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KOLD vs. UNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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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Returns By Period

In the year-to-date period, KOLD achieves a -37.17% return, which is significantly lower than UNL's -11.72% return. Over the past 10 years, KOLD has underperformed UNL with an annualized return of -25.09%, while UNL has yielded a comparatively higher -4.37% 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%

UNL

1D
-0.38%
1M
3.74%
YTD
-11.72%
6M
-9.35%
1Y
-31.64%
3Y*
-17.42%
5Y*
-6.97%
10Y*
-4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. UNL - 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%
UNL
United States 12 Month Natural Gas Fund LP
-11.72%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Correlation

The correlation between KOLD and UNL is -0.94, 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

-0.94

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

-0.96

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

-0.97

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

-0.94

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

-0.94

The correlation between KOLD and UNL has been stable across timeframes, ranging from -0.97 to -0.94 - a consistent structural relationship.

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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: 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

UNL
UNL Risk / Return Rank: 22
Overall Rank
UNL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 22
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 11
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.

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.


KOLDUNLDifference
Sharpe ratioReturn per unit of total volatility

+0.97

Sortino ratioReturn per unit of downside risk

+2.10

Omega ratioGain probability vs. loss probability

1.13

0.85

+0.27

Calmar ratioReturn relative to maximum drawdown

0.12

-0.97

+1.10

Martin ratioReturn relative to average drawdown

0.24

-1.56

+1.79

KOLD vs. UNL - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.08, which is higher than the UNL Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of KOLD and UNL, 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. UNL - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than UNL's maximum drawdown of -89.00%. 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%

-89.00%

-10.45%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-32.65%

-39.85%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-48.16%

-36.18%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-78.12%

-19.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-78.12%

-21.33%

Current Drawdown

Current decline from peak

-97.43%

-88.46%

-8.97%

Average Drawdown

Average peak-to-trough decline

-69.56%

-73.38%

+3.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.81%

22.72%

+15.09%

Volatility

KOLD vs. UNL - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 23.90% compared to United States 12 Month Natural Gas Fund LP (UNL) at 7.13%. 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

23.90%

7.13%

+16.77%

Volatility (6M)

Calculated over the trailing 6-month period

96.77%

30.59%

+66.18%

Volatility (1Y)

Calculated over the trailing 1-year period

113.49%

35.79%

+77.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.83%

41.76%

+77.07%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

33.85%

+67.96%

KOLD vs. UNL - Expense Ratio Comparison

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


Dividends

KOLD vs. UNL - Dividend Comparison

Neither KOLD nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOLD and UNL have a correlation of -0.94, 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 UNL (7.13%). In terms of maximum drawdown, KOLD dropped -99.45% vs UNL's -89.00%.

On 10-year performance, UNL leads with -4.37% vs -25.09% for KOLD. On fees, UNL is cheaper at 0.90% per year. On volatility, UNL has been the lower-risk option at 7.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UNL has performed better with a -4.37% return vs -25.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 0.95% for KOLD.

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

KOLD tracks Bloomberg Natural Gas Subindex, while UNL tracks 12 Month Natural Gas. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for KOLD and 0.90% for UNL.

KOLD currently has the higher Sharpe Ratio (0.08 vs -0.89), 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 UNL

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