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UNG vs. USL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNG vs. USL - 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 Oil Fund LP (USL). 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 -4.49% return, which is significantly lower than USL's 63.07% return. Over the past 10 years, UNG has underperformed USL with an annualized return of -20.48%, while USL has yielded a comparatively higher 10.91% annualized return.


UNG

1D
2.09%
1M
6.94%
YTD
-4.49%
6M
-24.31%
1Y
-30.96%
3Y*
-21.19%
5Y*
-23.11%
10Y*
-20.48%

USL

1D
1.55%
1M
-1.61%
YTD
63.07%
6M
59.66%
1Y
57.86%
3Y*
18.42%
5Y*
17.41%
10Y*
10.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNG vs. USL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-4.49%-27.07%-17.11%-64.04%12.89%35.76%-45.43%-31.77%5.96%-37.58%
USL
United States 12 Month Oil Fund LP
63.07%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%

Correlation

The correlation between UNG and USL is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.25

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

0.14

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

0.14

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

0.13

Correlation (All Time)
Calculated using the full available price history since Dec 7, 2007

0.15

The correlation between UNG and USL shifts across timeframes, from 0.13 (10 years) to 0.25 (1 year), reflecting how their relationship changes across market environments.

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Return for Risk

UNG vs. USL — 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: 33
Calmar Ratio Rank
UNG Martin Ratio Rank: 44
Martin Ratio Rank

USL
USL Risk / Return Rank: 5656
Overall Rank
USL Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
USL Sortino Ratio Rank: 5353
Sortino Ratio Rank
USL Omega Ratio Rank: 5454
Omega Ratio Rank
USL Calmar Ratio Rank: 6969
Calmar Ratio Rank
USL Martin Ratio Rank: 4343
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. USL - 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 Oil Fund LP (USL). 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.


UNGUSLDifference
Sharpe ratioReturn per unit of total volatility

-2.55

Sortino ratioReturn per unit of downside risk

-3.00

Omega ratioGain probability vs. loss probability

0.95

1.34

-0.39

Calmar ratioReturn relative to maximum drawdown

-0.71

3.47

-4.18

Martin ratioReturn relative to average drawdown

-1.04

7.02

-8.06

UNG vs. USL - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.51, which is lower than the USL Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of UNG and USL, 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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Sharpe Ratios by Period


UNGUSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.51

2.04

-2.55

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.36

0.58

-0.94

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.37

0.34

-0.71

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

0.01

-0.58

Drawdowns

UNG vs. USL - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.88%, which is greater than USL's maximum drawdown of -89.06%. Use the drawdown chart below to compare losses from any high point for UNG and USL.


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Drawdown Indicators


UNGUSLDifference

Max Drawdown

Largest peak-to-trough decline

-99.88%

-89.06%

-10.82%

Max Drawdown (1Y)

Largest decline over 1 year

-43.86%

-16.76%

-27.10%

Max Drawdown (3Y)

Largest decline over 3 years

-68.16%

-23.33%

-44.83%

Max Drawdown (5Y)

Largest decline over 5 years

-92.49%

-33.82%

-58.67%

Max Drawdown (10Y)

Largest decline over 10 years

-93.55%

-66.02%

-27.53%

Current Drawdown

Current decline from peak

-99.86%

-38.16%

-61.70%

Average Drawdown

Average peak-to-trough decline

-89.96%

-61.46%

-28.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

29.68%

8.27%

+21.41%

Volatility

UNG vs. USL - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 13.09% compared to United States 12 Month Oil Fund LP (USL) at 10.53%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than USL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNGUSLDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.09%

10.53%

+2.56%

Volatility (6M)

Calculated over the trailing 6-month period

52.96%

23.33%

+29.63%

Volatility (1Y)

Calculated over the trailing 1-year period

60.48%

28.54%

+31.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

64.10%

30.08%

+34.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.78%

32.35%

+22.43%

UNG vs. USL - Expense Ratio Comparison

UNG has a 1.28% expense ratio, which is higher than USL's 0.88% expense ratio.


Dividends

UNG vs. USL - Dividend Comparison

Neither UNG nor USL has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


UNG and USL have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNG has higher volatility (13.09%) compared to USL (10.53%). In terms of maximum drawdown, UNG dropped -99.88% vs USL's -89.06%.

On 10-year performance, USL leads with 10.91% vs -20.48% for UNG. On fees, USL is cheaper at 0.88% per year. On volatility, USL has been the lower-risk option at 10.53%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USL has performed better with a 10.91% return vs -20.48%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USL is cheaper with a 0.88% expense ratio, compared with 1.28% for UNG.

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

UNG tracks Front Month Natural Gas, while USL tracks 12 Month Light Sweet Crude Oil. Their fees differ too: 1.28% for UNG and 0.88% for USL.

USL currently has the higher Sharpe Ratio (2.04 vs -0.51), 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.

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