SWN vs. UNG

Last updated Apr 1, 2026

Compare and contrast key facts about Southwestern Energy Company (SWN) and United States Natural Gas Fund LP (UNG).

UNG is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Natural Gas. It was launched on Apr 18, 2007.

Performance

SWN vs. UNG - Performance Comparison

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

SWN vs. UNG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SWN Southwestern Energy Company	0.00%	0.00%	8.55%	11.97%	25.54%	56.38%	23.14%	-29.03%	-38.89%	-48.43%
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

SWN

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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)

Return for Risk

SWN vs. UNG — Risk / Return Rank

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

UNG

UNG Risk / Return Rank: 2
UNG Sharpe Ratio Rank: 2
UNG Sortino Ratio Rank: 2
UNG Omega Ratio Rank: 2
UNG Calmar Ratio Rank: 1
UNG Martin Ratio Rank: 3

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.

SWN vs. UNG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	SWN	UNG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	-0.72	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	-0.33	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	-0.36	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	-0.57	—

Correlation

The correlation between SWN and UNG is 0.35, 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

SWN vs. UNG - Dividend Comparison

Neither SWN nor UNG has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

Drawdown Indicators

	SWN	UNG	Difference
Max Drawdown Largest peak-to-trough decline	—	-99.87%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-52.53%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-92.42%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-93.49%	—
Current Drawdown Current decline from peak	—	-99.86%	—
Average Drawdown Average peak-to-trough decline	—	-89.87%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	36.10%	—

Volatility

Volatility by Period

	SWN	UNG	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	14.68%	—
Volatility (6M) Calculated over the trailing 6-month period	—	54.10%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	63.87%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	63.90%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	54.87%	—