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UNG vs. BKV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. BKV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and BKV Corp (BKV). 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 -1.14% return, which is significantly lower than BKV's -0.44% return.


UNG

1D
3.50%
1M
13.91%
YTD
-1.14%
6M
-22.61%
1Y
-28.33%
3Y*
-21.15%
5Y*
-22.57%
10Y*
-20.42%

BKV

1D
0.41%
1M
-15.95%
YTD
-0.44%
6M
-5.75%
1Y
22.86%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. BKV - Yearly Performance Comparison


2026 (YTD)20252024
UNG
United States Natural Gas Fund LP
-1.14%-27.07%8.66%
BKV
BKV Corp
-0.44%14.17%32.11%

Correlation

The correlation between UNG and BKV is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.30

Correlation (All Time)
Calculated using the full available price history since Sep 27, 2024

0.25

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Return for Risk

UNG vs. BKV — 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

BKV
BKV Risk / Return Rank: 5959
Overall Rank
BKV Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
BKV Sortino Ratio Rank: 5454
Sortino Ratio Rank
BKV Omega Ratio Rank: 5454
Omega Ratio Rank
BKV Calmar Ratio Rank: 6464
Calmar Ratio Rank
BKV Martin Ratio Rank: 6464
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. BKV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and BKV Corp (BKV). 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.


UNGBKVDifference
Sharpe ratioReturn per unit of total volatility

-1.00

Sortino ratioReturn per unit of downside risk

-1.32

Omega ratioGain probability vs. loss probability

0.96

1.13

-0.17

Calmar ratioReturn relative to maximum drawdown

-0.65

1.17

-1.81

Martin ratioReturn relative to average drawdown

-0.95

2.41

-3.37

UNG vs. BKV - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.47, which is lower than the BKV Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of UNG and BKV, 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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Sharpe Ratios by Period


UNGBKVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.47

0.53

-1.00

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.35

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

0.64

-1.20

Drawdowns

UNG vs. BKV - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than BKV's maximum drawdown of -39.98%. Use the drawdown chart below to compare losses from any high point for UNG and BKV.


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Drawdown Indicators


UNGBKVDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-39.98%

-59.90%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-19.71%

-24.15%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

Current Drawdown

Current decline from peak

-99.85%

-15.95%

-83.90%

Average Drawdown

Average peak-to-trough decline

-89.96%

-11.34%

-78.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.75%

9.50%

+20.25%

Volatility

UNG vs. BKV - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.99% compared to BKV Corp (BKV) at 11.33%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than BKV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGBKVDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.99%

11.33%

+1.66%

Volatility (6M)

Calculated over the trailing 6-month period

53.06%

27.00%

+26.06%

Volatility (1Y)

Calculated over the trailing 1-year period

60.59%

43.02%

+17.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

43.32%

+20.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.78%

43.32%

+11.46%

Dividends

UNG vs. BKV - Dividend Comparison

Neither UNG nor BKV has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNG and BKV have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (12.99%) compared to BKV (11.33%). In terms of maximum drawdown, UNG dropped -99.88% vs BKV's -39.98%.

BKV currently has the higher Sharpe Ratio (0.53 vs -0.47), 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

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