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RRC vs. UNG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RRC and UNG is 0.07, 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.


Performance

RRC vs. UNG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Range Resources Corporation (RRC) and United States Natural Gas Fund LP (UNG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

RRC:

0.10

UNG:

0.20

Sortino Ratio

RRC:

0.33

UNG:

0.85

Omega Ratio

RRC:

1.04

UNG:

1.09

Calmar Ratio

RRC:

0.03

UNG:

0.17

Martin Ratio

RRC:

0.15

UNG:

0.66

Ulcer Index

RRC:

14.77%

UNG:

26.49%

Daily Std Dev

RRC:

37.31%

UNG:

61.52%

Max Drawdown

RRC:

-97.86%

UNG:

-99.85%

Current Drawdown

RRC:

-57.07%

UNG:

-99.77%

Returns By Period

In the year-to-date period, RRC achieves a 5.48% return, which is significantly lower than UNG's 12.91% return. Over the past 10 years, RRC has outperformed UNG with an annualized return of -4.38%, while UNG has yielded a comparatively lower -22.19% annualized return.


RRC

YTD

5.48%

1M

17.40%

6M

15.15%

1Y

7.58%

5Y*

44.37%

10Y*

-4.38%

UNG

YTD

12.91%

1M

2.76%

6M

51.48%

1Y

14.89%

5Y*

-18.04%

10Y*

-22.19%

*Annualized

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Risk-Adjusted Performance

RRC vs. UNG — Risk-Adjusted Performance Rank

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

RRC
The Risk-Adjusted Performance Rank of RRC is 5151
Overall Rank
The Sharpe Ratio Rank of RRC is 5656
Sharpe Ratio Rank
The Sortino Ratio Rank of RRC is 4747
Sortino Ratio Rank
The Omega Ratio Rank of RRC is 4646
Omega Ratio Rank
The Calmar Ratio Rank of RRC is 5353
Calmar Ratio Rank
The Martin Ratio Rank of RRC is 5353
Martin Ratio Rank

UNG
The Risk-Adjusted Performance Rank of UNG is 4141
Overall Rank
The Sharpe Ratio Rank of UNG is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of UNG is 5959
Sortino Ratio Rank
The Omega Ratio Rank of UNG is 4848
Omega Ratio Rank
The Calmar Ratio Rank of UNG is 3333
Calmar Ratio Rank
The Martin Ratio Rank of UNG is 3333
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

RRC vs. UNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Range Resources Corporation (RRC) 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.


The current RRC Sharpe Ratio is 0.10, which is lower than the UNG Sharpe Ratio of 0.20. The chart below compares the historical Sharpe Ratios of RRC and UNG, 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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Dividends

RRC vs. UNG - Dividend Comparison

RRC's dividend yield for the trailing twelve months is around 0.87%, while UNG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
RRC
Range Resources Corporation
0.87%0.89%1.05%0.64%0.00%0.00%1.65%0.84%0.47%0.23%0.65%0.30%
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%0.00%0.00%

Drawdowns

RRC vs. UNG - Drawdown Comparison

The maximum RRC drawdown since its inception was -97.86%, roughly equal to the maximum UNG drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for RRC and UNG. For additional features, visit the drawdowns tool.


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Volatility

RRC vs. UNG - Volatility Comparison

The current volatility for Range Resources Corporation (RRC) is 12.12%, while United States Natural Gas Fund LP (UNG) has a volatility of 16.58%. This indicates that RRC 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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