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COMT vs. UNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COMT vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Commodities Select Strategy ETF (COMT) and United States Natural Gas Fund LP (UNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COMT achieves a 39.67% return, which is significantly higher than UNG's -4.49% return. Over the past 10 years, COMT has outperformed UNG with an annualized return of 9.09%, while UNG has yielded a comparatively lower -20.48% annualized return.


COMT

1D
0.78%
1M
-4.35%
YTD
39.67%
6M
39.06%
1Y
47.51%
3Y*
16.86%
5Y*
13.50%
10Y*
9.09%

UNG

1D
2.09%
1M
6.94%
YTD
-4.49%
6M
-24.31%
1Y
-30.96%
3Y*
-21.19%
5Y*
-23.11%
10Y*
-20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COMT vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COMT
iShares Commodities Select Strategy ETF
39.67%6.07%5.96%-6.56%19.45%36.88%-18.66%10.81%-6.67%11.70%
UNG
United States Natural Gas Fund LP
-4.49%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between COMT and UNG is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.27

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

0.19

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

0.20

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

0.19

Correlation (All Time)
Calculated using the full available price history since Oct 17, 2014

0.20

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Return for Risk

COMT vs. UNG — Risk / Return Rank

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

COMT
COMT Risk / Return Rank: 7171
Overall Rank
COMT Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
COMT Sortino Ratio Rank: 6060
Sortino Ratio Rank
COMT Omega Ratio Rank: 6464
Omega Ratio Rank
COMT Calmar Ratio Rank: 9191
Calmar Ratio Rank
COMT Martin Ratio Rank: 7373
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 44
Overall Rank
UNG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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.

COMT vs. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Commodities Select Strategy ETF (COMT) and United States Natural Gas Fund LP (UNG). 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.


COMTUNGDifference
Sharpe ratioReturn per unit of total volatility

+2.76

Sortino ratioReturn per unit of downside risk

+3.30

Omega ratioGain probability vs. loss probability

1.40

0.95

+0.45

Calmar ratioReturn relative to maximum drawdown

5.95

-0.71

+6.66

Martin ratioReturn relative to average drawdown

14.11

-1.04

+15.15

COMT vs. UNG - Sharpe Ratio Comparison

The current COMT Sharpe Ratio is 2.24, which is higher than the UNG Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of COMT and UNG, 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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Sharpe Ratios by Period


COMTUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.24

-0.51

+2.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.64

-0.36

+1.01

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

-0.37

+0.86

Sharpe Ratio (All Time)

Calculated using the full available price history

0.20

-0.57

+0.78

Drawdowns

COMT vs. UNG - Drawdown Comparison

The maximum COMT drawdown since its inception was -51.89%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for COMT and UNG.


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Drawdown Indicators


COMTUNGDifference

Max Drawdown

Largest peak-to-trough decline

-51.89%

-99.88%

+47.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.02%

-43.86%

+35.84%

Max Drawdown (3Y)

Largest decline over 3 years

-13.31%

-68.16%

+54.85%

Max Drawdown (5Y)

Largest decline over 5 years

-29.00%

-92.49%

+63.49%

Max Drawdown (10Y)

Largest decline over 10 years

-39.22%

-93.55%

+54.33%

Current Drawdown

Current decline from peak

-4.82%

-99.86%

+95.04%

Average Drawdown

Average peak-to-trough decline

-24.07%

-89.96%

+65.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

29.68%

-26.30%

Volatility

COMT vs. UNG - Volatility Comparison

The current volatility for iShares Commodities Select Strategy ETF (COMT) is 7.37%, while United States Natural Gas Fund LP (UNG) has a volatility of 13.09%. This indicates that COMT experiences smaller price fluctuations and is considered to be less risky than UNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COMTUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.37%

13.09%

-5.72%

Volatility (6M)

Calculated over the trailing 6-month period

18.80%

52.96%

-34.16%

Volatility (1Y)

Calculated over the trailing 1-year period

21.29%

60.48%

-39.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.06%

64.10%

-43.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.89%

54.78%

-35.89%

COMT vs. UNG - Expense Ratio Comparison

COMT has a 0.48% expense ratio, which is lower than UNG's 1.28% expense ratio.


Dividends

COMT vs. UNG - Dividend Comparison

COMT's dividend yield for the trailing twelve months is around 5.54%, while UNG has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
COMT
iShares Commodities Select Strategy ETF
5.54%7.74%4.90%5.19%29.79%17.79%0.36%2.61%11.65%5.16%0.52%1.44%
UNG
United States Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


COMT and UNG have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (13.09%) compared to COMT (7.37%). In terms of maximum drawdown, COMT dropped -51.89% vs UNG's -99.88%.

On 10-year performance, COMT leads with 9.09% vs -20.48% for UNG. On fees, COMT is cheaper at 0.48% per year. On volatility, COMT has been the lower-risk option at 7.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, COMT has performed better with a 9.09% return vs -20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

COMT is cheaper with a 0.48% expense ratio, compared with 1.28% for UNG.

COMT has the higher dividend yield at 5.54%, compared with 0.00% for UNG.

COMT is categorized as Commodities, while UNG is Oil & Gas. They also come from different issuers: iShares and Concierge Technologies. Their fees differ too: 0.48% for COMT and 1.28% for UNG.

COMT currently has the higher Sharpe Ratio (2.24 vs -0.51), 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

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