PortfoliosLab logoPortfoliosLab logo
KOLD vs. FNGD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. FNGD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, KOLD achieves a -37.06% return, which is significantly lower than FNGD's -25.43% 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%

FNGD

1D
2.34%
1M
4.80%
YTD
-25.43%
6M
-21.40%
1Y
-46.02%
3Y*
-65.22%
5Y*
-62.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. FNGD - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.06%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-43.74%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-25.43%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-16.61%

Correlation

The correlation between KOLD and FNGD is -0.13, 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

-0.13

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

-0.05

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jan 23, 2018

0.03

The correlation between KOLD and FNGD shifts across timeframes, from -0.13 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

KOLD vs. FNGD — 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

FNGD
FNGD Risk / Return Rank: 33
Overall Rank
FNGD Sharpe Ratio Rank: 44
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 44
Sortino Ratio Rank
FNGD Omega Ratio Rank: 44
Omega Ratio Rank
FNGD Calmar Ratio Rank: 33
Calmar Ratio Rank
FNGD Martin Ratio Rank: 11
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. FNGD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD). 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.


KOLDFNGDDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.10

0.90

+0.19

Calmar ratioReturn relative to maximum drawdown

-0.09

-0.70

+0.61

Martin ratioReturn relative to average drawdown

-0.16

-1.45

+1.29

KOLD vs. FNGD - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is -0.06, which is higher than the FNGD Sharpe Ratio of -0.71. The chart below compares the historical Sharpe Ratios of KOLD and FNGD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

KOLD vs. FNGD - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, roughly equal to the maximum FNGD drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for KOLD and FNGD.


Loading charts...

Drawdown Indicators


KOLDFNGDDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-100.00%

+0.55%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-65.92%

-6.58%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-97.35%

+13.01%

Max Drawdown (5Y)

Largest decline over 5 years

-97.96%

-99.67%

+1.71%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-97.43%

-100.00%

+2.57%

Average Drawdown

Average peak-to-trough decline

-69.57%

-87.30%

+17.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

38.11%

32.73%

+5.38%

Volatility

KOLD vs. FNGD - Volatility Comparison

The current volatility for ProShares UltraShort Bloomberg Natural Gas (KOLD) is 23.46%, while MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) has a volatility of 33.11%. This indicates that KOLD experiences smaller price fluctuations and is considered to be less risky than FNGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


KOLDFNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.46%

33.11%

-9.65%

Volatility (6M)

Calculated over the trailing 6-month period

96.35%

53.19%

+43.16%

Volatility (1Y)

Calculated over the trailing 1-year period

113.09%

65.48%

+47.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.82%

89.66%

+29.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

91.28%

+10.53%

KOLD vs. FNGD - Expense Ratio Comparison

Both KOLD and FNGD have an expense ratio of 0.95%.


Dividends

KOLD vs. FNGD - Dividend Comparison

Neither KOLD nor FNGD has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOLD and FNGD have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGD has higher volatility (33.11%) compared to KOLD (23.46%). In terms of maximum drawdown, KOLD dropped -99.45% vs FNGD's -100.00%.

On 5-year performance, KOLD leads with -37.39% vs -62.21% for FNGD. Both ETFs have the same 0.95% expense ratio. On volatility, KOLD has been the lower-risk option at 23.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, KOLD has performed better with a -37.39% return vs -62.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KOLD and FNGD have the same expense ratio: 0.95% per year.

KOLD and FNGD have nearly identical dividend yields, around 0.00%.

KOLD is categorized as Oil & Gas, while FNGD is Leveraged Equities. KOLD tracks Bloomberg Natural Gas Subindex, while FNGD tracks NYSE FANG+ Index (-300%). They also come from different issuers: ProShares and BMO.

KOLD currently has the higher Sharpe Ratio (-0.06 vs -0.71), 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 FNGD

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

Open Portfolio Optimizer