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HELX vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

HELX vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Genomic Advancements ETF (HELX) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HELX achieves a -1.55% return, which is significantly lower than UGA's 70.69% return.


HELX

1D
3.11%
1M
5.81%
YTD
-1.55%
6M
-4.90%
1Y
33.84%
3Y*
5.75%
5Y*
-3.93%
10Y*

UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HELX vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
HELX
Franklin Genomic Advancements ETF
-1.55%26.34%-5.32%1.14%-37.89%9.80%85.05%
UGA
United States Gasoline Fund LP
70.69%-2.00%3.77%1.27%46.34%68.49%-7.25%

Correlation

The correlation between HELX and UGA is -0.28, 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

-0.28

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

-0.10

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

0.00

Correlation (All Time)
Calculated using the full available price history since Feb 28, 2020

0.05

The correlation between HELX and UGA shifts across timeframes, from -0.28 (1 year) to 0.05 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

HELX vs. UGA — Risk / Return Rank

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

HELX
HELX Risk / Return Rank: 4242
Overall Rank
HELX Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
HELX Sortino Ratio Rank: 4848
Sortino Ratio Rank
HELX Omega Ratio Rank: 4444
Omega Ratio Rank
HELX Calmar Ratio Rank: 3939
Calmar Ratio Rank
HELX Martin Ratio Rank: 3333
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
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.

HELX vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Genomic Advancements ETF (HELX) and United States Gasoline Fund LP (UGA). 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.


HELXUGADifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.09

Calmar ratioReturn relative to maximum drawdown

1.89

5.37

-3.48

Martin ratioReturn relative to average drawdown

4.88

12.86

-7.98

HELX vs. UGA - Sharpe Ratio Comparison

The current HELX Sharpe Ratio is 1.61, which is comparable to the UGA Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of HELX and UGA, 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


HELXUGADifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.61

2.27

-0.65

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.16

0.71

-0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

0.25

0.12

+0.13

Drawdowns

HELX vs. UGA - Drawdown Comparison

The maximum HELX drawdown since its inception was -58.75%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for HELX and UGA.


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Drawdown Indicators


HELXUGADifference

Max Drawdown

Largest peak-to-trough decline

-58.75%

-86.59%

+27.84%

Max Drawdown (1Y)

Largest decline over 1 year

-18.01%

-14.88%

-3.13%

Max Drawdown (3Y)

Largest decline over 3 years

-29.48%

-26.68%

-2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-58.75%

-38.11%

-20.64%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-38.22%

-14.75%

-23.47%

Average Drawdown

Average peak-to-trough decline

-34.32%

-36.76%

+2.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

6.20%

+0.75%

Volatility

HELX vs. UGA - Volatility Comparison

The current volatility for Franklin Genomic Advancements ETF (HELX) is 7.45%, while United States Gasoline Fund LP (UGA) has a volatility of 11.64%. This indicates that HELX experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HELXUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.45%

11.64%

-4.19%

Volatility (6M)

Calculated over the trailing 6-month period

16.47%

30.48%

-14.01%

Volatility (1Y)

Calculated over the trailing 1-year period

21.07%

35.27%

-14.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.15%

34.40%

-10.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.41%

37.27%

-9.86%

HELX vs. UGA - Expense Ratio Comparison

HELX has a 0.50% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

HELX vs. UGA - Dividend Comparison

HELX's dividend yield for the trailing twelve months is around 0.40%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023202220212020
HELX
Franklin Genomic Advancements ETF
0.40%0.39%0.00%0.00%0.00%0.24%0.12%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


HELX and UGA have a correlation of -0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (11.64%) compared to HELX (7.45%). In terms of maximum drawdown, HELX dropped -58.75% vs UGA's -86.59%.

On 5-year performance, UGA leads with 24.41% vs -3.93% for HELX. On fees, HELX is cheaper at 0.50% per year. On volatility, HELX has been the lower-risk option at 7.45%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 24.41% return vs -3.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

HELX is cheaper with a 0.50% expense ratio, compared with 0.75% for UGA.

HELX has the higher dividend yield at 0.40%, compared with 0.00% for UGA.

HELX is categorized as Health & Biotech Equities, while UGA is Oil & Gas. They also come from different issuers: Franklin Templeton and Concierge Technologies. Their fees differ too: 0.50% for HELX and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (2.27 vs 1.61), 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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