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UGA vs. FNGS
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. FNGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and MicroSectors FANG+ ETN (FNGS). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UGA achieves a 64.09% return, which is significantly higher than FNGS's 5.66% return.


UGA

1D
-1.12%
1M
-12.11%
YTD
64.09%
6M
60.42%
1Y
59.74%
3Y*
18.95%
5Y*
22.69%
10Y*
14.31%

FNGS

1D
-2.36%
1M
-3.57%
YTD
5.66%
6M
4.04%
1Y
17.25%
3Y*
29.30%
5Y*
18.21%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. FNGS - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
UGA
United States Gasoline Fund LP
64.09%-2.00%3.77%1.27%46.34%68.49%-24.88%5.17%
FNGS
MicroSectors FANG+ ETN
5.66%18.64%51.99%95.24%-40.32%16.96%101.99%10.10%

Correlation

The correlation between UGA and FNGS is -0.13, 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

-0.13

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

-0.01

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

0.05

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2019

0.11

The correlation between UGA and FNGS shifts across timeframes, from -0.13 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UGA vs. FNGS — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 5555
Overall Rank
UGA Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4848
Sortino Ratio Rank
UGA Omega Ratio Rank: 4949
Omega Ratio Rank
UGA Calmar Ratio Rank: 6767
Calmar Ratio Rank
UGA Martin Ratio Rank: 5656
Martin Ratio Rank

FNGS
FNGS Risk / Return Rank: 2121
Overall Rank
FNGS Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
FNGS Sortino Ratio Rank: 2222
Sortino Ratio Rank
FNGS Omega Ratio Rank: 2121
Omega Ratio Rank
FNGS Calmar Ratio Rank: 1818
Calmar Ratio Rank
FNGS Martin Ratio Rank: 1919
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.

UGA vs. FNGS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and MicroSectors FANG+ ETN (FNGS). 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.


UGAFNGSDifference
Sharpe ratioReturn per unit of total volatility

+0.96

Sortino ratioReturn per unit of downside risk

+1.07

Omega ratioGain probability vs. loss probability

1.30

1.15

+0.15

Calmar ratioReturn relative to maximum drawdown

3.17

0.76

+2.41

Martin ratioReturn relative to average drawdown

9.39

2.12

+7.27

UGA vs. FNGS - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 1.73, which is higher than the FNGS Sharpe Ratio of 0.77. The chart below compares the historical Sharpe Ratios of UGA and FNGS, 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

UGA vs. FNGS - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, which is greater than FNGS's maximum drawdown of -48.98%. Use the drawdown chart below to compare losses from any high point for UGA and FNGS.


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Drawdown Indicators


UGAFNGSDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-48.98%

-37.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-22.93%

+3.97%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-26.77%

+0.09%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-48.98%

+10.87%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

Current Drawdown

Current decline from peak

-18.05%

-10.58%

-7.47%

Average Drawdown

Average peak-to-trough decline

-36.69%

-10.84%

-25.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.43%

8.14%

-1.71%

Volatility

UGA vs. FNGS - Volatility Comparison

The current volatility for United States Gasoline Fund LP (UGA) is 9.24%, while MicroSectors FANG+ ETN (FNGS) has a volatility of 10.97%. This indicates that UGA experiences smaller price fluctuations and is considered to be less risky than FNGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGAFNGSDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.24%

10.97%

-1.73%

Volatility (6M)

Calculated over the trailing 6-month period

30.57%

18.01%

+12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

35.22%

22.63%

+12.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.45%

30.25%

+4.20%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.22%

31.24%

+5.98%

UGA vs. FNGS - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is higher than FNGS's 0.58% expense ratio.


Dividends

UGA vs. FNGS - Dividend Comparison

Neither UGA nor FNGS has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UGA and FNGS have a correlation of -0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FNGS has higher volatility (10.97%) compared to UGA (9.24%). In terms of maximum drawdown, UGA dropped -86.59% vs FNGS's -48.98%.

On 5-year performance, UGA leads with 22.69% vs 18.21% for FNGS. On fees, FNGS is cheaper at 0.58% per year. On volatility, UGA has been the lower-risk option at 9.24%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, UGA has performed better with a 22.69% return vs 18.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

FNGS is cheaper with a 0.58% expense ratio, compared with 0.75% for UGA.

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

UGA is categorized as Oil & Gas, while FNGS is Large Cap Growth Equities. UGA tracks Front Month Unleaded Gasoline, while FNGS tracks NYSE FANG+ Index. They also come from different issuers: Concierge Technologies and BMO. Their fees differ too: 0.75% for UGA and 0.58% for FNGS.

UGA currently has the higher Sharpe Ratio (1.73 vs 0.77), 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.

Portfolio Optimizer

Find the right allocation for UGA and FNGS

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