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KOLD vs. NGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. NGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and Natural Gas Services Group, Inc. (NGS). 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 -37.17% return, which is significantly lower than NGS's 29.60% return. Over the past 10 years, KOLD has underperformed NGS with an annualized return of -25.09%, while NGS has yielded a comparatively higher 6.52% annualized return.


KOLD

1D
-0.18%
1M
-14.27%
YTD
-37.17%
6M
-42.50%
1Y
9.00%
3Y*
-6.55%
5Y*
-38.86%
10Y*
-25.09%

NGS

1D
2.92%
1M
1.93%
YTD
29.60%
6M
33.44%
1Y
63.19%
3Y*
64.85%
5Y*
32.53%
10Y*
6.52%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. NGS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-37.17%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
NGS
Natural Gas Services Group, Inc.
29.60%26.53%66.67%40.31%9.46%10.44%-22.68%-25.43%-37.25%-18.51%

Correlation

The correlation between KOLD and NGS is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

-0.08

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

-0.12

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

-0.11

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

-0.08

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Return for Risk

KOLD vs. NGS — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 1313
Overall Rank
KOLD Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 1818
Sortino Ratio Rank
KOLD Omega Ratio Rank: 1818
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 99
Martin Ratio Rank

NGS
NGS Risk / Return Rank: 8787
Overall Rank
NGS Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
NGS Sortino Ratio Rank: 8282
Sortino Ratio Rank
NGS Omega Ratio Rank: 8282
Omega Ratio Rank
NGS Calmar Ratio Rank: 9191
Calmar Ratio Rank
NGS Martin Ratio Rank: 9292
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. NGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and Natural Gas Services Group, Inc. (NGS). 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.


KOLDNGSDifference
Sharpe ratioReturn per unit of total volatility

-1.85

Sortino ratioReturn per unit of downside risk

-1.45

Omega ratioGain probability vs. loss probability

1.13

1.32

-0.19

Calmar ratioReturn relative to maximum drawdown

0.12

4.73

-4.61

Martin ratioReturn relative to average drawdown

0.24

13.71

-13.47

KOLD vs. NGS - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.08, which is lower than the NGS Sharpe Ratio of 1.93. The chart below compares the historical Sharpe Ratios of KOLD and NGS, 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. NGS - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than NGS's maximum drawdown of -89.59%. Use the drawdown chart below to compare losses from any high point for KOLD and NGS.


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Drawdown Indicators


KOLDNGSDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-89.59%

-9.86%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-13.42%

-59.08%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-40.89%

-43.45%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-40.89%

-57.18%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-87.91%

-11.54%

Current Drawdown

Current decline from peak

-97.43%

-0.57%

-96.86%

Average Drawdown

Average peak-to-trough decline

-69.56%

-47.53%

-22.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.81%

4.66%

+33.15%

Volatility

KOLD vs. NGS - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 23.90% compared to Natural Gas Services Group, Inc. (NGS) at 10.84%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than NGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.90%

10.84%

+13.06%

Volatility (6M)

Calculated over the trailing 6-month period

96.77%

22.41%

+74.36%

Volatility (1Y)

Calculated over the trailing 1-year period

113.49%

33.05%

+80.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.83%

44.10%

+74.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

46.23%

+55.58%

Dividends

KOLD vs. NGS - Dividend Comparison

KOLD has not paid dividends to shareholders, while NGS's dividend yield for the trailing twelve months is around 1.08%.


Frequently Asked Questions


KOLD and NGS have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (23.90%) compared to NGS (10.84%). In terms of maximum drawdown, KOLD dropped -99.45% vs NGS's -89.59%.

NGS currently has the higher Sharpe Ratio (1.93 vs 0.08), 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 NGS

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