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NGAS.L vs. JPY=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

NGAS.L vs. JPY=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in WisdomTree Natural Gas ETF (NGAS.L) and USD/JPY (JPY=X). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

NGAS.L is traded in USD, while JPY=X is traded in JPY. To make them comparable, the JPY=X values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, NGAS.L achieves a -7.29% return, which is significantly lower than JPY=X's -0.09% return.


NGAS.L

1D
4.75%
1M
9.66%
YTD
-7.29%
6M
-25.83%
1Y
-34.14%
3Y*
-25.17%
5Y*
-24.98%
10Y*
-23.06%

JPY=X

1D
0.01%
1M
0.05%
YTD
-0.09%
6M
0.07%
1Y
0.02%
3Y*
0.01%
5Y*
0.01%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

NGAS.L vs. JPY=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGAS.L
WisdomTree Natural Gas ETF
-7.29%-24.72%-26.18%-65.28%20.27%25.42%-43.27%-40.74%2.93%-37.77%
JPY=X
USD/JPY
-0.09%0.04%0.14%-0.04%-0.02%0.05%-0.02%-0.12%0.11%0.07%

Correlation

The correlation between NGAS.L and JPY=X is 0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.05

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

0.05

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

0.00

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

-0.00

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

-0.01

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Return for Risk

NGAS.L vs. JPY=X — Risk / Return Rank

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

NGAS.L
NGAS.L Risk / Return Rank: 44
Overall Rank
NGAS.L Sharpe Ratio Rank: 44
Sharpe Ratio Rank
NGAS.L Sortino Ratio Rank: 44
Sortino Ratio Rank
NGAS.L Omega Ratio Rank: 44
Omega Ratio Rank
NGAS.L Calmar Ratio Rank: 33
Calmar Ratio Rank
NGAS.L Martin Ratio Rank: 44
Martin Ratio Rank

JPY=X
JPY=X Risk / Return Rank: 9292
Overall Rank
JPY=X Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
JPY=X Sortino Ratio Rank: 9292
Sortino Ratio Rank
JPY=X Omega Ratio Rank: 9191
Omega Ratio Rank
JPY=X Calmar Ratio Rank: 9494
Calmar Ratio Rank
JPY=X Martin Ratio Rank: 9494
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.

NGAS.L vs. JPY=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for WisdomTree Natural Gas ETF (NGAS.L) and USD/JPY (JPY=X). 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.


NGAS.LJPY=XDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

0.92

1.00

-0.08

Calmar ratioReturn relative to maximum drawdown

-0.71

0.03

-0.75

Martin ratioReturn relative to average drawdown

-1.02

0.05

-1.07

NGAS.L vs. JPY=X - Sharpe Ratio Comparison

The current NGAS.L Sharpe Ratio is -0.61, which is lower than the JPY=X Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of NGAS.L and JPY=X, 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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Sharpe Ratios by Period


NGAS.LJPY=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.61

0.01

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.42

0.01

-0.43

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.45

0.00

-0.46

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.59

0.02

-0.60

Drawdowns

NGAS.L vs. JPY=X - Drawdown Comparison

The maximum NGAS.L drawdown since its inception was -99.91%, which is greater than JPY=X's maximum drawdown of -3.46%. Use the drawdown chart below to compare losses from any high point for NGAS.L and JPY=X.


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Drawdown Indicators


NGAS.LJPY=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.91%

-3.46%

-96.45%

Max Drawdown (1Y)

Largest decline over 1 year

-47.73%

-0.55%

-47.18%

Max Drawdown (3Y)

Largest decline over 3 years

-70.31%

-1.14%

-69.17%

Max Drawdown (5Y)

Largest decline over 5 years

-93.13%

-1.14%

-91.99%

Max Drawdown (10Y)

Largest decline over 10 years

-94.91%

-1.19%

-93.72%

Current Drawdown

Current decline from peak

-99.90%

-2.36%

-97.54%

Average Drawdown

Average peak-to-trough decline

-89.09%

-2.08%

-87.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

33.35%

0.40%

+32.95%

Volatility

NGAS.L vs. JPY=X - Volatility Comparison

WisdomTree Natural Gas ETF (NGAS.L) has a higher volatility of 12.03% compared to USD/JPY (JPY=X) at 0.15%. This indicates that NGAS.L's price experiences larger fluctuations and is considered to be riskier than JPY=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGAS.LJPY=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.03%

0.15%

+11.88%

Volatility (6M)

Calculated over the trailing 6-month period

47.46%

0.80%

+46.66%

Volatility (1Y)

Calculated over the trailing 1-year period

55.58%

1.48%

+54.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.04%

1.20%

+57.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

50.66%

1.16%

+49.50%

Frequently Asked Questions


NGAS.L and JPY=X have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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