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KOLD vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and United States Gasoline Fund, LP (UGA). 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 -16.81% return, which is significantly lower than UGA's 91.06% return. Over the past 10 years, KOLD has underperformed UGA with an annualized return of -22.29%, while UGA has yielded a comparatively higher 18.03% annualized return.


KOLD

1D
-1.11%
1M
25.17%
6M
116.05%
YTD
-16.81%
1Y
-4.80%
3Y*
-1.53%
5Y*
-30.36%
10Y*
-22.29%
ALL TIME*
-11.66%

UGA

1D
-0.01%
1M
14.56%
6M
70.02%
YTD
91.06%
1Y
88.12%
3Y*
17.55%
5Y*
25.78%
10Y*
18.03%
ALL TIME*
4.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$57.12M$61.92M$74.91M
$6.47M$5.01M$4.85M

KOLD vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-16.81%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
UGA
United States Gasoline Fund, LP
91.06%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between KOLD and UGA is -0.21, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.21

Correlation (3Y)
Balances recent behavior with more history.

-0.09

Correlation (5Y)
Shows whether the relationship held over a longer period.

-0.12

Correlation (10Y)
Provides a long-term view across more market conditions.

-0.11

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

-0.10

The correlation between KOLD and UGA shifts across timeframes, from -0.21 (1 year) to -0.09 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

KOLD vs. UGA — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

KOLD
KOLD Risk / Return Rank: 1515
Overall Rank
KOLD Sharpe Ratio Rank: 1010
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 2121
Sortino Ratio Rank
KOLD Omega Ratio Rank: 2222
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1010
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1010
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 8787
Overall Rank
UGA Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 8585
Sortino Ratio Rank
UGA Omega Ratio Rank: 8585
Omega Ratio Rank
UGA Calmar Ratio Rank: 9292
Calmar Ratio Rank
UGA Martin Ratio Rank: 8484
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

KOLD vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and United States Gasoline Fund, LP (UGA). 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.


KOLDUGADifference
Sharpe ratioReturn per unit of total volatility

-2.37

Sortino ratioReturn per unit of downside risk

-2.07

Omega ratioGain probability vs. loss probability

1.10

1.37

-0.27

Calmar ratioReturn relative to maximum drawdown

-0.07

4.12

-4.19

Martin ratioReturn relative to average drawdown

-0.12

11.57

-11.69

KOLD vs. UGA - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is -0.05, which is lower than the UGA Sharpe Ratio of 2.32. The chart below compares the historical Sharpe Ratios of KOLD and UGA, 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. UGA - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than UGA's maximum drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for KOLD and UGA.


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Drawdown Indicators


KOLDUGADifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-86.59%

-12.86%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-20.32%

-52.18%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-26.68%

-57.66%

Max Drawdown (5Y)

Largest decline over 5 years

-97.46%

-38.11%

-59.35%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-75.89%

-23.56%

Current Drawdown

Current decline from peak

-96.60%

-5.63%

-90.97%

Average Drawdown

Average peak-to-trough decline

-69.77%

-36.53%

-33.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

40.92%

7.26%

+33.66%

Volatility

KOLD vs. UGA - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 17.96% compared to United States Gasoline Fund, LP (UGA) at 11.28%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

17.96%

11.28%

+6.68%

Volatility (6M)

Calculated over the trailing 6-month period

71.96%

31.98%

+39.98%

Volatility (1Y)

Calculated over the trailing 1-year period

110.38%

36.11%

+74.27%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.81%

34.60%

+84.21%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.60%

37.26%

+64.34%

KOLD vs. UGA - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is lower than UGA's 1.02% expense ratio.


Dividends

KOLD vs. UGA - Dividend Comparison

Neither KOLD nor UGA has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOLD and UGA have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KOLD has higher volatility (17.96%) compared to UGA (11.28%). In terms of maximum drawdown, KOLD dropped -99.45% vs UGA's -86.59%.

On 10-year performance, UGA leads with 18.03% vs -22.29% for KOLD. On fees, KOLD is cheaper at 0.95% per year. On volatility, UGA has been the lower-risk option at 11.28%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 18.03% return vs -22.29%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

KOLD is cheaper with a 0.95% expense ratio, compared with 1.02% for UGA.

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

KOLD tracks Bloomberg Natural Gas Subindex, while UGA tracks Near-Month NYMEX RBOB Gasoline Futures Contract. They also come from different issuers: ProShares and USCF. Their fees differ too: 0.95% for KOLD and 1.02% for UGA.

UGA currently has the higher Sharpe Ratio (2.32 vs -0.05), 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 UGA

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