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KOLD vs. USL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KOLD vs. USL - 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 Oil Fund LP (USL). 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 USL's 40.68% return. Over the past 10 years, KOLD has underperformed USL with an annualized return of -25.09%, while USL has yielded a comparatively higher 9.48% 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%

USL

1D
-1.37%
1M
-12.93%
YTD
40.68%
6M
39.29%
1Y
20.67%
3Y*
13.48%
5Y*
12.91%
10Y*
9.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KOLD vs. USL - 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%
USL
United States 12 Month Oil Fund LP
40.68%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%

Correlation

The correlation between KOLD and USL is -0.23, 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

-0.23

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

-0.13

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

-0.14

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

-0.13

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

-0.12

The correlation between KOLD and USL shifts across timeframes, from -0.23 (1 year) to -0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KOLD vs. USL — 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

USL
USL Risk / Return Rank: 2222
Overall Rank
USL Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
USL Sortino Ratio Rank: 2121
Sortino Ratio Rank
USL Omega Ratio Rank: 2020
Omega Ratio Rank
USL Calmar Ratio Rank: 2626
Calmar Ratio Rank
USL Martin Ratio Rank: 2222
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. USL - 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 Oil Fund LP (USL). 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.


KOLDUSLDifference
Sharpe ratioReturn per unit of total volatility

-0.64

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.13

1.14

-0.01

Calmar ratioReturn relative to maximum drawdown

0.12

1.22

-1.09

Martin ratioReturn relative to average drawdown

0.24

2.71

-2.47

KOLD vs. USL - Sharpe Ratio Comparison

The current KOLD Sharpe Ratio is 0.08, which is lower than the USL Sharpe Ratio of 0.72. The chart below compares the historical Sharpe Ratios of KOLD and USL, 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. USL - Drawdown Comparison

The maximum KOLD drawdown since its inception was -99.45%, which is greater than USL's maximum drawdown of -89.06%. Use the drawdown chart below to compare losses from any high point for KOLD and USL.


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Drawdown Indicators


KOLDUSLDifference

Max Drawdown

Largest peak-to-trough decline

-99.45%

-89.06%

-10.39%

Max Drawdown (1Y)

Largest decline over 1 year

-72.50%

-17.09%

-55.41%

Max Drawdown (3Y)

Largest decline over 3 years

-84.34%

-23.33%

-61.01%

Max Drawdown (5Y)

Largest decline over 5 years

-98.07%

-33.82%

-64.25%

Max Drawdown (10Y)

Largest decline over 10 years

-99.45%

-66.02%

-33.43%

Current Drawdown

Current decline from peak

-97.43%

-46.65%

-50.78%

Average Drawdown

Average peak-to-trough decline

-69.56%

-61.39%

-8.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.81%

8.62%

+29.19%

Volatility

KOLD vs. USL - Volatility Comparison

ProShares UltraShort Bloomberg Natural Gas (KOLD) has a higher volatility of 23.90% compared to United States 12 Month Oil Fund LP (USL) at 8.21%. This indicates that KOLD's price experiences larger fluctuations and is considered to be riskier than USL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KOLDUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.90%

8.21%

+15.69%

Volatility (6M)

Calculated over the trailing 6-month period

96.77%

24.22%

+72.55%

Volatility (1Y)

Calculated over the trailing 1-year period

113.49%

28.95%

+84.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

118.83%

30.24%

+88.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

101.81%

32.36%

+69.45%

KOLD vs. USL - Expense Ratio Comparison

KOLD has a 0.95% expense ratio, which is higher than USL's 0.88% expense ratio.


Dividends

KOLD vs. USL - Dividend Comparison

Neither KOLD nor USL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KOLD and USL have a correlation of -0.23, 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 USL (8.21%). In terms of maximum drawdown, KOLD dropped -99.45% vs USL's -89.06%.

On 10-year performance, USL leads with 9.48% vs -25.09% for KOLD. On fees, USL is cheaper at 0.88% per year. On volatility, USL has been the lower-risk option at 8.21%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USL has performed better with a 9.48% return vs -25.09%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USL is cheaper with a 0.88% expense ratio, compared with 0.95% for KOLD.

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

KOLD tracks Bloomberg Natural Gas Subindex, while USL tracks 12 Month Light Sweet Crude Oil. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.95% for KOLD and 0.88% for USL.

USL currently has the higher Sharpe Ratio (0.72 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 USL

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