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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.

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Returns By Period

In the year-to-date period, KOLD achieves a -34.34% return, which is significantly higher than FNGD's -43.70% return.


KOLD

1D
1.05%
1M
-9.50%
YTD
-34.34%
6M
-7.88%
1Y
1.67%
3Y*
-19.53%
5Y*
-40.39%
10Y*
-26.16%

FNGD

1D
1.51%
1M
-31.76%
YTD
-43.70%
6M
-34.07%
1Y
-62.82%
3Y*
-69.63%
5Y*
-66.27%
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
-34.34%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-38.51%
FNGD
MicroSectors FANG+™ Index -3X Inverse Leveraged ETN
-43.70%-61.42%-76.57%-90.14%52.21%-60.04%-95.60%-72.46%-13.73%

Correlation

The correlation between KOLD and FNGD is -0.12, 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

-0.12

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

-0.06

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

0.03

Correlation (All Time)
Calculated using the full available price history since Jan 24, 2018

0.04

The correlation between KOLD and FNGD shifts across timeframes, from -0.12 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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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: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 77
Calmar Ratio Rank
KOLD Martin Ratio Rank: 77
Martin Ratio Rank

FNGD
FNGD Risk / Return Rank: 11
Overall Rank
FNGD Sharpe Ratio Rank: 11
Sharpe Ratio Rank
FNGD Sortino Ratio Rank: 11
Sortino Ratio Rank
FNGD Omega Ratio Rank: 11
Omega Ratio Rank
FNGD Calmar Ratio Rank: 11
Calmar Ratio Rank
FNGD Martin Ratio Rank: 00
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.


KOLDFNGDDifference

Sharpe ratio

Return per unit of total volatility

0.01

-1.07

+1.09

Sortino ratio

Return per unit of downside risk

0.87

-1.88

+2.75

Omega ratio

Gain probability vs. loss probability

1.11

0.79

+0.32

Calmar ratio

Return relative to maximum drawdown

-0.18

-0.97

+0.79

Martin ratio

Return relative to average drawdown

-0.37

-1.91

+1.55

KOLD vs. FNGD - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.01, which is higher than the FNGD Sharpe Ratio of -1.07. 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.


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Sharpe Ratios by Period


KOLDFNGDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.01

-1.07

+1.09

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.34

-0.75

+0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.26

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.14

-0.78

+0.64

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.


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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%

-97.37%

+13.03%

Max Drawdown (5Y)

Largest decline over 5 years

-98.45%

-99.67%

+1.22%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-97.32%

-100.00%

+2.68%

Average Drawdown

Average peak-to-trough decline

-69.48%

-87.24%

+17.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.85%

33.47%

+2.38%

Volatility

KOLD vs. FNGD - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 24.65% compared to MicroSectors FANG+™ Index -3X Inverse Leveraged ETN (FNGD) at 16.71%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than FNGD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDFNGDDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.65%

16.71%

+7.94%

Volatility (6M)

Calculated over the trailing 6-month period

99.52%

45.80%

+53.72%

Volatility (1Y)

Calculated over the trailing 1-year period

114.40%

58.66%

+55.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.74%

88.79%

+29.95%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.77%

91.02%

+10.75%

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 -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (24.65%) compared to FNGD (16.71%). In terms of maximum drawdown, KOLD dropped -99.45% vs FNGD's -100.00%.

On 5-year performance, KOLD leads with -40.39% vs -66.27% for FNGD. Both ETFs have the same 0.95% expense ratio. On volatility, FNGD has been the lower-risk option at 16.71%. 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 -40.39% return vs -66.27%. 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 Leveraged Commodities, while FNGD is Leveraged Equities. KOLD tracks Bloomberg Natural Gas Subindex (TR) (200%), while FNGD tracks NYSE FANG+ Index (-300%). They also come from different issuers: ProShares and BMO.

KOLD currently has the higher Sharpe Ratio (0.01 vs -1.07), 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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