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KOLD vs. NBET
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. NBET - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and Neuberger Berman Energy Transition & Infrastructure ETF (NBET). 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 -34.28% return, which is significantly lower than NBET's 20.80% return.


KOLD

1D
4.60%
1M
-10.33%
YTD
-34.28%
6M
-29.48%
1Y
4.46%
3Y*
-5.14%
5Y*
-37.54%
10Y*
-24.75%

NBET

1D
0.19%
1M
-5.87%
YTD
20.80%
6M
20.90%
1Y
23.09%
3Y*
19.86%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. NBET - Yearly Performance Comparison


2026 (YTD)2025202420232022
KOLD
ProShares UltraShort Bloomberg Natural Gas
-34.28%-17.48%-11.34%249.82%-49.96%
NBET
Neuberger Berman Energy Transition & Infrastructure ETF
20.80%5.87%30.30%7.48%-6.07%

Correlation

The correlation between KOLD and NBET is -0.22, 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

-0.22

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

-0.16

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2022

-0.17

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Return for Risk

KOLD vs. NBET — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1212
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: 99
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
Martin Ratio Rank

NBET
NBET Risk / Return Rank: 5151
Overall Rank
NBET Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
NBET Sortino Ratio Rank: 4747
Sortino Ratio Rank
NBET Omega Ratio Rank: 4444
Omega Ratio Rank
NBET Calmar Ratio Rank: 6464
Calmar Ratio Rank
NBET Martin Ratio Rank: 5050
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. NBET - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Neuberger Berman Energy Transition & Infrastructure ETF (NBET). 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.


KOLDNBETDifference
Sharpe ratioReturn per unit of total volatility

-1.55

Sortino ratioReturn per unit of downside risk

-1.25

Omega ratioGain probability vs. loss probability

1.12

1.26

-0.14

Calmar ratioReturn relative to maximum drawdown

0.06

2.90

-2.84

Martin ratioReturn relative to average drawdown

0.12

7.90

-7.78

KOLD vs. NBET - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.04, which is lower than the NBET Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of KOLD and NBET, 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. NBET - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than NBET's maximum drawdown of -18.72%. Use the drawdown chart below to compare losses from any high point for KOLD and NBET.


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Drawdown Indicators


KOLDNBETDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-18.72%

-80.73%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-8.00%

-64.50%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-18.72%

-65.62%

Max Drawdown (5Y)

Largest decline over 5 years

-97.96%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

Current Drawdown

Current decline from peak

-97.31%

-6.98%

-90.33%

Average Drawdown

Average peak-to-trough decline

-69.57%

-5.07%

-64.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.96%

2.93%

+35.03%

Volatility

KOLD vs. NBET - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 24.20% compared to Neuberger Berman Energy Transition & Infrastructure ETF (NBET) at 4.77%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than NBET based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDNBETDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.20%

4.77%

+19.43%

Volatility (6M)

Calculated over the trailing 6-month period

96.27%

11.00%

+85.27%

Volatility (1Y)

Calculated over the trailing 1-year period

113.34%

14.66%

+98.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.84%

19.48%

+99.36%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.82%

19.48%

+82.34%

KOLD vs. NBET - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is higher than NBET's 0.65% expense ratio.


Dividends

KOLD vs. NBET - Dividend Comparison

KOLD has not paid dividends to shareholders, while NBET's dividend yield for the trailing twelve months is around 1.71%.


PositionTTM2025202420232022
KOLD
ProShares UltraShort Bloomberg Natural Gas
0.00%0.00%0.00%0.00%0.00%
NBET
Neuberger Berman Energy Transition & Infrastructure ETF
1.71%2.70%2.43%1.22%0.87%

Frequently Asked Questions


KOLD and NBET have a correlation of -0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (24.20%) compared to NBET (4.77%). In terms of maximum drawdown, KOLD dropped -99.45% vs NBET's -18.72%.

On 3-year performance, NBET leads with 19.86% vs -5.14% for KOLD. On fees, NBET is cheaper at 0.65% per year. On volatility, NBET has been the lower-risk option at 4.77%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NBET has performed better with a 19.86% return vs -5.14%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NBET is cheaper with a 0.65% expense ratio, compared with 0.95% for KOLD.

NBET has the higher dividend yield at 1.71%, compared with 0.00% for KOLD.

KOLD is categorized as Oil & Gas, while NBET is Energy Equities. They also come from different issuers: ProShares and Neuberger Berman. Their fees differ too: 0.95% for KOLD and 0.65% for NBET.

NBET currently has the higher Sharpe Ratio (1.59 vs 0.04), 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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