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^XNG vs. KOLD
Performance
Return for Risk
Drawdowns
Volatility

Performance

^XNG vs. KOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Natural Gas Index (^XNG) and ProShares UltraShort Bloomberg Natural Gas (KOLD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ^XNG achieves a 17.57% return, which is significantly higher than KOLD's -23.56% return. Over the past 10 years, ^XNG has outperformed KOLD with an annualized return of 3.48%, while KOLD has yielded a comparatively lower -23.38% annualized return.


^XNG

1D
-0.20%
1M
-1.38%
6M
19.32%
YTD
17.57%
1Y
20.07%
3Y*
15.16%
5Y*
15.46%
10Y*
3.48%

KOLD

1D
4.25%
1M
14.00%
6M
-45.41%
YTD
-23.56%
1Y
1.05%
3Y*
-2.38%
5Y*
-33.63%
10Y*
-23.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

^XNG vs. KOLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
^XNG
NYSE Arca Natural Gas Index
17.57%9.44%16.55%2.82%22.57%54.17%-17.49%-3.37%-32.78%-15.65%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-23.56%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%

Correlation

The correlation between ^XNG and KOLD is -0.31, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.31

Correlation (3Y)
Calculated over the trailing 3-year period

-0.30

Correlation (5Y)
Calculated over the trailing 5-year period

-0.34

Correlation (10Y)
Calculated over the trailing 10-year period

-0.28

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

-0.27

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Return for Risk

^XNG vs. KOLD — Risk / Return Rank

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

^XNG
^XNG Risk / Return Rank: 4040
Overall Rank
^XNG Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
^XNG Sortino Ratio Rank: 4242
Sortino Ratio Rank
^XNG Omega Ratio Rank: 4040
Omega Ratio Rank
^XNG Calmar Ratio Rank: 4040
Calmar Ratio Rank
^XNG Martin Ratio Rank: 3434
Martin Ratio Rank

KOLD
KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1919
Omega Ratio Rank
KOLD Calmar Ratio Rank: 99
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

^XNG vs. KOLD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.

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.


^XNGKOLDDifference
Sharpe ratioReturn per unit of total volatility

+1.28

Sortino ratioReturn per unit of downside risk

+0.96

Omega ratioGain probability vs. loss probability

1.22

1.11

+0.11

Calmar ratioReturn relative to maximum drawdown

1.75

-0.01

+1.76

Martin ratioReturn relative to average drawdown

4.45

-0.02

+4.47

^XNG vs. KOLD - Sharpe Ratio Comparison

The current ^XNG Sharpe Ratio is 1.27, which is higher than the KOLD Sharpe Ratio of -0.01. The chart below compares the historical Sharpe Ratios of ^XNG and KOLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

^XNG vs. KOLD - Drawdown Comparison

The maximum ^XNG drawdown since its inception was -84.52%, smaller than the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for ^XNG and KOLD.


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Drawdown Indicators


^XNGKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-84.52%

-99.45%

+14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-11.79%

-72.50%

+60.71%

Max Drawdown (3Y)

Largest decline over 3 years

-14.10%

-84.34%

+70.24%

Max Drawdown (5Y)

Largest decline over 5 years

-25.27%

-97.82%

+72.55%

Max Drawdown (10Y)

Largest decline over 10 years

-77.64%

-99.45%

+21.81%

Current Drawdown

Current decline from peak

-14.17%

-96.88%

+82.71%

Average Drawdown

Average peak-to-trough decline

-27.25%

-69.66%

+42.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.62%

39.59%

-34.97%

Volatility

^XNG vs. KOLD - Volatility Comparison

The current volatility for NYSE Arca Natural Gas Index (^XNG) is 5.80%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 19.69%. This indicates that ^XNG experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


^XNGKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

19.69%

-13.89%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

94.00%

-81.26%

Volatility (1Y)

Calculated over the trailing 1-year period

16.15%

112.05%

-95.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.68%

118.86%

-97.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.72%

101.70%

-72.98%

Frequently Asked Questions


^XNG and KOLD have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (19.69%) compared to ^XNG (5.80%). In terms of maximum drawdown, ^XNG dropped -84.52% vs KOLD's -99.45%.

^XNG currently has the higher Sharpe Ratio (1.27 vs -0.01), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for ^XNG and KOLD

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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