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NANC vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

NANC vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Unusual Whales Subversive Democratic Trading ETF (NANC) and United States Gasoline Fund LP (UGA). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, NANC achieves a 7.19% return, which is significantly lower than UGA's 64.09% return.


NANC

1D
-1.59%
1M
0.00%
YTD
7.19%
6M
6.14%
1Y
21.34%
3Y*
22.07%
5Y*
10Y*

UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NANC vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023
NANC
Unusual Whales Subversive Democratic Trading ETF
7.19%18.54%26.83%22.81%
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%5.79%

Correlation

The correlation between NANC and UGA is -0.26, 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

-0.26

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

-0.07

Correlation (All Time)
Calculated using the full available price history since Feb 7, 2023

-0.03

Over the past year, the inverse relationship between NANC and UGA has strengthened: their correlation has moved from -0.03 to -0.26, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

NANC vs. UGA — Risk / Return Rank

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

NANC
NANC Risk / Return Rank: 4242
Overall Rank
NANC Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
NANC Sortino Ratio Rank: 4242
Sortino Ratio Rank
NANC Omega Ratio Rank: 4242
Omega Ratio Rank
NANC Calmar Ratio Rank: 3636
Calmar Ratio Rank
NANC Martin Ratio Rank: 4545
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
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.

NANC vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Unusual Whales Subversive Democratic Trading ETF (NANC) and United States Gasoline Fund LP (UGA). 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.


NANCUGADifference
Sharpe ratioReturn per unit of total volatility

-0.24

Sortino ratioReturn per unit of downside risk

-0.17

Omega ratioGain probability vs. loss probability

1.27

1.30

-0.03

Calmar ratioReturn relative to maximum drawdown

1.75

3.17

-1.41

Martin ratioReturn relative to average drawdown

7.09

9.39

-2.31

NANC vs. UGA - Sharpe Ratio Comparison

The current NANC Sharpe Ratio is 1.49, which is comparable to the UGA Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of NANC and UGA, 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

NANC vs. UGA - Drawdown Comparison

The maximum NANC drawdown since its inception was -20.94%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for NANC and UGA.


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Drawdown Indicators


NANCUGADifference

Max Drawdown

Largest peak-to-trough decline

-20.94%

-86.59%

+65.65%

Max Drawdown (1Y)

Largest decline over 1 year

-12.21%

-18.96%

+6.75%

Max Drawdown (3Y)

Largest decline over 3 years

-20.94%

-26.68%

+5.74%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-3.41%

-18.05%

+14.64%

Average Drawdown

Average peak-to-trough decline

-2.67%

-36.69%

+34.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.02%

6.43%

-3.41%

Volatility

NANC vs. UGA - Volatility Comparison

The current volatility for Unusual Whales Subversive Democratic Trading ETF (NANC) is 5.88%, while United States Gasoline Fund LP (UGA) has a volatility of 9.24%. This indicates that NANC experiences smaller price fluctuations and is considered to be less risky than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NANCUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

5.88%

9.24%

-3.36%

Volatility (6M)

Calculated over the trailing 6-month period

11.52%

30.57%

-19.05%

Volatility (1Y)

Calculated over the trailing 1-year period

14.44%

35.22%

-20.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.87%

34.45%

-17.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.87%

37.22%

-20.35%

NANC vs. UGA - Expense Ratio Comparison

NANC has a 0.72% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

NANC vs. UGA - Dividend Comparison

NANC's dividend yield for the trailing twelve months is around 0.20%, while UGA has not paid dividends to shareholders.


PositionTTM202520242023
NANC
Unusual Whales Subversive Democratic Trading ETF
0.20%0.21%0.20%0.94%
UGA
United States Gasoline Fund LP
0.00%0.00%0.00%0.00%

Frequently Asked Questions


NANC and UGA have a correlation of -0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.24%) compared to NANC (5.88%). In terms of maximum drawdown, NANC dropped -20.94% vs UGA's -86.59%.

On 3-year performance, NANC leads with 22.07% vs 18.95% for UGA. On fees, NANC is cheaper at 0.72% per year. On volatility, NANC has been the lower-risk option at 5.88%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, NANC has performed better with a 22.07% return vs 18.95%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

NANC is cheaper with a 0.72% expense ratio, compared with 0.75% for UGA.

NANC has the higher dividend yield at 0.20%, compared with 0.00% for UGA.

NANC is categorized as Large Cap Blend Equities, while UGA is Oil & Gas. They also come from different issuers: Subversive and Concierge Technologies. Their fees differ too: 0.72% for NANC and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.73 vs 1.49), 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 NANC and UGA

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