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JPYUSD=X vs. UNG
Performance
Return for Risk
Drawdowns
Volatility

Performance

JPYUSD=X vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in JPY/USD (JPYUSD=X) 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, JPYUSD=X achieves a -2.23% return, which is significantly higher than UNG's -7.42% return. Over the past 10 years, JPYUSD=X has outperformed UNG with an annualized return of -4.05%, while UNG has yielded a comparatively lower -21.38% annualized return.


JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%

UNG

1D
1.70%
1M
3.37%
YTD
-7.42%
6M
-10.84%
1Y
-29.37%
3Y*
-23.83%
5Y*
-24.47%
10Y*
-21.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JPYUSD=X vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%
UNG
United States Natural Gas Fund LP
-7.42%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between JPYUSD=X and UNG is -0.11, 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

-0.11

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

-0.04

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

-0.04

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Return for Risk

JPYUSD=X vs. UNG — Risk / Return Rank

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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 66
Sortino Ratio Rank
UNG Omega Ratio Rank: 66
Omega Ratio Rank
UNG Calmar Ratio Rank: 44
Calmar Ratio Rank
UNG Martin Ratio Rank: 55
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.

JPYUSD=X vs. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for JPY/USD (JPYUSD=X) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JPYUSD=XUNGDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-1.30

Omega ratioGain probability vs. loss probability

0.82

0.95

-0.14

Calmar ratioReturn relative to maximum drawdown

-0.79

-0.67

-0.12

Martin ratioReturn relative to average drawdown

-1.16

-0.97

-0.19

JPYUSD=X vs. UNG - Sharpe Ratio Comparison

The current JPYUSD=X Sharpe Ratio is -1.13, which is lower than the UNG Sharpe Ratio of -0.49. The chart below compares the historical Sharpe Ratios of JPYUSD=X 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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Drawdowns

JPYUSD=X vs. UNG - Drawdown Comparison

The maximum JPYUSD=X drawdown since its inception was -52.96%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for JPYUSD=X and UNG.


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Drawdown Indicators


JPYUSD=XUNGDifference

Max Drawdown

Largest peak-to-trough decline

-52.96%

-99.88%

+46.92%

Max Drawdown (1Y)

Largest decline over 1 year

-10.68%

-43.86%

+33.18%

Max Drawdown (3Y)

Largest decline over 3 years

-14.63%

-68.16%

+53.53%

Max Drawdown (5Y)

Largest decline over 5 years

-32.59%

-92.49%

+59.90%

Max Drawdown (10Y)

Largest decline over 10 years

-38.21%

-93.55%

+55.34%

Current Drawdown

Current decline from peak

-52.52%

-99.86%

+47.34%

Average Drawdown

Average peak-to-trough decline

-26.91%

-89.96%

+63.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.15%

30.28%

-24.13%

Volatility

JPYUSD=X vs. UNG - Volatility Comparison

The current volatility for JPY/USD (JPYUSD=X) is 0.69%, while United States Natural Gas Fund LP (UNG) has a volatility of 12.64%. This indicates that JPYUSD=X 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


JPYUSD=XUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.69%

12.64%

-11.95%

Volatility (6M)

Calculated over the trailing 6-month period

5.49%

52.01%

-46.52%

Volatility (1Y)

Calculated over the trailing 1-year period

7.51%

60.61%

-53.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.56%

64.11%

-54.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.89%

54.77%

-45.88%

Frequently Asked Questions


JPYUSD=X and UNG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (12.64%) compared to JPYUSD=X (0.69%). In terms of maximum drawdown, JPYUSD=X dropped -52.96% vs UNG's -99.88%.

UNG currently has the higher Sharpe Ratio (-0.49 vs -1.13), 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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