.33% | 2.92% | -6.13% | 3.10% | 2.49% | 0.34% | 1.79% | 2.11% | -5.39% | 6.87% | -3.78% | 9.44% |
| 2024 | -3.22% | 3.04% | 7.34% | -0.12% | 2.40% | -2.37% | 1.65% | 0.69% | 0.70% | 1.08% | 10.49% | -5.28% | 16.55% |
| 2023 | 0.99% | -5.25% | -1.28% | 1.47% | -2.92% | 7.78% | 5.04% | -0.86% | -3.72% | 0.82% | 1.12% | 0.28% | 2.82% |
| 2022 | 5.64% | 6.57% | 14.03% | -1.57% | 9.98% | -16.13% | 11.42% | 1.69% | -13.31% | 12.62% | 3.52% | -8.16% | 22.57% |
| 2021 | 6.66% | 8.94% | 7.50% | 2.31% | 6.06% | 4.59% | -6.97% | 0.57% | 10.05% | 6.09% | -4.69% | 4.47% | 54.17% |
Benchmark Metrics
NYSE Arca Natural Gas Index has an annualized alpha of 0.15%, beta of 0.93, and R2 of 0.37 versus S&P 500 Index. Calculated based on daily prices since March 18, 1994.
- This index participated in 97.43% of S&P 500 Index downside but only 83.80% of its upside - more exposed to losses than it benefited from rallies.
- R2 of 0.37 means the benchmark explains less than half of this index's behavior - treat beta with caution or consider switching to a more representative benchmark.
- Alpha
- 0.15%
- Beta
- 0.93
- R²
- 0.37
- Upside Capture
- 83.80%
- Downside Capture
- 97.43%
Return for Risk
Risk / Return Rank
^XNG ranks 36 for risk / return — below 36% of indices on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and compare them to S&P 500 Index.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ^XNG | Benchmark | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.01 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.37 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 1.38 | 2.78 | -1.41 |
| Martin ratioReturn relative to average drawdown | 4.02 | 12.44 | -8.42 |
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.
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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 15.09%.
Related event | Drawdown | Fall | Recovery | Underwater |
|---|---|---|---|---|
COVID crash2020 | -84.52%Mar 2020 | 5y 9mo | — | 12y 2dJun 2014 - now |
Financial crisis2007–2009 | -60.69%Mar 2009 | 8mo 11d | 4y 2mo | 4y 10moJun 2008 - May 2013 |
Dot-com crash2000–2002 | -59.93%Jul 2002 | 1y 6mo | 2y 2mo | 3y 9moDec 2000 - Oct 2004 |
1999 bear market1999 | -50.04%Jan 1999 | 1y 3mo | 1y 4mo | 2y 7moOct 1997 - May 2000 |
1995 bear market1995 | -25.72%Feb 1995 | 7mo 16d | 1y 1mo | 1y 9moJun 1994 - Mar 1996 |
Drawdown Indicators
| ^XNG | Benchmark | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.52% | -56.78% | -27.74% |
Max Drawdown (1Y)Largest decline over 1 year | -11.79% | -9.10% | -2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.10% | -18.90% | +4.80% |
Max Drawdown (5Y)Largest decline over 5 years | -25.27% | -25.43% | +0.16% |
Max Drawdown (10Y)Largest decline over 10 years | -77.64% | -33.92% | -43.72% |
Current DrawdownCurrent decline from peak | -15.09% | -1.80% | -13.29% |
Average DrawdownAverage peak-to-trough decline | -27.27% | -10.71% | -16.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 2.03% | +2.08% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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Build a portfolio with ^XNG
Add NYSE Arca Natural Gas Index to a portfolio and analyze allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
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