PortfoliosLab logoPortfoliosLab logo
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.

Loading charts...

Returns By Period

In the year-to-date period, UNG achieves a -16.07% return, which is significantly lower than JPYUSD=X's -3.56% return. Over the past 10 years, UNG has underperformed JPYUSD=X with an annualized return of -22.45%, while JPYUSD=X has yielded a comparatively higher -4.16% annualized return.


UNG

1D
-2.09%
1M
-12.35%
6M
-0.39%
YTD
-16.07%
1Y
-35.08%
3Y*
-29.27%
5Y*
-28.40%
10Y*
-22.45%
ALL TIME*
-28.43%

JPYUSD=X

1D
-0.08%
1M
-0.70%
6M
-2.66%
YTD
-3.56%
1Y
-8.63%
3Y*
-4.43%
5Y*
-7.45%
10Y*
-4.16%
ALL TIME*
-1.72%
*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
-16.07%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
JPYUSD=X
JPY/USD
-3.56%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 -0.09, 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

-0.09

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 Aug 24, 2007

-0.04

Compare stocks, funds, or ETFs

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


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: 44
Overall Rank
UNG Sharpe Ratio Rank: 55
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 55
Sortino Ratio Rank
UNG Omega Ratio Rank: 55
Omega Ratio Rank
UNG Calmar Ratio Rank: 22
Calmar Ratio Rank
UNG Martin Ratio Rank: 11
Martin Ratio Rank

JPYUSD=X
JPYUSD=X Risk / Return Rank: 1212
Overall Rank
JPYUSD=X Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
JPYUSD=X Sortino Ratio Rank: 1111
Sortino Ratio Rank
JPYUSD=X Omega Ratio Rank: 1010
Omega Ratio Rank
JPYUSD=X Calmar Ratio Rank: 1212
Calmar Ratio Rank
JPYUSD=X Martin Ratio Rank: 1515
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

+0.37

Sortino ratioReturn per unit of downside risk

+0.86

Omega ratioGain probability vs. loss probability

0.93

0.84

+0.09

Calmar ratioReturn relative to maximum drawdown

-0.88

-0.71

-0.17

Martin ratioReturn relative to average drawdown

-1.42

-1.11

-0.31

UNG vs. JPYUSD=X - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.59, which is higher than the JPYUSD=X Sharpe Ratio of -0.96. 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.


Loading charts...

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 -53.20%. Use the drawdown chart below to compare losses from any high point for UNG and JPYUSD=X.


Loading charts...

Drawdown Indicators


UNGJPYUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-53.20%

-46.68%

Max Drawdown (1Y)

Largest decline over 1 year

-39.94%

-9.90%

-30.04%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-14.17%

-53.99%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-32.94%

-59.55%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-38.53%

-55.02%

Current Drawdown

Current decline from peak

-99.87%

-53.17%

-46.70%

Average Drawdown

Average peak-to-trough decline

-90.01%

-27.24%

-62.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.99%

6.64%

+19.35%

Volatility

UNG vs. JPYUSD=X - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 10.17% compared to JPY/USD (JPYUSD=X) at 1.24%. 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.


Loading charts...

Volatility by Period


UNGJPYUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.17%

1.24%

+8.93%

Volatility (6M)

Calculated over the trailing 6-month period

47.34%

4.40%

+42.94%

Volatility (1Y)

Calculated over the trailing 1-year period

59.71%

7.27%

+52.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.17%

9.53%

+54.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.76%

8.68%

+46.08%

Frequently Asked Questions


UNG and JPYUSD=X have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (10.17%) compared to JPYUSD=X (1.24%). In terms of maximum drawdown, UNG dropped -99.88% vs JPYUSD=X's -53.20%.

UNG currently has the higher Sharpe Ratio (-0.59 vs -0.96), 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 UNG and JPYUSD=X

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer