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MXNUSD=X vs. UNG
Performance
Return for Risk
Drawdowns
Volatility

Performance

MXNUSD=X vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in MXN/USD (MXNUSD=X) and United States Natural Gas Fund LP (UNG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, MXNUSD=X achieves a 4.08% return, which is significantly higher than UNG's -17.94% return. Over the past 10 years, MXNUSD=X has outperformed UNG with an annualized return of 0.90%, while UNG has yielded a comparatively lower -22.61% annualized return.


MXNUSD=X

1D
0.15%
1M
0.93%
6M
0.99%
YTD
4.08%
1Y
8.95%
3Y*
0.06%
5Y*
2.83%
10Y*
0.90%
ALL TIME*
-2.31%

UNG

1D
0.50%
1M
-13.13%
6M
-40.47%
YTD
-17.94%
1Y
-26.14%
3Y*
-28.64%
5Y*
-28.82%
10Y*
-22.61%
ALL TIME*
-28.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

MXNUSD=X

MXN/USD
$1.16K$2.53K$2.83K
$82.18M$81.43M$85.25M

MXNUSD=X vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MXNUSD=X
MXN/USD
4.08%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%
UNG
United States Natural Gas Fund LP
-17.94%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between MXNUSD=X and UNG is -0.11, 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.

-0.11

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

0.02

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

0.05

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

0.05

Correlation (All Time)
Calculated using the full available price history since Sep 11, 2007

0.07

The correlation between MXNUSD=X and UNG shifts across timeframes, from -0.11 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

MXNUSD=X vs. UNG — Risk / Return Rank

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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8989
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8989
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8989
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8989
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 9191
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 66
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 77
Sortino Ratio Rank
UNG Omega Ratio Rank: 66
Omega Ratio Rank
UNG Calmar Ratio Rank: 44
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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.

MXNUSD=X vs. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MXN/USD (MXNUSD=X) and United States Natural Gas Fund LP (UNG). 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.


MXNUSD=XUNGDifference
Sharpe ratioReturn per unit of total volatility

+1.38

Sortino ratioReturn per unit of downside risk

+1.66

Omega ratioGain probability vs. loss probability

1.18

0.96

+0.22

Calmar ratioReturn relative to maximum drawdown

1.29

-0.62

+1.91

Martin ratioReturn relative to average drawdown

4.47

-1.04

+5.50

MXNUSD=X vs. UNG - Sharpe Ratio Comparison

The current MXNUSD=X Sharpe Ratio is 0.94, which is higher than the UNG Sharpe Ratio of -0.44. The chart below compares the historical Sharpe Ratios of MXNUSD=X and UNG, 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

MXNUSD=X vs. UNG - Drawdown Comparison

The maximum MXNUSD=X drawdown since its inception was -61.16%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for MXNUSD=X and UNG.


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Drawdown Indicators


MXNUSD=XUNGDifference

Max Drawdown

Largest peak-to-trough decline

-61.16%

-99.88%

+38.72%

Max Drawdown (1Y)

Largest decline over 1 year

-5.52%

-42.01%

+36.49%

Max Drawdown (3Y)

Largest decline over 3 years

-21.70%

-69.26%

+47.56%

Max Drawdown (5Y)

Largest decline over 5 years

-21.70%

-92.75%

+71.05%

Max Drawdown (10Y)

Largest decline over 10 years

-31.20%

-93.77%

+62.57%

Current Drawdown

Current decline from peak

-43.01%

-99.88%

+56.87%

Average Drawdown

Average peak-to-trough decline

-37.20%

-90.02%

+52.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.74%

25.13%

-23.39%

Volatility

MXNUSD=X vs. UNG - Volatility Comparison

The current volatility for MXN/USD (MXNUSD=X) is 1.54%, while United States Natural Gas Fund LP (UNG) has a volatility of 10.03%. This indicates that MXNUSD=X experiences smaller price fluctuations and is considered to be less risky than UNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MXNUSD=XUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.54%

10.03%

-8.49%

Volatility (6M)

Calculated over the trailing 6-month period

5.84%

42.08%

-36.24%

Volatility (1Y)

Calculated over the trailing 1-year period

7.60%

59.01%

-51.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.34%

64.14%

-53.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.17%

54.70%

-42.53%

Frequently Asked Questions


MXNUSD=X and UNG have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (10.03%) compared to MXNUSD=X (1.54%). In terms of maximum drawdown, MXNUSD=X dropped -61.16% vs UNG's -99.88%.

MXNUSD=X currently has the higher Sharpe Ratio (0.94 vs -0.44), 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

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