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

Performance

UNG vs. MXNUSD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and MXN/USD (MXNUSD=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 MXNUSD=X's 4.58% return. Over the past 10 years, UNG has underperformed MXNUSD=X with an annualized return of -21.38%, while MXNUSD=X has yielded a comparatively higher 0.93% 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%

MXNUSD=X

1D
0.10%
1M
-0.28%
YTD
4.58%
6M
4.56%
1Y
9.66%
3Y*
0.02%
5Y*
2.90%
10Y*
0.93%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. MXNUSD=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%
MXNUSD=X
MXN/USD
4.58%15.65%-18.53%14.83%5.29%-3.10%-4.83%3.73%0.35%5.25%

Correlation

The correlation between UNG and MXNUSD=X is -0.14, 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

-0.14

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

0.02

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

0.05

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jul 12, 2007

0.07

The correlation between UNG and MXNUSD=X shifts across timeframes, from -0.14 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNG vs. MXNUSD=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

MXNUSD=X
MXNUSD=X Risk / Return Rank: 8686
Overall Rank
MXNUSD=X Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
MXNUSD=X Sortino Ratio Rank: 8787
Sortino Ratio Rank
MXNUSD=X Omega Ratio Rank: 8686
Omega Ratio Rank
MXNUSD=X Calmar Ratio Rank: 8282
Calmar Ratio Rank
MXNUSD=X Martin Ratio Rank: 8989
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. MXNUSD=X - Risk-Adjusted Trends Comparison

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


UNGMXNUSD=XDifference
Sharpe ratioReturn per unit of total volatility

-1.50

Sortino ratioReturn per unit of downside risk

-1.84

Omega ratioGain probability vs. loss probability

0.95

1.19

-0.24

Calmar ratioReturn relative to maximum drawdown

-0.67

1.40

-2.07

Martin ratioReturn relative to average drawdown

-0.97

5.15

-6.12

UNG vs. MXNUSD=X - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is lower than the MXNUSD=X Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of UNG and MXNUSD=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. MXNUSD=X - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than MXNUSD=X's maximum drawdown of -61.16%. Use the drawdown chart below to compare losses from any high point for UNG and MXNUSD=X.


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Drawdown Indicators


UNGMXNUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-61.16%

-38.72%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-5.52%

-38.34%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-21.70%

-46.46%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-21.70%

-70.79%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-31.20%

-62.35%

Current Drawdown

Current decline from peak

-99.86%

-42.73%

-57.13%

Average Drawdown

Average peak-to-trough decline

-89.96%

-36.86%

-53.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

1.60%

+28.68%

Volatility

UNG vs. MXNUSD=X - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 12.64% compared to MXN/USD (MXNUSD=X) at 1.95%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than MXNUSD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGMXNUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

1.95%

+10.69%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

6.86%

+45.15%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

7.60%

+53.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

10.45%

+53.66%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

12.39%

+42.38%

Frequently Asked Questions


UNG and MXNUSD=X have a correlation of -0.14, 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 MXNUSD=X (1.95%). In terms of maximum drawdown, UNG dropped -99.88% vs MXNUSD=X's -61.16%.

MXNUSD=X currently has the higher Sharpe Ratio (1.01 vs -0.49), 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

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