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BOIL vs. UNL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BOIL and UNL is 0.06, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

BOIL vs. UNL - Performance Comparison

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

-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-69.48%
BOIL
UNL

Key characteristics

Sharpe Ratio

BOIL:

-0.32

UNL:

0.12

Sortino Ratio

BOIL:

0.21

UNL:

0.42

Omega Ratio

BOIL:

1.02

UNL:

1.05

Calmar Ratio

BOIL:

-0.34

UNL:

0.05

Martin Ratio

BOIL:

-0.71

UNL:

0.28

Ulcer Index

BOIL:

48.59%

UNL:

15.34%

Daily Std Dev

BOIL:

107.29%

UNL:

34.67%

Max Drawdown

BOIL:

-100.00%

UNL:

-88.01%

Current Drawdown

BOIL:

-100.00%

UNL:

-85.24%

Returns By Period

In the year-to-date period, BOIL achieves a -12.59% return, which is significantly lower than UNL's 3.06% return. Over the past 10 years, BOIL has underperformed UNL with an annualized return of -56.55%, while UNL has yielded a comparatively higher -3.60% annualized return.


BOIL

YTD

-12.59%

1M

-34.68%

6M

3.15%

1Y

-28.14%

5Y*

-60.32%

10Y*

-56.55%

UNL

YTD

3.06%

1M

-14.43%

6M

12.72%

1Y

6.85%

5Y*

-0.00%

10Y*

-3.60%

*Annualized

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BOIL vs. UNL - Expense Ratio Comparison

BOIL has a 1.31% expense ratio, which is higher than UNL's 0.90% expense ratio.


Expense ratio chart for BOIL: current value is 1.31%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
BOIL: 1.31%
Expense ratio chart for UNL: current value is 0.90%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UNL: 0.90%

Risk-Adjusted Performance

BOIL vs. UNL — Risk-Adjusted Performance Rank

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

BOIL
The Risk-Adjusted Performance Rank of BOIL is 1313
Overall Rank
The Sharpe Ratio Rank of BOIL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BOIL is 2222
Sortino Ratio Rank
The Omega Ratio Rank of BOIL is 2020
Omega Ratio Rank
The Calmar Ratio Rank of BOIL is 55
Calmar Ratio Rank
The Martin Ratio Rank of BOIL is 88
Martin Ratio Rank

UNL
The Risk-Adjusted Performance Rank of UNL is 2828
Overall Rank
The Sharpe Ratio Rank of UNL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of UNL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of UNL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of UNL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of UNL is 2525
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.

BOIL vs. UNL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares Ultra Bloomberg Natural Gas (BOIL) 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.


The chart of Sharpe ratio for BOIL, currently valued at -0.32, compared to the broader market-1.000.001.002.003.004.00
BOIL: -0.32
UNL: 0.12
The chart of Sortino ratio for BOIL, currently valued at 0.21, compared to the broader market-2.000.002.004.006.008.00
BOIL: 0.21
UNL: 0.42
The chart of Omega ratio for BOIL, currently valued at 1.02, compared to the broader market0.501.001.502.00
BOIL: 1.02
UNL: 1.05
The chart of Calmar ratio for BOIL, currently valued at -0.34, compared to the broader market0.002.004.006.008.0010.0012.00
BOIL: -0.34
UNL: 0.06
The chart of Martin ratio for BOIL, currently valued at -0.71, compared to the broader market0.0020.0040.0060.00
BOIL: -0.71
UNL: 0.28

The current BOIL Sharpe Ratio is -0.32, which is lower than the UNL Sharpe Ratio of 0.12. The chart below compares the historical Sharpe Ratios of BOIL 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.32
0.12
BOIL
UNL

Dividends

BOIL vs. UNL - Dividend Comparison

Neither BOIL nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

BOIL vs. UNL - Drawdown Comparison

The maximum BOIL drawdown since its inception was -100.00%, which is greater than UNL's maximum drawdown of -88.01%. Use the drawdown chart below to compare losses from any high point for BOIL and UNL. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%NovemberDecember2025FebruaryMarchApril
-100.00%
-70.33%
BOIL
UNL

Volatility

BOIL vs. UNL - Volatility Comparison

ProShares Ultra Bloomberg Natural Gas (BOIL) has a higher volatility of 34.81% compared to United States 12 Month Natural Gas Fund LP (UNL) at 13.58%. This indicates that BOIL'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.


10.00%20.00%30.00%40.00%NovemberDecember2025FebruaryMarchApril
34.81%
13.58%
BOIL
UNL