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UNG vs. KOLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNG vs. KOLD - Performance Comparison

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

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UNG vs. KOLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-4.32%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-38.45%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%

Returns By Period

In the year-to-date period, UNG achieves a -4.32% return, which is significantly higher than KOLD's -38.45% return. Over the past 10 years, UNG has outperformed KOLD with an annualized return of -19.74%, while KOLD has yielded a comparatively lower -29.03% annualized return.


UNG

1D
0.43%
1M
1.82%
YTD
-4.32%
6M
-10.25%
1Y
-45.72%
3Y*
-24.96%
5Y*
-21.28%
10Y*
-19.74%

KOLD

1D
-0.73%
1M
-7.42%
YTD
-38.45%
6M
-37.60%
1Y
10.94%
3Y*
-15.68%
5Y*
-43.73%
10Y*
-29.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UNG vs. KOLD - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is higher than KOLD's 0.95% expense ratio.


Return for Risk

UNG vs. KOLD — Risk / Return Rank

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

UNG
UNG Risk / Return Rank: 22
Overall Rank
UNG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 22
Sortino Ratio Rank
UNG Omega Ratio Rank: 22
Omega Ratio Rank
UNG Calmar Ratio Rank: 11
Calmar Ratio Rank
UNG Martin Ratio Rank: 33
Martin Ratio Rank

KOLD
KOLD Risk / Return Rank: 2323
Overall Rank
KOLD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 3838
Sortino Ratio Rank
KOLD Omega Ratio Rank: 3434
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1515
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1414
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. KOLD - Risk-Adjusted Trends Comparison

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


UNGKOLDDifference

Sharpe ratio

Return per unit of total volatility

-0.72

0.09

-0.81

Sortino ratio

Return per unit of downside risk

-0.86

1.02

-1.88

Omega ratio

Gain probability vs. loss probability

0.89

1.13

-0.24

Calmar ratio

Return relative to maximum drawdown

-0.86

0.11

-0.97

Martin ratio

Return relative to average drawdown

-1.25

0.27

-1.51

UNG vs. KOLD - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.72, which is lower than the KOLD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of UNG and KOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNGKOLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

0.09

-0.81

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

-0.37

+0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

-0.29

-0.08

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

-0.15

-0.43

Correlation

The correlation between UNG and KOLD is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UNG vs. KOLD - Dividend Comparison

Neither UNG nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNG vs. KOLD - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.87%, roughly equal to the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for UNG and KOLD.


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Drawdown Indicators


UNGKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-99.87%

-99.45%

-0.42%

Max Drawdown (1Y)

Largest decline over 1 year

-52.53%

-72.50%

+19.97%

Max Drawdown (5Y)

Largest decline over 5 years

-92.42%

-98.91%

+6.49%

Max Drawdown (10Y)

Largest decline over 10 years

-93.49%

-99.45%

+5.96%

Current Drawdown

Current decline from peak

-99.86%

-97.48%

-2.38%

Average Drawdown

Average peak-to-trough decline

-89.87%

-69.15%

-20.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.10%

31.16%

+4.94%

Volatility

UNG vs. KOLD - Volatility Comparison

The current volatility for United States Natural Gas Fund LP (UNG) is 14.68%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 29.18%. This indicates that UNG experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

14.68%

29.18%

-14.50%

Volatility (6M)

Calculated over the trailing 6-month period

54.10%

101.24%

-47.14%

Volatility (1Y)

Calculated over the trailing 1-year period

63.87%

120.63%

-56.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.90%

118.49%

-54.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.87%

101.91%

-47.04%