PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
United States Natural Gas Fund LP (UNG)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

ETF Info

ISIN

US9123183009

CUSIP

912318300

Issuer

Concierge Technologies

Inception Date

Apr 18, 2007

Category

Oil & Gas

Leveraged

1x

Index Tracked

Front Month Natural Gas

Asset Class

Commodity

Expense Ratio

UNG has a high expense ratio of 1.28%, indicating higher-than-average management fees.


Expense ratio chart for UNG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%

Share Price Chart


Loading data...

Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Popular comparisons:
UNG vs. BOIL UNG vs. UNL UNG vs. LNG UNG vs. FCG UNG vs. BNO UNG vs. SCHD UNG vs. XBI UNG vs. WEAT UNG vs. COMT UNG vs. VOO
Popular comparisons:
UNG vs. BOIL UNG vs. UNL UNG vs. LNG UNG vs. FCG UNG vs. BNO UNG vs. SCHD UNG vs. XBI UNG vs. WEAT UNG vs. COMT UNG vs. VOO

Performance

Performance Chart

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


-30.00%-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
-24.14%
7.29%
UNG (United States Natural Gas Fund LP)
Benchmark (^GSPC)

Returns By Period

United States Natural Gas Fund LP had a return of -28.30% year-to-date (YTD) and -25.82% in the last 12 months. Over the past 10 years, United States Natural Gas Fund LP had an annualized return of -25.73%, while the S&P 500 had an annualized return of 11.01%, indicating that United States Natural Gas Fund LP did not perform as well as the benchmark.


UNG

YTD

-28.30%

1M

5.75%

6M

-27.08%

1Y

-25.82%

5Y*

-27.33%

10Y*

-25.73%

^GSPC (Benchmark)

YTD

23.11%

1M

-0.36%

6M

7.02%

1Y

23.15%

5Y*

12.80%

10Y*

11.01%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-3.21%-15.74%-11.91%-0.89%21.81%-0.91%-22.32%-1.26%22.14%-22.17%13.53%-28.30%
2023-33.90%-2.15%-23.90%1.01%-11.55%19.68%-4.18%-0.00%-3.94%9.81%-26.40%-8.15%-64.04%
202236.19%-9.11%27.55%26.77%11.64%-31.89%50.55%10.59%-26.13%-12.83%4.12%-33.55%12.89%
20212.28%9.67%-7.17%9.71%0.10%24.33%5.20%11.34%31.59%-8.43%-18.31%-17.18%35.76%
2020-14.77%-8.84%-4.20%6.85%-15.59%-9.36%-0.00%37.82%-19.31%11.66%-16.80%-13.21%-45.43%
20192.31%-2.18%-5.05%-4.90%-5.73%-5.51%-2.26%1.70%0.81%4.42%-14.32%-5.44%-31.77%
20187.55%-11.24%1.30%0.04%5.90%-0.80%-3.76%5.00%3.67%7.53%39.78%-33.79%5.96%
2017-15.85%-14.89%13.15%0.00%-8.59%-2.02%-6.78%6.17%-2.09%-8.98%1.17%-3.64%-37.58%
2016-2.08%-29.09%10.63%4.05%-0.58%25.40%-1.04%-1.17%-1.07%-3.35%4.33%10.79%7.73%
2015-7.45%0.51%-3.64%1.66%-4.38%5.36%-3.83%-2.61%-8.58%-15.50%-11.11%-0.57%-41.30%
201416.87%5.50%-4.27%8.72%-5.08%-2.38%-14.23%5.50%-0.67%-8.28%4.83%-30.53%-28.61%
2013-0.74%2.24%14.08%7.27%-9.20%-11.07%-3.91%4.06%-3.54%-2.79%7.77%8.04%9.47%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of UNG is 6, meaning it’s performing worse than 94% of other ETFs on our website when it comes to balancing risk and reward. Below is a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of UNG is 66
Overall Rank
The Sharpe Ratio Rank of UNG is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of UNG is 66
Sortino Ratio Rank
The Omega Ratio Rank of UNG is 77
Omega Ratio Rank
The Calmar Ratio Rank of UNG is 44
Calmar Ratio Rank
The Martin Ratio Rank of UNG is 77
Martin 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 United States Natural Gas Fund LP (UNG) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


Sharpe ratio
The chart of Sharpe ratio for UNG, currently valued at -0.44, compared to the broader market0.002.004.00-0.441.90
The chart of Sortino ratio for UNG, currently valued at -0.30, compared to the broader market-2.000.002.004.006.008.0010.00-0.302.54
The chart of Omega ratio for UNG, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.971.35
The chart of Calmar ratio for UNG, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.262.81
The chart of Martin ratio for UNG, currently valued at -0.61, compared to the broader market0.0020.0040.0060.0080.00100.00-0.6112.39
UNG
^GSPC

The current United States Natural Gas Fund LP Sharpe ratio is -0.44. 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 United States Natural Gas Fund LP 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 Ratio-1.000.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
-0.44
1.90
UNG (United States Natural Gas Fund LP)
Benchmark (^GSPC)

Dividends

Dividend History


United States Natural Gas Fund LP doesn't pay dividends

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-99.82%
-3.58%
UNG (United States Natural Gas Fund LP)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the United States Natural Gas Fund LP. 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 United States Natural Gas Fund LP was 99.85%, occurring on Nov 1, 2024. The portfolio has not yet recovered.

The current United States Natural Gas Fund LP drawdown is 99.82%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-99.85%Jul 2, 20084113Nov 1, 2024
-36.72%May 18, 200774Aug 31, 2007164Apr 28, 2008238
-6.3%Apr 29, 20083May 1, 20084May 7, 20087
-5.82%May 12, 20086May 19, 20082May 21, 20088
-4.77%May 29, 20081May 29, 20083Jun 3, 20084

Volatility

Volatility Chart

The current United States Natural Gas Fund LP volatility is 18.42%, 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
18.42%
3.64%
UNG (United States Natural Gas Fund LP)
Benchmark (^GSPC)
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab