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

Correlation

The correlation between UNG and LNG is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

Performance

UNG vs. LNG - Performance Comparison

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

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-99.69%
499.56%
UNG
LNG

Key characteristics

Sharpe Ratio

UNG:

0.49

LNG:

0.92

Sortino Ratio

UNG:

1.09

LNG:

1.31

Omega Ratio

UNG:

1.12

LNG:

1.19

Calmar Ratio

UNG:

0.30

LNG:

1.15

Martin Ratio

UNG:

1.18

LNG:

4.08

Ulcer Index

UNG:

25.20%

LNG:

6.27%

Daily Std Dev

UNG:

60.78%

LNG:

27.78%

Max Drawdown

UNG:

-99.85%

LNG:

-97.84%

Current Drawdown

UNG:

-99.75%

LNG:

-22.24%

Returns By Period

In the year-to-date period, UNG achieves a 19.21% return, which is significantly higher than LNG's -8.20% return. Over the past 10 years, UNG has underperformed LNG with an annualized return of -21.12%, while LNG has yielded a comparatively higher 10.04% annualized return.


UNG

YTD

19.21%

1M

-15.16%

6M

25.72%

1Y

34.50%

5Y*

-16.71%

10Y*

-21.12%

LNG

YTD

-8.20%

1M

-9.34%

6M

4.94%

1Y

28.21%

5Y*

44.79%

10Y*

10.04%

*Annualized

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Risk-Adjusted Performance

UNG vs. LNG — Risk-Adjusted Performance Rank

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

UNG
The Risk-Adjusted Performance Rank of UNG is 6161
Overall Rank
The Sharpe Ratio Rank of UNG is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of UNG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of UNG is 6868
Omega Ratio Rank
The Calmar Ratio Rank of UNG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of UNG is 5252
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 8181
Overall Rank
The Sharpe Ratio Rank of LNG is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 8787
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 8484
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNG vs. LNG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and Cheniere Energy, Inc. (LNG). 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.


The chart of Sharpe ratio for UNG, currently valued at 0.49, compared to the broader market-1.000.001.002.003.004.005.00
UNG: 0.49
LNG: 0.92
The chart of Sortino ratio for UNG, currently valued at 1.09, compared to the broader market-2.000.002.004.006.008.0010.00
UNG: 1.09
LNG: 1.31
The chart of Omega ratio for UNG, currently valued at 1.12, compared to the broader market0.501.001.502.002.50
UNG: 1.12
LNG: 1.19
The chart of Calmar ratio for UNG, currently valued at 0.30, compared to the broader market0.005.0010.0015.00
UNG: 0.30
LNG: 1.15
The chart of Martin ratio for UNG, currently valued at 1.18, compared to the broader market0.0020.0040.0060.0080.00100.00
UNG: 1.18
LNG: 4.08

The current UNG Sharpe Ratio is 0.49, which is lower than the LNG Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UNG and LNG, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.49
0.92
UNG
LNG

Dividends

UNG vs. LNG - Dividend Comparison

UNG has not paid dividends to shareholders, while LNG's dividend yield for the trailing twelve months is around 0.69%.


TTM2024202320222021
UNG
United States Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%
LNG
Cheniere Energy, Inc.
0.69%0.84%0.95%0.92%0.33%

Drawdowns

UNG vs. LNG - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.85%, roughly equal to the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for UNG and LNG. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-99.75%
-22.24%
UNG
LNG

Volatility

UNG vs. LNG - Volatility Comparison

United States Natural Gas Fund LP (UNG) and Cheniere Energy, Inc. (LNG) have volatilities of 15.60% and 15.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
15.60%
15.21%
UNG
LNG