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NGL vs. KRE
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

NGL vs. KRE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NGL Energy Partners LP (NGL) and SPDR S&P Regional Banking ETF (KRE). The values are adjusted to include any dividend payments, if applicable.

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NGL vs. KRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
NGL
NGL Energy Partners LP
23.30%100.40%-10.41%360.33%-33.52%-24.17%-75.27%34.05%-22.35%-20.22%
KRE
SPDR S&P Regional Banking ETF
1.11%10.21%18.58%-7.61%-15.08%39.29%-7.43%27.44%-18.81%7.49%

Returns By Period

In the year-to-date period, NGL achieves a 23.30% return, which is significantly higher than KRE's 1.11% return. Over the past 10 years, NGL has outperformed KRE with an annualized return of 12.67%, while KRE has yielded a comparatively lower 8.29% annualized return.


NGL

1D
3.44%
1M
2.75%
YTD
23.30%
6M
105.50%
1Y
171.59%
3Y*
62.00%
5Y*
41.42%
10Y*
12.67%

KRE

1D
2.42%
1M
-1.86%
YTD
1.11%
6M
4.17%
1Y
17.51%
3Y*
17.48%
5Y*
2.24%
10Y*
8.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

NGL vs. KRE — Risk / Return Rank

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

NGL
NGL Risk / Return Rank: 9393
Overall Rank
NGL Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
NGL Sortino Ratio Rank: 9393
Sortino Ratio Rank
NGL Omega Ratio Rank: 9393
Omega Ratio Rank
NGL Calmar Ratio Rank: 9292
Calmar Ratio Rank
NGL Martin Ratio Rank: 9191
Martin Ratio Rank

KRE
KRE Risk / Return Rank: 4040
Overall Rank
KRE Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
KRE Sortino Ratio Rank: 3737
Sortino Ratio Rank
KRE Omega Ratio Rank: 3939
Omega Ratio Rank
KRE Calmar Ratio Rank: 5252
Calmar Ratio Rank
KRE Martin Ratio Rank: 3636
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.

NGL vs. KRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for NGL Energy Partners LP (NGL) and SPDR S&P Regional Banking ETF (KRE). 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.


NGLKREDifference

Sharpe ratio

Return per unit of total volatility

2.77

0.63

+2.14

Sortino ratio

Return per unit of downside risk

3.19

1.00

+2.19

Omega ratio

Gain probability vs. loss probability

1.44

1.15

+0.30

Calmar ratio

Return relative to maximum drawdown

4.22

1.23

+2.99

Martin ratio

Return relative to average drawdown

11.83

3.07

+8.76

NGL vs. KRE - Sharpe Ratio Comparison

The current NGL Sharpe Ratio is 2.77, which is higher than the KRE Sharpe Ratio of 0.63. The chart below compares the historical Sharpe Ratios of NGL and KRE, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


NGLKREDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.77

0.63

+2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.70

0.07

+0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.18

0.26

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

0.05

0.12

-0.07

Correlation

The correlation between NGL and KRE is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

NGL vs. KRE - Dividend Comparison

NGL has not paid dividends to shareholders, while KRE's dividend yield for the trailing twelve months is around 2.42%.


TTM20252024202320222021202020192018201720162015
NGL
NGL Energy Partners LP
0.00%0.00%0.00%0.00%0.00%0.00%37.08%13.76%16.27%16.23%8.62%22.78%
KRE
SPDR S&P Regional Banking ETF
2.42%2.45%2.59%2.99%2.51%1.97%2.78%2.21%2.48%1.40%1.40%1.80%

Drawdowns

NGL vs. KRE - Drawdown Comparison

The maximum NGL drawdown since its inception was -94.71%, which is greater than KRE's maximum drawdown of -68.54%. Use the drawdown chart below to compare losses from any high point for NGL and KRE.


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Drawdown Indicators


NGLKREDifference

Max Drawdown

Largest peak-to-trough decline

-94.71%

-68.54%

-26.17%

Max Drawdown (1Y)

Largest decline over 1 year

-39.91%

-14.95%

-24.96%

Max Drawdown (5Y)

Largest decline over 5 years

-66.77%

-52.69%

-14.08%

Max Drawdown (10Y)

Largest decline over 10 years

-92.74%

-54.92%

-37.82%

Current Drawdown

Current decline from peak

-37.23%

-11.00%

-26.23%

Average Drawdown

Average peak-to-trough decline

-52.19%

-22.05%

-30.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.25%

6.00%

+8.25%

Volatility

NGL vs. KRE - Volatility Comparison

NGL Energy Partners LP (NGL) has a higher volatility of 14.93% compared to SPDR S&P Regional Banking ETF (KRE) at 5.28%. This indicates that NGL's price experiences larger fluctuations and is considered to be riskier than KRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


NGLKREDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.93%

5.28%

+9.65%

Volatility (6M)

Calculated over the trailing 6-month period

39.22%

17.94%

+21.28%

Volatility (1Y)

Calculated over the trailing 1-year period

62.44%

28.13%

+34.31%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

59.46%

30.07%

+29.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

70.20%

31.96%

+38.24%