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^XNG vs. CL=F
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XNG and CL=F is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

Performance

^XNG vs. CL=F - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Natural Gas Index (^XNG) and Crude Oil WTI (CL=F). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
10.82%
-9.05%
^XNG
CL=F

Key characteristics

Sharpe Ratio

^XNG:

1.13

CL=F:

-0.15

Sortino Ratio

^XNG:

1.64

CL=F:

-0.03

Omega Ratio

^XNG:

1.20

CL=F:

1.00

Calmar Ratio

^XNG:

0.37

CL=F:

-0.08

Martin Ratio

^XNG:

5.12

CL=F:

-0.30

Ulcer Index

^XNG:

3.31%

CL=F:

13.66%

Daily Std Dev

^XNG:

14.98%

CL=F:

26.84%

Max Drawdown

^XNG:

-84.52%

CL=F:

-93.11%

Current Drawdown

^XNG:

-32.21%

CL=F:

-48.61%

Returns By Period

In the year-to-date period, ^XNG achieves a 1.62% return, which is significantly lower than CL=F's 4.11% return. Over the past 10 years, ^XNG has underperformed CL=F with an annualized return of -0.71%, while CL=F has yielded a comparatively higher 3.90% annualized return.


^XNG

YTD

1.62%

1M

0.68%

6M

11.55%

1Y

17.00%

5Y*

14.21%

10Y*

-0.71%

CL=F

YTD

4.11%

1M

11.12%

6M

-8.28%

1Y

5.51%

5Y*

4.06%

10Y*

3.90%

*Annualized

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Risk-Adjusted Performance

^XNG vs. CL=F — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

^XNG
The Risk-Adjusted Performance Rank of ^XNG is 5454
Overall Rank
The Sharpe Ratio Rank of ^XNG is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XNG is 6060
Sortino Ratio Rank
The Omega Ratio Rank of ^XNG is 5656
Omega Ratio Rank
The Calmar Ratio Rank of ^XNG is 3535
Calmar Ratio Rank
The Martin Ratio Rank of ^XNG is 5959
Martin Ratio Rank

CL=F
The Risk-Adjusted Performance Rank of CL=F is 1818
Overall Rank
The Sharpe Ratio Rank of CL=F is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of CL=F is 1717
Sortino Ratio Rank
The Omega Ratio Rank of CL=F is 1818
Omega Ratio Rank
The Calmar Ratio Rank of CL=F is 1818
Calmar Ratio Rank
The Martin Ratio Rank of CL=F is 1919
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.

^XNG vs. CL=F - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and Crude Oil WTI (CL=F). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratio
The chart of Sharpe ratio for ^XNG, currently valued at 1.79, compared to the broader market0.001.002.001.79-0.15
The chart of Sortino ratio for ^XNG, currently valued at 2.55, compared to the broader market-1.000.001.002.003.002.55-0.03
The chart of Omega ratio for ^XNG, currently valued at 1.34, compared to the broader market0.901.001.101.201.301.401.341.00
The chart of Calmar ratio for ^XNG, currently valued at 0.55, compared to the broader market0.001.002.003.000.55-0.08
The chart of Martin ratio for ^XNG, currently valued at 8.18, compared to the broader market0.005.0010.0015.008.18-0.30
^XNG
CL=F

The current ^XNG Sharpe Ratio is 1.13, which is higher than the CL=F Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ^XNG and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.50AugustSeptemberOctoberNovemberDecember2025
1.79
-0.15
^XNG
CL=F

Drawdowns

^XNG vs. CL=F - Drawdown Comparison

The maximum ^XNG drawdown since its inception was -84.52%, smaller than the maximum CL=F drawdown of -93.11%. Use the drawdown chart below to compare losses from any high point for ^XNG and CL=F. For additional features, visit the drawdowns tool.


-55.00%-50.00%-45.00%-40.00%-35.00%-30.00%AugustSeptemberOctoberNovemberDecember2025
-32.21%
-48.61%
^XNG
CL=F

Volatility

^XNG vs. CL=F - Volatility Comparison

NYSE Arca Natural Gas Index (^XNG) has a higher volatility of 4.58% compared to Crude Oil WTI (CL=F) at 4.26%. This indicates that ^XNG's price experiences larger fluctuations and is considered to be riskier than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%AugustSeptemberOctoberNovemberDecember2025
4.58%
4.26%
^XNG
CL=F
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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.

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