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DRLL vs. USNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DRLL vs. USNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Strive U.S. Energy ETF (DRLL) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). The values are adjusted to include any dividend payments, if applicable.

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DRLL vs. USNG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, DRLL achieves a 33.59% return, which is significantly higher than USNG's 19.70% return.


DRLL

1D
-3.97%
1M
5.97%
YTD
33.59%
6M
33.26%
1Y
30.60%
3Y*
14.07%
5Y*
10Y*

USNG

1D
-1.37%
1M
-1.05%
YTD
19.70%
6M
17.55%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DRLL vs. USNG - Expense Ratio Comparison

DRLL has a 0.41% expense ratio, which is lower than USNG's 0.59% expense ratio.


Return for Risk

DRLL vs. USNG — Risk / Return Rank

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

DRLL
DRLL Risk / Return Rank: 5656
Overall Rank
DRLL Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DRLL Sortino Ratio Rank: 5858
Sortino Ratio Rank
DRLL Omega Ratio Rank: 5959
Omega Ratio Rank
DRLL Calmar Ratio Rank: 5858
Calmar Ratio Rank
DRLL Martin Ratio Rank: 4444
Martin Ratio Rank

USNG
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.

DRLL vs. USNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Strive U.S. Energy ETF (DRLL) and Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG). 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.


DRLLUSNGDifference

Sharpe ratio

Return per unit of total volatility

1.16

Sortino ratio

Return per unit of downside risk

1.57

Omega ratio

Gain probability vs. loss probability

1.23

Calmar ratio

Return relative to maximum drawdown

1.61

Martin ratio

Return relative to average drawdown

4.63

DRLL vs. USNG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


DRLLUSNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.63

2.41

-1.78

Correlation

The correlation between DRLL and USNG is 0.39, 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

DRLL vs. USNG - Dividend Comparison

DRLL's dividend yield for the trailing twelve months is around 2.29%, more than USNG's 1.24% yield.


TTM2025202420232022
DRLL
Strive U.S. Energy ETF
2.29%2.99%3.00%3.01%1.18%
USNG
Amplify Samsung U.S. Natural Gas Infrastructure ETF
1.24%1.10%0.00%0.00%0.00%

Drawdowns

DRLL vs. USNG - Drawdown Comparison

The maximum DRLL drawdown since its inception was -23.73%, which is greater than USNG's maximum drawdown of -6.82%. Use the drawdown chart below to compare losses from any high point for DRLL and USNG.


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Drawdown Indicators


DRLLUSNGDifference

Max Drawdown

Largest peak-to-trough decline

-23.73%

-6.82%

-16.91%

Max Drawdown (1Y)

Largest decline over 1 year

-19.37%

Current Drawdown

Current decline from peak

-6.47%

-4.02%

-2.45%

Average Drawdown

Average peak-to-trough decline

-7.95%

-1.38%

-6.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.75%

Volatility

DRLL vs. USNG - Volatility Comparison


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Volatility by Period


DRLLUSNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.17%

Volatility (6M)

Calculated over the trailing 6-month period

15.33%

Volatility (1Y)

Calculated over the trailing 1-year period

26.41%

16.17%

+10.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.49%

16.17%

+7.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.49%

16.17%

+7.32%