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RRC vs. UNG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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RRC vs. UNG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RRC
Range Resources Corporation
28.43%-1.05%19.35%23.05%41.10%166.12%38.14%-48.60%-43.60%-50.15%
UNG
United States Natural Gas Fund LP
-4.32%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%

Returns By Period

In the year-to-date period, RRC achieves a 28.43% return, which is significantly higher than UNG's -4.32% return. Over the past 10 years, RRC has outperformed UNG with an annualized return of 4.02%, while UNG has yielded a comparatively lower -19.74% annualized return.


RRC

1D
-2.23%
1M
9.70%
YTD
28.43%
6M
20.61%
1Y
14.24%
3Y*
20.70%
5Y*
33.53%
10Y*
4.02%

UNG

1D
0.43%
1M
1.82%
YTD
-4.32%
6M
-10.25%
1Y
-45.72%
3Y*
-24.96%
5Y*
-21.28%
10Y*
-19.74%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RRC vs. UNG — Risk / Return Rank

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

RRC
RRC Risk / Return Rank: 5353
Overall Rank
RRC Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
RRC Sortino Ratio Rank: 4949
Sortino Ratio Rank
RRC Omega Ratio Rank: 4949
Omega Ratio Rank
RRC Calmar Ratio Rank: 5858
Calmar Ratio Rank
RRC Martin Ratio Rank: 5454
Martin Ratio Rank

UNG
UNG Risk / Return Rank: 22
Overall Rank
UNG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 22
Sortino Ratio Rank
UNG Omega Ratio Rank: 22
Omega Ratio Rank
UNG Calmar Ratio Rank: 11
Calmar Ratio Rank
UNG Martin Ratio Rank: 33
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.

RRC vs. UNG - Risk-Adjusted Trends 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.


RRCUNGDifference

Sharpe ratio

Return per unit of total volatility

0.39

-0.72

+1.11

Sortino ratio

Return per unit of downside risk

0.73

-0.86

+1.59

Omega ratio

Gain probability vs. loss probability

1.10

0.89

+0.20

Calmar ratio

Return relative to maximum drawdown

0.68

-0.86

+1.53

Martin ratio

Return relative to average drawdown

1.16

-1.25

+2.41

RRC vs. UNG - Sharpe Ratio Comparison

The current RRC Sharpe Ratio is 0.39, which is higher than the UNG Sharpe Ratio of -0.72. 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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Sharpe Ratios by Period


RRCUNGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

-0.72

+1.11

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.72

-0.33

+1.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.07

-0.36

+0.43

Sharpe Ratio (All Time)

Calculated using the full available price history

0.17

-0.57

+0.74

Correlation

The correlation between RRC and UNG is 0.37, 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

RRC vs. UNG - Dividend Comparison

RRC's dividend yield for the trailing twelve months is around 0.82%, while UNG has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
RRC
Range Resources Corporation
0.82%1.02%0.89%1.05%0.64%0.00%0.00%1.65%0.84%0.47%0.23%0.65%
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 -99.87%. Use the drawdown chart below to compare losses from any high point for RRC and UNG.


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Drawdown Indicators


RRCUNGDifference

Max Drawdown

Largest peak-to-trough decline

-97.86%

-99.87%

+2.01%

Max Drawdown (1Y)

Largest decline over 1 year

-24.15%

-52.53%

+28.38%

Max Drawdown (5Y)

Largest decline over 5 years

-37.66%

-92.42%

+54.76%

Max Drawdown (10Y)

Largest decline over 10 years

-95.72%

-93.49%

-2.23%

Current Drawdown

Current decline from peak

-48.28%

-99.86%

+51.58%

Average Drawdown

Average peak-to-trough decline

-46.57%

-89.87%

+43.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.09%

36.10%

-22.01%

Volatility

RRC vs. UNG - Volatility Comparison

The current volatility for Range Resources Corporation (RRC) is 8.58%, while United States Natural Gas Fund LP (UNG) has a volatility of 14.68%. 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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Volatility by Period


RRCUNGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.58%

14.68%

-6.10%

Volatility (6M)

Calculated over the trailing 6-month period

25.20%

54.10%

-28.90%

Volatility (1Y)

Calculated over the trailing 1-year period

37.01%

63.87%

-26.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.94%

63.90%

-16.96%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

56.88%

54.87%

+2.01%