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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.
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Returns By Period
NYSE Arca Natural Gas Index (^XNG) has returned 27.18% so far this year and 28.01% over the past 12 months. Over the last ten years, ^XNG has returned 6.86% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.
NYSE Arca Natural Gas Index
- 1D
- -1.36%
- 1M
- 7.46%
- YTD
- 27.18%
- 6M
- 23.74%
- 1Y
- 28.01%
- 3Y*
- 20.86%
- 5Y*
- 19.82%
- 10Y*
- 6.86%
Benchmark (S&P 500 Index)
- 1D
- 2.91%
- 1M
- -5.09%
- YTD
- -4.63%
- 6M
- -2.39%
- 1Y
- 16.33%
- 3Y*
- 16.69%
- 5Y*
- 10.18%
- 10Y*
- 12.16%
Monthly Returns
Based on dividend-adjusted daily data since Mar 17, 1994, ^XNG's average daily return is +0.04%, while the average monthly return is +0.82%. At this rate, your investment would double in approximately 7.1 years.
Historically, 58% of months were positive and 42% 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 52% 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% | 27.18% | |||||||||
| 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 0.73%, beta of 0.94, and R² of 0.37 versus S&P 500 Index. Calculated based on daily prices since March 18, 1994.
- This index participated in 97.63% of S&P 500 Index downside but only 87.00% 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
- 0.73%
- Beta
- 0.94
- R²
- 0.37
- Upside Capture
- 87.00%
- Downside Capture
- 97.63%
Return for Risk
Risk / Return Rank
^XNG ranks 86 for risk / return — in the top 86% of indices on our site. This means strong returns relative to risk — exactly what professional investors look for. Well-suited for investors who want to maximize return per unit of risk.
Return / Risk — by metrics
The table below present risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and compare them to a chosen benchmark (S&P 500 Index).
| ^XNG | Benchmark | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.51 | 0.90 | +0.61 |
Sortino ratioReturn per unit of downside risk | 1.92 | 1.39 | +0.54 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
Calmar ratioReturn relative to maximum drawdown | 2.02 | 1.40 | +0.62 |
Martin ratioReturn relative to average drawdown | 7.50 | 6.61 | +0.89 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Explore ^XNG risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.
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 7.15%.
Depth | Start | To Bottom | Bottom | To Recover | End | Total |
|---|---|---|---|---|---|---|
| -84.52% | Jun 24, 2014 | 1442 | Mar 23, 2020 | — | — | — |
| -60.69% | Jun 24, 2008 | 173 | Mar 2, 2009 | 1058 | May 14, 2013 | 1231 |
| -59.93% | Dec 29, 2000 | 389 | Jul 23, 2002 | 555 | Oct 5, 2004 | 944 |
| -50.04% | Oct 8, 1997 | 329 | Jan 28, 1999 | 337 | May 30, 2000 | 666 |
| -25.72% | Jun 20, 1994 | 158 | Feb 1, 1995 | 291 | Mar 27, 1996 | 449 |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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