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KOLD vs. UNL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

KOLD vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Natural Gas (KOLD) and United States 12 Month Natural Gas Fund LP (UNL). The values are adjusted to include any dividend payments, if applicable.

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KOLD vs. UNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
KOLD
ProShares UltraShort Bloomberg Natural Gas
-38.45%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%
UNL
United States 12 Month Natural Gas Fund LP
-6.50%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Returns By Period

In the year-to-date period, KOLD achieves a -38.45% return, which is significantly lower than UNL's -6.50% return. Over the past 10 years, KOLD has underperformed UNL with an annualized return of -29.03%, while UNL has yielded a comparatively higher -2.45% annualized return.


KOLD

1D
-0.73%
1M
-7.42%
YTD
-38.45%
6M
-37.60%
1Y
10.94%
3Y*
-15.68%
5Y*
-43.73%
10Y*
-29.03%

UNL

1D
-1.99%
1M
0.15%
YTD
-6.50%
6M
-11.42%
1Y
-32.68%
3Y*
-15.85%
5Y*
-2.73%
10Y*
-2.45%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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KOLD vs. UNL - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is higher than UNL's 0.90% expense ratio.


Return for Risk

KOLD vs. UNL — Risk / Return Rank

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

KOLD
KOLD Risk / Return Rank: 2323
Overall Rank
KOLD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 3838
Sortino Ratio Rank
KOLD Omega Ratio Rank: 3434
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1515
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1414
Martin Ratio Rank

UNL
UNL Risk / Return Rank: 11
Overall Rank
UNL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 22
Sortino Ratio Rank
UNL Omega Ratio Rank: 11
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 22
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. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Natural Gas (KOLD) and United States 12 Month Natural Gas Fund LP (UNL). 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.


KOLDUNLDifference

Sharpe ratio

Return per unit of total volatility

0.09

-0.84

+0.93

Sortino ratio

Return per unit of downside risk

1.02

-1.06

+2.08

Omega ratio

Gain probability vs. loss probability

1.13

0.86

+0.27

Calmar ratio

Return relative to maximum drawdown

0.11

-0.87

+0.98

Martin ratio

Return relative to average drawdown

0.27

-1.41

+1.68

KOLD vs. UNL - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.09, which is higher than the UNL Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of KOLD and UNL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


KOLDUNLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.09

-0.84

+0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.37

-0.07

-0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

-0.07

-0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.15

-0.39

+0.25

Correlation

The correlation between KOLD and UNL is -0.94. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

KOLD vs. UNL - Dividend Comparison

Neither KOLD nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

KOLD vs. UNL - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than UNL's maximum drawdown of -88.52%. Use the drawdown chart below to compare losses from any high point for KOLD and UNL.


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Drawdown Indicators


KOLDUNLDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-88.52%

-10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-36.28%

-36.22%

Max Drawdown (5Y)

Largest decline over 5 years

-98.91%

-77.17%

-21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-77.17%

-22.28%

Current Drawdown

Current decline from peak

-97.48%

-87.78%

-9.70%

Average Drawdown

Average peak-to-trough decline

-69.15%

-73.19%

+4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.16%

22.58%

+8.58%

Volatility

KOLD vs. UNL - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 29.18% compared to United States 12 Month Natural Gas Fund LP (UNL) at 11.08%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

29.18%

11.08%

+18.10%

Volatility (6M)

Calculated over the trailing 6-month period

101.24%

32.23%

+69.01%

Volatility (1Y)

Calculated over the trailing 1-year period

120.63%

39.10%

+81.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.49%

41.68%

+76.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.91%

33.81%

+68.10%