NGL vs. KRE
Compare and contrast key facts about NGL Energy Partners LP (NGL) and SPDR S&P Regional Banking ETF (KRE).
KRE is a passively managed fund by State Street that tracks the performance of the S&P Regional Banks Select Industry Index. It was launched on Jun 19, 2006.
Performance
NGL vs. KRE - Performance Comparison
Loading graphics...
NGL vs. KRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
NGL vs. KRE — Risk / Return Rank
NGL
KRE
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.
| NGL | KRE | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.77 | 0.63 | +2.14 |
Sortino ratioReturn per unit of downside risk | 3.19 | 1.00 | +2.19 |
Omega ratioGain probability vs. loss probability | 1.44 | 1.15 | +0.30 |
Calmar ratioReturn relative to maximum drawdown | 4.22 | 1.23 | +2.99 |
Martin ratioReturn relative to average drawdown | 11.83 | 3.07 | +8.76 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| NGL | KRE | Difference | |
|---|---|---|---|
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%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Loading graphics...
Drawdown Indicators
| NGL | KRE | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -37.23% | -11.00% | -26.23% |
Average DrawdownAverage peak-to-trough decline | -52.19% | -22.05% | -30.14% |
Ulcer IndexDepth 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.
Loading graphics...
Volatility by Period
| NGL | KRE | Difference | |
|---|---|---|---|
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% |