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KOLD vs. UNL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0-0.9

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.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%40.00%SeptemberOctoberNovemberDecember2025February
-70.20%
32.58%
KOLD
UNL

Key characteristics

Sharpe Ratio

KOLD:

-0.69

UNL:

1.06

Sortino Ratio

KOLD:

-0.96

UNL:

1.67

Omega Ratio

KOLD:

0.89

UNL:

1.19

Calmar Ratio

KOLD:

-0.76

UNL:

0.39

Martin Ratio

KOLD:

-2.12

UNL:

2.36

Ulcer Index

KOLD:

34.96%

UNL:

14.65%

Daily Std Dev

KOLD:

106.98%

UNL:

32.53%

Max Drawdown

KOLD:

-99.45%

UNL:

-88.01%

Current Drawdown

KOLD:

-97.53%

UNL:

-82.66%

Returns By Period

In the year-to-date period, KOLD achieves a -50.07% return, which is significantly lower than UNL's 21.05% return. Over the past 10 years, KOLD has underperformed UNL with an annualized return of -21.93%, while UNL has yielded a comparatively higher -3.11% annualized return.


KOLD

YTD

-50.07%

1M

-37.78%

6M

-70.20%

1Y

-67.03%

5Y*

-46.80%

10Y*

-21.93%

UNL

YTD

21.05%

1M

13.29%

6M

32.57%

1Y

25.67%

5Y*

5.15%

10Y*

-3.11%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


KOLD vs. UNL - Expense Ratio Comparison

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


KOLD
ProShares UltraShort Bloomberg Natural Gas
Expense ratio chart for KOLD: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for UNL: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

KOLD vs. UNL — Risk-Adjusted Performance Rank

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

KOLD
The Risk-Adjusted Performance Rank of KOLD is 11
Overall Rank
The Sharpe Ratio Rank of KOLD is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of KOLD is 11
Sortino Ratio Rank
The Omega Ratio Rank of KOLD is 22
Omega Ratio Rank
The Calmar Ratio Rank of KOLD is 00
Calmar Ratio Rank
The Martin Ratio Rank of KOLD is 00
Martin Ratio Rank

UNL
The Risk-Adjusted Performance Rank of UNL is 3535
Overall Rank
The Sharpe Ratio Rank of UNL is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of UNL is 4646
Sortino Ratio Rank
The Omega Ratio Rank of UNL is 4040
Omega Ratio Rank
The Calmar Ratio Rank of UNL is 2121
Calmar Ratio Rank
The Martin Ratio Rank of UNL is 2626
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

KOLD vs. UNL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for KOLD, currently valued at -0.69, compared to the broader market0.002.004.00-0.691.06
The chart of Sortino ratio for KOLD, currently valued at -0.96, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.961.67
The chart of Omega ratio for KOLD, currently valued at 0.89, compared to the broader market0.501.001.502.002.503.000.891.19
The chart of Calmar ratio for KOLD, currently valued at -0.76, compared to the broader market0.005.0010.0015.00-0.760.46
The chart of Martin ratio for KOLD, currently valued at -2.12, compared to the broader market0.0020.0040.0060.0080.00100.00-2.122.36
KOLD
UNL

The current KOLD Sharpe Ratio is -0.69, which is lower than the UNL Sharpe Ratio of 1.06. 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.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.69
1.06
KOLD
UNL

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 -88.01%. Use the drawdown chart below to compare losses from any high point for KOLD and UNL. For additional features, visit the drawdowns tool.


-100.00%-90.00%-80.00%-70.00%-60.00%SeptemberOctoberNovemberDecember2025February
-97.53%
-65.15%
KOLD
UNL

Volatility

KOLD vs. UNL - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 38.92% compared to United States 12 Month Natural Gas Fund LP (UNL) at 12.76%. 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.


0.00%10.00%20.00%30.00%40.00%50.00%SeptemberOctoberNovemberDecember2025February
38.92%
12.76%
KOLD
UNL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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