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UNG vs. BOIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UNG and BOIL is 0.96, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

UNG vs. BOIL - Performance Comparison

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

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.44%
-100.00%
UNG
BOIL

Key characteristics

Sharpe Ratio

UNG:

-0.44

BOIL:

-0.65

Sortino Ratio

UNG:

-0.30

BOIL:

-0.76

Omega Ratio

UNG:

0.97

BOIL:

0.92

Calmar Ratio

UNG:

-0.26

BOIL:

-0.65

Martin Ratio

UNG:

-0.61

BOIL:

-1.02

Ulcer Index

UNG:

41.74%

BOIL:

64.05%

Daily Std Dev

UNG:

58.77%

BOIL:

101.07%

Max Drawdown

UNG:

-99.85%

BOIL:

-100.00%

Current Drawdown

UNG:

-99.82%

BOIL:

-100.00%

Returns By Period

In the year-to-date period, UNG achieves a -28.30% return, which is significantly higher than BOIL's -66.10% return. Over the past 10 years, UNG has outperformed BOIL with an annualized return of -25.73%, while BOIL has yielded a comparatively lower -59.33% annualized return.


UNG

YTD

-28.30%

1M

5.75%

6M

-27.08%

1Y

-25.82%

5Y*

-27.33%

10Y*

-25.73%

BOIL

YTD

-66.10%

1M

11.62%

6M

-48.13%

1Y

-62.05%

5Y*

-65.01%

10Y*

-59.33%

Compare stocks, funds, or ETFs

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


UNG vs. BOIL - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is lower than BOIL's 1.31% expense ratio.


BOIL
ProShares Ultra Bloomberg Natural Gas
Expense ratio chart for BOIL: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for UNG: current value at 1.28% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.28%

Risk-Adjusted Performance

UNG vs. BOIL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and ProShares Ultra Bloomberg Natural Gas (BOIL). 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.


Sharpe ratio
The chart of Sharpe ratio for UNG, currently valued at -0.44, compared to the broader market0.002.004.00-0.44-0.65
The chart of Sortino ratio for UNG, currently valued at -0.30, compared to the broader market-2.000.002.004.006.008.0010.00-0.30-0.76
The chart of Omega ratio for UNG, currently valued at 0.97, compared to the broader market0.501.001.502.002.503.000.970.92
The chart of Calmar ratio for UNG, currently valued at -0.26, compared to the broader market0.005.0010.0015.00-0.26-0.65
The chart of Martin ratio for UNG, currently valued at -0.62, compared to the broader market0.0020.0040.0060.0080.00100.00-0.62-1.02
UNG
BOIL

The current UNG Sharpe Ratio is -0.44, which is higher than the BOIL Sharpe Ratio of -0.65. The chart below compares the historical Sharpe Ratios of UNG and BOIL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.80-0.60-0.40-0.20JulyAugustSeptemberOctoberNovemberDecember
-0.44
-0.65
UNG
BOIL

Dividends

UNG vs. BOIL - Dividend Comparison

Neither UNG nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNG vs. BOIL - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.85%, roughly equal to the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UNG and BOIL. For additional features, visit the drawdowns tool.


-100.00%-99.50%-99.00%-98.50%-98.00%-97.50%-97.00%-96.50%JulyAugustSeptemberOctoberNovemberDecember
-97.48%
-100.00%
UNG
BOIL

Volatility

UNG vs. BOIL - Volatility Comparison

The current volatility for United States Natural Gas Fund LP (UNG) is 18.41%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 34.73%. This indicates that UNG experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


10.00%15.00%20.00%25.00%30.00%35.00%40.00%45.00%JulyAugustSeptemberOctoberNovemberDecember
18.41%
34.73%
UNG
BOIL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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