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

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.


Performance

Performance Chart


Loading data...

S&P 500

Returns By Period

NYSE Arca Natural Gas Index (^XNG) returned 4.05% year-to-date (YTD) and 11.72% over the past 12 months. Over the past 10 years, ^XNG returned -1.32% annually, underperforming the S&P 500 benchmark at 10.64%.


^XNG

YTD

4.05%

1M

2.00%

6M

-1.89%

1Y

11.72%

3Y*

4.95%

5Y*

21.82%

10Y*

-1.32%

^GSPC (Benchmark)

YTD

-0.67%

1M

10.48%

6M

-1.79%

1Y

10.08%

3Y*

13.71%

5Y*

14.60%

10Y*

10.64%

*Annualized

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
20253.24%2.33%2.92%-6.13%1.95%4.05%
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%
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%
20225.64%6.57%14.03%-1.57%9.98%-16.13%11.42%1.69%-13.31%12.62%3.52%-8.16%22.57%
20216.66%8.94%7.50%2.31%6.06%4.59%-6.97%0.57%10.05%6.09%-4.69%4.47%54.17%
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%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ^XNG is 58, indicating average performance compared to other indices on our website. Here’s a breakdown of how it compares using common performance measures.


The Risk-Adjusted Performance Rank of ^XNG is 5858
Overall Rank
The Sharpe Ratio Rank of ^XNG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XNG is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ^XNG is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ^XNG is 3737
Calmar Ratio Rank
The Martin Ratio Rank of ^XNG is 7575
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 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.


The Sharpe ratio helps investors understand how much return they're getting for the level of risk taken. A higher Sharpe ratio indicates better risk-adjusted performance, meaning more reward for each unit of risk.

NYSE Arca Natural Gas Index Sharpe ratios as of May 23, 2025 (values are recalculated daily):

  • 1-Year: 0.60
  • 5-Year: 0.83
  • 10-Year: -0.04
  • All Time: 0.18

These values reflect how efficiently the investment has delivered returns relative to its volatility over different time periods. All figures are annualized and based on daily total returns (including price changes and dividends).

The chart below shows the rolling Sharpe ratio of NYSE Arca Natural Gas Index compared to the selected benchmark. This view highlights how the investment's risk-adjusted performance has changed over time. For deeper analysis or to customize the calculation, use the Sharpe ratio tool.


Loading data...

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.


Loading data...

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 30.59%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-84.52%Jun 24, 20141442Mar 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 chart below shows the rolling one-month volatility.


Loading data...