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

Performance

UNG vs. JPYUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and JPY/USD (JPYUSD=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 JPYUSD=X's -2.23% return. Over the past 10 years, UNG has underperformed JPYUSD=X with an annualized return of -21.38%, while JPYUSD=X has yielded a comparatively higher -4.05% 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%

JPYUSD=X

1D
-0.18%
1M
-1.52%
YTD
-2.23%
6M
-2.74%
1Y
-10.40%
3Y*
-4.35%
5Y*
-7.30%
10Y*
-4.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. JPYUSD=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%
JPYUSD=X
JPY/USD
-2.23%0.33%-10.26%-7.04%-12.23%-10.24%5.18%0.86%2.82%3.91%

Correlation

The correlation between UNG and JPYUSD=X is -0.11, 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

-0.11

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

-0.04

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

-0.04

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

-0.05

Correlation (All Time)
Calculated using the full available price history since Jul 11, 2007

-0.04

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Return for Risk

UNG vs. JPYUSD=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

JPYUSD=X
JPYUSD=X Risk / Return Rank: 66
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 77
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 77
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 88
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 22
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 77
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. JPYUSD=X - Risk-Adjusted Trends Comparison

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


UNGJPYUSD=XDifference
Sharpe ratioReturn per unit of total volatility

+0.64

Sortino ratioReturn per unit of downside risk

+1.30

Omega ratioGain probability vs. loss probability

0.95

0.82

+0.14

Calmar ratioReturn relative to maximum drawdown

-0.67

-0.79

+0.12

Martin ratioReturn relative to average drawdown

-0.97

-1.16

+0.19

UNG vs. JPYUSD=X - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is higher than the JPYUSD=X Sharpe Ratio of -1.13. The chart below compares the historical Sharpe Ratios of UNG and JPYUSD=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. JPYUSD=X - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than JPYUSD=X's maximum drawdown of -52.96%. Use the drawdown chart below to compare losses from any high point for UNG and JPYUSD=X.


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Drawdown Indicators


UNGJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-52.96%

-46.92%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-10.68%

-33.18%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-14.63%

-53.53%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-32.59%

-59.90%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-38.21%

-55.34%

Current Drawdown

Current decline from peak

-99.86%

-52.52%

-47.34%

Average Drawdown

Average peak-to-trough decline

-89.96%

-26.91%

-63.05%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

6.15%

+24.13%

Volatility

UNG vs. JPYUSD=X - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.64% compared to JPY/USD (JPYUSD=X) at 0.69%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than JPYUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

0.69%

+11.95%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

5.49%

+46.52%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

7.51%

+53.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

9.56%

+54.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

8.89%

+45.88%

Frequently Asked Questions


UNG and JPYUSD=X have a correlation of -0.11, 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 JPYUSD=X (0.69%). In terms of maximum drawdown, UNG dropped -99.88% vs JPYUSD=X's -52.96%.

UNG currently has the higher Sharpe Ratio (-0.49 vs -1.13), 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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