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UNG vs. UNL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and United States 12 Month Natural Gas Fund LP (UNL). 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 -4.00% return, which is significantly higher than UNL's -11.72% return. Over the past 10 years, UNG has underperformed UNL with an annualized return of -21.19%, while UNL has yielded a comparatively higher -4.37% annualized return.


UNG

1D
0.26%
1M
7.59%
YTD
-4.00%
6M
-0.68%
1Y
-33.35%
3Y*
-26.96%
5Y*
-24.05%
10Y*
-21.19%

UNL

1D
-0.38%
1M
3.74%
YTD
-11.72%
6M
-9.35%
1Y
-31.64%
3Y*
-17.42%
5Y*
-6.97%
10Y*
-4.37%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. UNL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-4.00%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
UNL
United States 12 Month Natural Gas Fund LP
-11.72%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%

Correlation

The correlation between UNG and UNL is 0.94, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.94

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

0.94

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

0.96

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

0.93

Correlation (All Time)
Calculated using the full available price history since Jan 4, 2010

0.94

The correlation between UNG and UNL has been stable across timeframes, ranging from 0.93 to 0.96 - a consistent structural relationship.

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Return for Risk

UNG vs. UNL — 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: 44
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: 22
Martin Ratio Rank

UNL
UNL Risk / Return Rank: 22
Overall Rank
UNL Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 22
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 11
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. UNL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and United States 12 Month Natural Gas Fund LP (UNL). 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.


UNGUNLDifference
Sharpe ratioReturn per unit of total volatility

+0.33

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

0.94

0.85

+0.08

Calmar ratioReturn relative to maximum drawdown

-0.84

-0.97

+0.13

Martin ratioReturn relative to average drawdown

-1.28

-1.56

+0.27

UNG vs. UNL - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.55, which is higher than the UNL Sharpe Ratio of -0.89. The chart below compares the historical Sharpe Ratios of UNG and UNL, 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. UNL - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than UNL's maximum drawdown of -89.00%. Use the drawdown chart below to compare losses from any high point for UNG and UNL.


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Drawdown Indicators


UNGUNLDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-89.00%

-10.88%

Max Drawdown (1Y)

Largest decline over 1 year

-39.94%

-32.65%

-7.29%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-48.16%

-20.00%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-78.12%

-14.37%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-78.12%

-15.43%

Current Drawdown

Current decline from peak

-99.86%

-88.46%

-11.40%

Average Drawdown

Average peak-to-trough decline

-89.97%

-73.38%

-16.59%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.14%

22.72%

+6.42%

Volatility

UNG vs. UNL - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 11.95% compared to United States 12 Month Natural Gas Fund LP (UNL) at 7.13%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than UNL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGUNLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.95%

7.13%

+4.82%

Volatility (6M)

Calculated over the trailing 6-month period

51.06%

30.59%

+20.47%

Volatility (1Y)

Calculated over the trailing 1-year period

60.47%

35.79%

+24.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.14%

41.76%

+22.38%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.79%

33.85%

+20.94%

UNG vs. UNL - Expense Ratio Comparison

UNG has a 1.17% expense ratio, which is higher than UNL's 0.90% expense ratio.


Dividends

UNG vs. UNL - Dividend Comparison

Neither UNG nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.94, UNG and UNL move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UNG has higher volatility (11.95%) compared to UNL (7.13%). In terms of maximum drawdown, UNG dropped -99.88% vs UNL's -89.00%.

On 10-year performance, UNL leads with -4.37% vs -21.19% for UNG. On fees, UNL is cheaper at 0.90% per year. On volatility, UNL has been the lower-risk option at 7.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UNL has performed better with a -4.37% return vs -21.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UNL is cheaper with a 0.90% expense ratio, compared with 1.17% for UNG.

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

UNG tracks Front Month Natural Gas Futures, while UNL tracks 12 Month Natural Gas. They also come from different issuers: USCF Investments and Concierge Technologies. Their fees differ too: 1.17% for UNG and 0.90% for UNL.

UNG currently has the higher Sharpe Ratio (-0.55 vs -0.89), 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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