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UNG vs. SIVR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. SIVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and abrdn Physical Silver Shares ETF (SIVR). 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 SIVR's -4.75% return. Over the past 10 years, UNG has underperformed SIVR with an annualized return of -21.38%, while SIVR has yielded a comparatively higher 14.22% annualized return.


UNG

1D
1.70%
1M
1.70%
YTD
-7.42%
6M
-10.84%
1Y
-30.62%
3Y*
-23.83%
5Y*
-24.47%
10Y*
-21.38%

SIVR

1D
0.78%
1M
-18.81%
YTD
-4.75%
6M
9.46%
1Y
86.32%
3Y*
41.59%
5Y*
19.07%
10Y*
14.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. SIVR - 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%
SIVR
abrdn Physical Silver Shares ETF
-4.75%145.34%21.08%-0.91%2.59%-12.33%47.52%15.17%-8.96%5.97%

Correlation

The correlation between UNG and SIVR is 0.00, 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

0.00

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

0.00

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

0.01

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

-0.01

Correlation (All Time)
Calculated using the full available price history since Jul 24, 2009

0.02

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Return for Risk

UNG vs. SIVR — 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

SIVR
SIVR Risk / Return Rank: 4343
Overall Rank
SIVR Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
SIVR Sortino Ratio Rank: 3838
Sortino Ratio Rank
SIVR Omega Ratio Rank: 5454
Omega Ratio Rank
SIVR Calmar Ratio Rank: 4343
Calmar Ratio Rank
SIVR Martin Ratio Rank: 3232
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. SIVR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and abrdn Physical Silver Shares ETF (SIVR). 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.


UNGSIVRDifference
Sharpe ratioReturn per unit of total volatility

-1.93

Sortino ratioReturn per unit of downside risk

-2.13

Omega ratioGain probability vs. loss probability

0.95

1.29

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.67

1.90

-2.57

Martin ratioReturn relative to average drawdown

-0.97

4.12

-5.09

UNG vs. SIVR - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.49, which is lower than the SIVR Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of UNG and SIVR, 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. SIVR - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than SIVR's maximum drawdown of -75.85%. Use the drawdown chart below to compare losses from any high point for UNG and SIVR.


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Drawdown Indicators


UNGSIVRDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-75.85%

-24.03%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-45.33%

+1.47%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-45.33%

-22.83%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-45.33%

-47.16%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-45.33%

-48.22%

Current Drawdown

Current decline from peak

-99.86%

-41.89%

-57.97%

Average Drawdown

Average peak-to-trough decline

-89.96%

-47.83%

-42.13%

Ulcer Index

Depth and duration of drawdowns from previous peaks

30.28%

20.85%

+9.43%

Volatility

UNG vs. SIVR - Volatility Comparison

The current volatility for United States Natural Gas Fund LP (UNG) is 12.64%, while abrdn Physical Silver Shares ETF (SIVR) has a volatility of 16.37%. This indicates that UNG experiences smaller price fluctuations and is considered to be less risky than SIVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGSIVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.64%

16.37%

-3.73%

Volatility (6M)

Calculated over the trailing 6-month period

52.01%

59.11%

-7.10%

Volatility (1Y)

Calculated over the trailing 1-year period

60.61%

59.76%

+0.85%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.11%

36.48%

+27.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.77%

32.03%

+22.74%

UNG vs. SIVR - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is higher than SIVR's 0.30% expense ratio.


Dividends

UNG vs. SIVR - Dividend Comparison

Neither UNG nor SIVR has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNG and SIVR have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SIVR has higher volatility (16.37%) compared to UNG (12.64%). In terms of maximum drawdown, UNG dropped -99.88% vs SIVR's -75.85%.

On 10-year performance, SIVR leads with 14.22% vs -21.38% for UNG. On fees, SIVR is cheaper at 0.30% per year. On volatility, UNG has been the lower-risk option at 12.64%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, SIVR has performed better with a 14.22% return vs -21.38%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SIVR is cheaper with a 0.30% expense ratio, compared with 1.28% for UNG.

UNG and SIVR have nearly identical dividend yields, around 0.00%.

UNG is categorized as Oil & Gas, while SIVR is Silver. UNG tracks Front Month Natural Gas, while SIVR tracks LBMA Silver Price ($/ozt). They also come from different issuers: Concierge Technologies and abrdn. Their fees differ too: 1.28% for UNG and 0.30% for SIVR.

SIVR currently has the higher Sharpe Ratio (1.44 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

Find the right allocation for UNG and SIVR

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