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OILK vs. UNG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILK vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil Strategy ETF (OILK) 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, OILK achieves a 64.22% return, which is significantly higher than UNG's -4.49% return.


OILK

1D
1.40%
1M
-1.65%
YTD
64.22%
6M
60.70%
1Y
58.99%
3Y*
19.03%
5Y*
17.73%
10Y*

UNG

1D
2.09%
1M
6.94%
YTD
-4.49%
6M
-24.31%
1Y
-30.96%
3Y*
-21.19%
5Y*
-23.11%
10Y*
-20.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILK vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
64.22%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
UNG
United States Natural Gas Fund LP
-4.49%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Correlation

The correlation between OILK and UNG is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.13

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

0.14

Correlation (All Time)
Calculated using the full available price history since Sep 29, 2016

0.13

The correlation between OILK and UNG shifts across timeframes, from 0.13 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

OILK vs. UNG — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 44
Overall Rank
UNG Sharpe Ratio Rank: 44
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
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.

OILK vs. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil Strategy ETF (OILK) 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.


OILKUNGDifference

Sharpe ratio

Return per unit of total volatility

2.06

-0.51

+2.58

Sortino ratio

Return per unit of downside risk

2.59

-0.42

+3.01

Omega ratio

Gain probability vs. loss probability

1.34

0.95

+0.39

Calmar ratio

Return relative to maximum drawdown

3.42

-0.71

+4.12

Martin ratio

Return relative to average drawdown

6.91

-1.04

+7.96

OILK vs. UNG - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 2.06, which is higher than the UNG Sharpe Ratio of -0.51. The chart below compares the historical Sharpe Ratios of OILK 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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Sharpe Ratios by Period


OILKUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.06

-0.51

+2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

-0.36

+0.95

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.57

+0.69

Drawdowns

OILK vs. UNG - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, smaller than the maximum UNG drawdown of -99.88%. Use the drawdown chart below to compare losses from any high point for OILK and UNG.


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Drawdown Indicators


OILKUNGDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-99.88%

+16.12%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-43.86%

+26.51%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-68.16%

+44.74%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-92.49%

+57.80%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

Current Drawdown

Current decline from peak

-3.66%

-99.86%

+96.20%

Average Drawdown

Average peak-to-trough decline

-32.61%

-89.96%

+57.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.56%

29.68%

-21.12%

Volatility

OILK vs. UNG - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 10.44%, while United States Natural Gas Fund LP (UNG) has a volatility of 13.09%. This indicates that OILK 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


OILKUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.44%

13.09%

-2.65%

Volatility (6M)

Calculated over the trailing 6-month period

23.26%

52.96%

-29.70%

Volatility (1Y)

Calculated over the trailing 1-year period

28.75%

60.48%

-31.73%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.12%

64.10%

-33.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.97%

54.78%

-18.81%

OILK vs. UNG - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than UNG's 1.28% expense ratio.


Dividends

OILK vs. UNG - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 8.18%, while UNG has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
8.18%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
UNG
United States Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


OILK and UNG have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (13.09%) compared to OILK (10.44%). In terms of maximum drawdown, OILK dropped -83.76% vs UNG's -99.88%.

On 5-year performance, OILK leads with 17.73% vs -23.11% for UNG. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 10.44%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 17.73% return vs -23.11%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 1.28% for UNG.

OILK has the higher dividend yield at 8.18%, compared with 0.00% for UNG.

OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index, while UNG tracks Front Month Natural Gas. They also come from different issuers: ProShares and Concierge Technologies. Their fees differ too: 0.68% for OILK and 1.28% for UNG.

OILK currently has the higher Sharpe Ratio (2.06 vs -0.51), 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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