PortfoliosLab logo
UGA vs. FCG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UGA and FCG is 0.29, 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

UGA vs. FCG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and First Trust Natural Gas ETF (FCG). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

UGA:

-0.44

FCG:

-0.55

Sortino Ratio

UGA:

-0.44

FCG:

-0.56

Omega Ratio

UGA:

0.95

FCG:

0.92

Calmar Ratio

UGA:

-0.38

FCG:

-0.20

Martin Ratio

UGA:

-1.10

FCG:

-1.59

Ulcer Index

UGA:

10.68%

FCG:

10.77%

Daily Std Dev

UGA:

26.99%

FCG:

31.43%

Max Drawdown

UGA:

-86.59%

FCG:

-97.20%

Current Drawdown

UGA:

-25.53%

FCG:

-81.34%

Returns By Period

In the year-to-date period, UGA achieves a -5.35% return, which is significantly higher than FCG's -9.56% return. Over the past 10 years, UGA has outperformed FCG with an annualized return of 4.11%, while FCG has yielded a comparatively lower -6.63% annualized return.


UGA

YTD

-5.35%

1M

7.64%

6M

-4.22%

1Y

-10.18%

5Y*

31.83%

10Y*

4.11%

FCG

YTD

-9.56%

1M

11.77%

6M

-10.39%

1Y

-15.93%

5Y*

29.08%

10Y*

-6.63%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UGA vs. FCG - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is higher than FCG's 0.60% expense ratio.


Risk-Adjusted Performance

UGA vs. FCG — Risk-Adjusted Performance Rank

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

UGA
The Risk-Adjusted Performance Rank of UGA is 66
Overall Rank
The Sharpe Ratio Rank of UGA is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of UGA is 66
Sortino Ratio Rank
The Omega Ratio Rank of UGA is 77
Omega Ratio Rank
The Calmar Ratio Rank of UGA is 44
Calmar Ratio Rank
The Martin Ratio Rank of UGA is 44
Martin Ratio Rank

FCG
The Risk-Adjusted Performance Rank of FCG is 55
Overall Rank
The Sharpe Ratio Rank of FCG is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of FCG is 55
Sortino Ratio Rank
The Omega Ratio Rank of FCG is 44
Omega Ratio Rank
The Calmar Ratio Rank of FCG is 99
Calmar Ratio Rank
The Martin Ratio Rank of FCG is 11
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.

UGA vs. FCG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and First Trust Natural Gas ETF (FCG). 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 UGA Sharpe Ratio is -0.44, which is comparable to the FCG Sharpe Ratio of -0.55. The chart below compares the historical Sharpe Ratios of UGA and FCG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Dividends

UGA vs. FCG - Dividend Comparison

UGA has not paid dividends to shareholders, while FCG's dividend yield for the trailing twelve months is around 3.62%.


TTM20242023202220212020201920182017201620152014
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%0.00%0.00%
FCG
First Trust Natural Gas ETF
3.62%2.76%3.25%3.04%1.73%3.83%2.88%1.46%1.56%1.69%4.82%1.34%

Drawdowns

UGA vs. FCG - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, smaller than the maximum FCG drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for UGA and FCG. For additional features, visit the drawdowns tool.


Loading data...

Volatility

UGA vs. FCG - Volatility Comparison

The current volatility for United States Gasoline Fund LP (UGA) is 7.48%, while First Trust Natural Gas ETF (FCG) has a volatility of 11.92%. This indicates that UGA experiences smaller price fluctuations and is considered to be less risky than FCG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading data...