Highlights
- Avg. Volume (1M)
- 0
- Avg. Volume Value (1M)
- $0.00
Share Price Chart
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Performance
^XNG Performance Chart
NYSE Arca Natural Gas Index (^XNG) is up 21.0% since the beginning of the year. ^XNG is currently trading at $852 per share. Investors who bought $1,000 worth of ^XNG shares 5 years ago would now be looking at an investment worth $2,273.
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Returns By Period
NYSE Arca Natural Gas Index (^XNG) has returned 20.98% so far this year and 23.54% over the past 12 months. Over the last ten years, ^XNG has returned 4.12% per year, falling short of the S&P 500 Index benchmark, which averaged 13.26% annually.
NYSE Arca Natural Gas Index
- 1D
- 0.57%
- 1M
- 3.65%
- 6M
- 12.84%
- YTD
- 20.98%
- 1Y
- 23.54%
- 3Y*
- 14.96%
- 5Y*
- 17.85%
- 10Y*
- 4.12%
- ALL TIME*
- 5.92%
Benchmark (S&P 500 Index)
- 1D
- 0.70%
- 1M
- 0.09%
- 6M
- 7.94%
- YTD
- 9.41%
- 1Y
- 20.07%
- 3Y*
- 17.84%
- 5Y*
- 11.25%
- 10Y*
- 13.26%
- ALL TIME*
- 8.09%
^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, 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 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% | -0.57% | 4.23% | 20.98% | |||||
| 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 0.29%, 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 96.86% 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
- 0.29%
- Beta
- 0.93
- R²
- 0.37
- Upside Capture
- 83.80%
- Downside Capture
- 96.86%
Return for Risk
Risk / Return Rank
^XNG ranks 48 for risk / return — above 48% of indices peers on PortfoliosLab. Its historical combined result is near the middle of the peer group.
Risk / Return 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 | -0.04 | ||
| Sortino ratioReturn per unit of downside risk | -0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.25 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.90 | 2.00 | -0.10 |
| Martin ratioReturn relative to average drawdown | 4.52 | 8.49 | -3.98 |
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 11.68%.
Drawdown | Fall | Recovery | Underwater | Related event |
|---|---|---|---|---|
-84.52%Mar 2020 | 5y 9mo | — | 12y 1moJun 2014 - now | COVID crash2020 |
-60.69%Mar 2009 | 8mo 11d | 4y 2mo | 4y 10moJun 2008 - May 2013 | Financial crisis2007–2009 |
-59.93%Jul 2002 | 1y 6mo | 2y 2mo | 3y 9moDec 2000 - Oct 2004 | Dot-com crash2000–2002 |
-50.04%Jan 1999 | 1y 3mo | 1y 4mo | 2y 7moOct 1997 - May 2000 | — |
-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 | -11.68% | -1.58% | -10.10% |
Average DrawdownAverage peak-to-trough decline | -27.22% | -10.70% | -16.52% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.96% | 2.14% | +2.82% |
Volatility
Volatility Chart
The chart below shows the rolling one-month volatility.
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