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BNO vs. UNL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BNO vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Brent Oil Fund LP (BNO) and United States 12 Month Natural Gas Fund LP (UNL). The values are adjusted to include any dividend payments, if applicable.

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BNO vs. UNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BNO
United States Brent Oil Fund LP
83.65%-5.44%9.67%-3.43%35.25%62.34%-38.23%36.01%-15.30%15.43%
UNL
United States 12 Month Natural Gas Fund LP
-6.50%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Returns By Period

In the year-to-date period, BNO achieves a 83.65% return, which is significantly higher than UNL's -6.50% return. Over the past 10 years, BNO has outperformed UNL with an annualized return of 16.00%, while UNL has yielded a comparatively lower -2.45% annualized return.


BNO

1D
-3.67%
1M
49.41%
YTD
83.65%
6M
73.08%
1Y
67.18%
3Y*
25.08%
5Y*
26.10%
10Y*
16.00%

UNL

1D
-1.99%
1M
0.15%
YTD
-6.50%
6M
-11.42%
1Y
-32.68%
3Y*
-15.85%
5Y*
-2.73%
10Y*
-2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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BNO vs. UNL - Expense Ratio Comparison

Both BNO and UNL have an expense ratio of 0.90%.


Return for Risk

BNO vs. UNL — Risk / Return Rank

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

BNO
BNO Risk / Return Rank: 8686
Overall Rank
BNO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
BNO Sortino Ratio Rank: 9090
Sortino Ratio Rank
BNO Omega Ratio Rank: 8484
Omega Ratio Rank
BNO Calmar Ratio Rank: 9595
Calmar Ratio Rank
BNO Martin Ratio Rank: 7272
Martin Ratio Rank

UNL
UNL Risk / Return Rank: 11
Overall Rank
UNL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 22
Sortino Ratio Rank
UNL Omega Ratio Rank: 11
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 22
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.

BNO vs. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Brent Oil Fund LP (BNO) and United States 12 Month Natural Gas Fund LP (UNL). 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.


BNOUNLDifference

Sharpe ratio

Return per unit of total volatility

1.84

-0.84

+2.68

Sortino ratio

Return per unit of downside risk

2.48

-1.06

+3.54

Omega ratio

Gain probability vs. loss probability

1.32

0.86

+0.46

Calmar ratio

Return relative to maximum drawdown

3.91

-0.87

+4.78

Martin ratio

Return relative to average drawdown

7.06

-1.41

+8.47

BNO vs. UNL - Sharpe Ratio Comparison

The current BNO Sharpe Ratio is 1.84, which is higher than the UNL Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of BNO and UNL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


BNOUNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.84

-0.84

+2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

-0.07

+0.84

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.44

-0.07

+0.52

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

-0.39

+0.53

Correlation

The correlation between BNO and UNL is 0.12, 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.


Dividends

BNO vs. UNL - Dividend Comparison

Neither BNO nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BNO vs. UNL - Drawdown Comparison

The maximum BNO drawdown since its inception was -87.06%, roughly equal to the maximum UNL drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for BNO and UNL.


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Drawdown Indicators


BNOUNLDifference

Max Drawdown

Largest peak-to-trough decline

-87.06%

-88.52%

+1.46%

Max Drawdown (1Y)

Largest decline over 1 year

-18.48%

-36.28%

+17.80%

Max Drawdown (5Y)

Largest decline over 5 years

-33.70%

-77.17%

+43.47%

Max Drawdown (10Y)

Largest decline over 10 years

-75.18%

-77.17%

+1.99%

Current Drawdown

Current decline from peak

-3.67%

-87.78%

+84.11%

Average Drawdown

Average peak-to-trough decline

-40.53%

-73.19%

+32.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.25%

22.58%

-12.33%

Volatility

BNO vs. UNL - Volatility Comparison

United States Brent Oil Fund LP (BNO) has a higher volatility of 20.01% compared to United States 12 Month Natural Gas Fund LP (UNL) at 11.08%. This indicates that BNO's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BNOUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.01%

11.08%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

27.75%

32.23%

-4.48%

Volatility (1Y)

Calculated over the trailing 1-year period

36.79%

39.10%

-2.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

33.90%

41.68%

-7.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.10%

33.81%

+2.29%