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KOLD vs. ^XNG
Performance
Return for Risk
Drawdowns
Volatility

Performance

KOLD vs. ^XNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and NYSE Arca Natural Gas Index (^XNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, KOLD achieves a -37.06% return, which is significantly lower than ^XNG's 16.47% return. Over the past 10 years, KOLD has underperformed ^XNG with an annualized return of -25.08%, while ^XNG has yielded a comparatively higher 3.97% annualized return.


KOLD

1D
-4.23%
1M
-14.12%
YTD
-37.06%
6M
-35.65%
1Y
-6.21%
3Y*
-6.50%
5Y*
-37.39%
10Y*
-25.08%

^XNG

1D
-0.69%
1M
-5.82%
YTD
16.47%
6M
16.91%
1Y
17.79%
3Y*
16.81%
5Y*
15.00%
10Y*
3.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. ^XNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.06%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
^XNG
NYSE Arca Natural Gas Index
16.47%9.44%16.55%2.82%22.57%54.17%-17.49%-3.37%-32.78%-15.65%

Correlation

The correlation between KOLD and ^XNG is -0.30, 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

-0.30

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

-0.30

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

-0.34

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

-0.28

Correlation (All Time)
Calculated using the full available price history since Oct 6, 2011

-0.27

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Return for Risk

KOLD vs. ^XNG — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1111
Overall Rank
KOLD Sharpe Ratio Rank: 88
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1515
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1616
Omega Ratio Rank
KOLD Calmar Ratio Rank: 88
Calmar Ratio Rank
KOLD Martin Ratio Rank: 88
Martin Ratio Rank

^XNG
^XNG Risk / Return Rank: 3737
Overall Rank
^XNG Sharpe Ratio Rank: 3838
Sharpe Ratio Rank
^XNG Sortino Ratio Rank: 3636
Sortino Ratio Rank
^XNG Omega Ratio Rank: 3636
Omega Ratio Rank
^XNG Calmar Ratio Rank: 3737
Calmar Ratio Rank
^XNG Martin Ratio Rank: 3838
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.

KOLD vs. ^XNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and NYSE Arca Natural Gas Index (^XNG). 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.


KOLD^XNGDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-0.83

Omega ratioGain probability vs. loss probability

1.10

1.19

-0.10

Calmar ratioReturn relative to maximum drawdown

-0.09

1.52

-1.60

Martin ratioReturn relative to average drawdown

-0.16

4.32

-4.48

KOLD vs. ^XNG - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is -0.06, which is lower than the ^XNG Sharpe Ratio of 1.13. The chart below compares the historical Sharpe Ratios of KOLD and ^XNG, 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

KOLD vs. ^XNG - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than ^XNG's maximum drawdown of -84.52%. Use the drawdown chart below to compare losses from any high point for KOLD and ^XNG.


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Drawdown Indicators


KOLD^XNGDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-84.52%

-14.93%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-11.79%

-60.71%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-14.10%

-70.24%

Max Drawdown (5Y)

Largest decline over 5 years

-97.96%

-25.27%

-72.69%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-77.64%

-21.81%

Current Drawdown

Current decline from peak

-97.43%

-14.97%

-82.46%

Average Drawdown

Average peak-to-trough decline

-69.57%

-27.27%

-42.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.11%

4.13%

+33.98%

Volatility

KOLD vs. ^XNG - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 23.46% compared to NYSE Arca Natural Gas Index (^XNG) at 5.35%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than ^XNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLD^XNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.46%

5.35%

+18.11%

Volatility (6M)

Calculated over the trailing 6-month period

96.35%

12.55%

+83.80%

Volatility (1Y)

Calculated over the trailing 1-year period

113.09%

15.84%

+97.25%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.82%

21.72%

+97.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

28.78%

+73.03%

Frequently Asked Questions


KOLD and ^XNG have a correlation of -0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (23.46%) compared to ^XNG (5.35%). In terms of maximum drawdown, KOLD dropped -99.45% vs ^XNG's -84.52%.

^XNG currently has the higher Sharpe Ratio (1.13 vs -0.06), 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

Find the right allocation for KOLD and ^XNG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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