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PNQI vs. UGA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PNQI vs. UGA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco NASDAQ Internet ETF (PNQI) 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, PNQI achieves a -16.35% return, which is significantly lower than UGA's 59.54% return. Over the past 10 years, PNQI has underperformed UGA with an annualized return of 11.68%, while UGA has yielded a comparatively higher 13.99% annualized return.


PNQI

1D
0.79%
1M
-6.33%
YTD
-16.35%
6M
-17.13%
1Y
-11.61%
3Y*
13.46%
5Y*
-2.51%
10Y*
11.68%

UGA

1D
-2.77%
1M
-14.54%
YTD
59.54%
6M
55.91%
1Y
62.68%
3Y*
17.85%
5Y*
22.22%
10Y*
13.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PNQI vs. UGA - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PNQI
Invesco NASDAQ Internet ETF
-16.35%15.56%29.44%60.69%-47.92%-5.57%61.36%28.76%-5.08%40.05%
UGA
United States Gasoline Fund LP
59.54%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%

Correlation

The correlation between PNQI and UGA is -0.17, 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

-0.17

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

-0.04

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

0.05

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

0.13

Correlation (All Time)
Calculated using the full available price history since Jun 13, 2008

0.19

The correlation between PNQI and UGA shifts across timeframes, from -0.17 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PNQI vs. UGA — Risk / Return Rank

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

PNQI
PNQI Risk / Return Rank: 44
Overall Rank
PNQI Sharpe Ratio Rank: 44
Sharpe Ratio Rank
PNQI Sortino Ratio Rank: 44
Sortino Ratio Rank
PNQI Omega Ratio Rank: 44
Omega Ratio Rank
PNQI Calmar Ratio Rank: 55
Calmar Ratio Rank
PNQI Martin Ratio Rank: 55
Martin Ratio Rank

UGA
UGA Risk / Return Rank: 6060
Overall Rank
UGA Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5454
Sortino Ratio Rank
UGA Omega Ratio Rank: 5555
Omega Ratio Rank
UGA Calmar Ratio Rank: 6969
Calmar Ratio Rank
UGA Martin Ratio Rank: 6060
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.

PNQI vs. UGA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco NASDAQ Internet ETF (PNQI) 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.


PNQIUGADifference
Sharpe ratioReturn per unit of total volatility

-2.45

Sortino ratioReturn per unit of downside risk

-3.10

Omega ratioGain probability vs. loss probability

0.91

1.31

-0.40

Calmar ratioReturn relative to maximum drawdown

-0.47

3.10

-3.57

Martin ratioReturn relative to average drawdown

-1.01

9.66

-10.68

PNQI vs. UGA - Sharpe Ratio Comparison

The current PNQI Sharpe Ratio is -0.62, which is lower than the UGA Sharpe Ratio of 1.83. The chart below compares the historical Sharpe Ratios of PNQI 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

PNQI vs. UGA - Drawdown Comparison

The maximum PNQI drawdown since its inception was -59.70%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for PNQI and UGA.


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Drawdown Indicators


PNQIUGADifference

Max Drawdown

Largest peak-to-trough decline

-59.70%

-86.59%

+26.89%

Max Drawdown (1Y)

Largest decline over 1 year

-24.85%

-20.32%

-4.53%

Max Drawdown (3Y)

Largest decline over 3 years

-24.85%

-26.68%

+1.83%

Max Drawdown (5Y)

Largest decline over 5 years

-59.56%

-38.11%

-21.45%

Max Drawdown (10Y)

Largest decline over 10 years

-59.70%

-75.89%

+16.19%

Current Drawdown

Current decline from peak

-20.94%

-20.32%

-0.62%

Average Drawdown

Average peak-to-trough decline

-12.98%

-36.69%

+23.71%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.46%

6.51%

+4.95%

Volatility

PNQI vs. UGA - Volatility Comparison

The current volatility for Invesco NASDAQ Internet ETF (PNQI) is 7.10%, while United States Gasoline Fund LP (UGA) has a volatility of 9.45%. This indicates that PNQI 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


PNQIUGADifference

Volatility (1M)

Calculated over the trailing 1-month period

7.10%

9.45%

-2.35%

Volatility (6M)

Calculated over the trailing 6-month period

14.91%

30.74%

-15.83%

Volatility (1Y)

Calculated over the trailing 1-year period

18.80%

34.84%

-16.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.90%

34.47%

-7.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.31%

37.22%

-11.91%

PNQI vs. UGA - Expense Ratio Comparison

PNQI has a 0.62% expense ratio, which is lower than UGA's 0.75% expense ratio.


Dividends

PNQI vs. UGA - Dividend Comparison

Neither PNQI nor UGA has paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
PNQI
Invesco NASDAQ Internet ETF
0.00%0.02%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.02%
UGA
United States Gasoline 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


PNQI and UGA have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.45%) compared to PNQI (7.10%). In terms of maximum drawdown, PNQI dropped -59.70% vs UGA's -86.59%.

On 10-year performance, UGA leads with 13.99% vs 11.68% for PNQI. On fees, PNQI is cheaper at 0.62% per year. On volatility, PNQI has been the lower-risk option at 7.10%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 13.99% return vs 11.68%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

PNQI is cheaper with a 0.62% expense ratio, compared with 0.75% for UGA.

PNQI and UGA have nearly identical dividend yields, around 0.00%.

PNQI is categorized as Large Cap Growth Equities, while UGA is Oil & Gas. PNQI tracks NASDAQ Internet Index, while UGA tracks Front Month Unleaded Gasoline. They also come from different issuers: Invesco and Concierge Technologies. Their fees differ too: 0.62% for PNQI and 0.75% for UGA.

UGA currently has the higher Sharpe Ratio (1.82 vs -0.62), 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.

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