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UNG vs. AUDUSD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

UNG vs. AUDUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and AUD/USD (AUDUSD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNG achieves a -7.42% return, which is significantly lower than AUDUSD=X's 5.54% return. Over the past 10 years, UNG has underperformed AUDUSD=X with an annualized return of -21.38%, while AUDUSD=X has yielded a comparatively higher -0.44% annualized return.


UNG

1D
1.70%
1M
3.37%
YTD
-7.42%
6M
-10.84%
1Y
-29.37%
3Y*
-23.83%
5Y*
-24.47%
10Y*
-21.38%

AUDUSD=X

1D
-0.08%
1M
-2.95%
YTD
5.54%
6M
5.93%
1Y
7.81%
3Y*
1.34%
5Y*
-1.78%
10Y*
-0.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. AUDUSD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-7.42%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
AUDUSD=X
AUD/USD
5.54%7.81%-9.12%-0.06%-6.27%-5.58%9.75%-0.37%-9.73%8.36%

Correlation

The correlation between UNG and AUDUSD=X is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.06

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

0.02

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

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 10, 2007

0.07

The correlation between UNG and AUDUSD=X shifts across timeframes, from -0.06 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNG vs. AUDUSD=X — Risk / Return Rank

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

UNG
UNG Risk / Return Rank: 55
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 66
Sortino Ratio Rank
UNG Omega Ratio Rank: 66
Omega Ratio Rank
UNG Calmar Ratio Rank: 44
Calmar Ratio Rank
UNG Martin Ratio Rank: 55
Martin Ratio Rank

AUDUSD=X
AUDUSD=X Risk / Return Rank: 8181
Overall Rank
AUDUSD=X Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
AUDUSD=X Sortino Ratio Rank: 7979
Sortino Ratio Rank
AUDUSD=X Omega Ratio Rank: 7878
Omega Ratio Rank
AUDUSD=X Calmar Ratio Rank: 8484
Calmar Ratio Rank
AUDUSD=X Martin Ratio Rank: 8484
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.

UNG vs. AUDUSD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and AUD/USD (AUDUSD=X). 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.


UNGAUDUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-1.30

Sortino ratioReturn per unit of downside risk

-1.56

Omega ratioGain probability vs. loss probability

0.95

1.14

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.67

1.49

-2.16

Martin ratioReturn relative to average drawdown

-0.97

3.83

-4.81

UNG vs. AUDUSD=X - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is lower than the AUDUSD=X Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of UNG and AUDUSD=X, 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

UNG vs. AUDUSD=X - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than AUDUSD=X's maximum drawdown of -47.87%. Use the drawdown chart below to compare losses from any high point for UNG and AUDUSD=X.


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Drawdown Indicators


UNGAUDUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-47.87%

-52.01%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-4.20%

-39.66%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-13.83%

-54.33%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-22.74%

-69.75%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-29.18%

-64.37%

Current Drawdown

Current decline from peak

-99.86%

-36.06%

-63.80%

Average Drawdown

Average peak-to-trough decline

-89.96%

-25.87%

-64.09%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

1.69%

+28.59%

Volatility

UNG vs. AUDUSD=X - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.64% compared to AUD/USD (AUDUSD=X) at 2.13%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than AUDUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGAUDUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

2.13%

+10.51%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

6.65%

+45.36%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

7.64%

+52.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

10.08%

+54.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

9.66%

+45.11%

Frequently Asked Questions


UNG and AUDUSD=X have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (12.64%) compared to AUDUSD=X (2.13%). In terms of maximum drawdown, UNG dropped -99.88% vs AUDUSD=X's -47.87%.

AUDUSD=X currently has the higher Sharpe Ratio (0.82 vs -0.49), 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.

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