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UNG vs. USL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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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UNG vs. USL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNG
United States Natural Gas Fund LP
-4.32%-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
44.67%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%

Returns By Period

In the year-to-date period, UNG achieves a -4.32% return, which is significantly lower than USL's 44.67% return. Over the past 10 years, UNG has underperformed USL with an annualized return of -19.74%, while USL has yielded a comparatively higher 11.83% annualized return.


UNG

1D
0.43%
1M
1.82%
YTD
-4.32%
6M
-10.25%
1Y
-45.72%
3Y*
-24.96%
5Y*
-21.28%
10Y*
-19.74%

USL

1D
-4.21%
1M
25.68%
YTD
44.67%
6M
35.39%
1Y
26.16%
3Y*
12.64%
5Y*
17.35%
10Y*
11.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UNG vs. USL - Expense Ratio Comparison

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


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: 22
Overall Rank
UNG Sharpe Ratio Rank: 22
Sharpe Ratio Rank
UNG Sortino Ratio Rank: 22
Sortino Ratio Rank
UNG Omega Ratio Rank: 22
Omega Ratio Rank
UNG Calmar Ratio Rank: 11
Calmar Ratio Rank
UNG Martin Ratio Rank: 33
Martin Ratio Rank

USL
USL Risk / Return Rank: 5252
Overall Rank
USL Sharpe Ratio Rank: 5353
Sharpe Ratio Rank
USL Sortino Ratio Rank: 5454
Sortino Ratio Rank
USL Omega Ratio Rank: 4747
Omega Ratio Rank
USL Calmar Ratio Rank: 7070
Calmar Ratio Rank
USL Martin Ratio Rank: 3535
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 ratio

Return per unit of total volatility

-0.72

0.92

-1.64

Sortino ratio

Return per unit of downside risk

-0.86

1.37

-2.23

Omega ratio

Gain probability vs. loss probability

0.89

1.17

-0.28

Calmar ratio

Return relative to maximum drawdown

-0.86

1.72

-2.58

Martin ratio

Return relative to average drawdown

-1.25

3.06

-4.31

UNG vs. USL - Sharpe Ratio Comparison

The current UNG Sharpe Ratio is -0.72, which is lower than the USL Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of UNG and USL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNGUSLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.72

0.92

-1.64

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.33

0.59

-0.92

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.36

0.37

-0.73

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.57

-0.01

-0.56

Correlation

The correlation between UNG and USL is 0.15, 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.


Dividends

UNG vs. USL - Dividend Comparison

Neither UNG nor USL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNG vs. USL - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.87%, 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

-99.87%

-89.06%

-10.81%

Max Drawdown (1Y)

Largest decline over 1 year

-52.53%

-17.26%

-35.27%

Max Drawdown (5Y)

Largest decline over 5 years

-92.42%

-33.82%

-58.60%

Max Drawdown (10Y)

Largest decline over 10 years

-93.49%

-66.02%

-27.47%

Current Drawdown

Current decline from peak

-99.86%

-45.13%

-54.73%

Average Drawdown

Average peak-to-trough decline

-89.87%

-61.65%

-28.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.10%

9.70%

+26.40%

Volatility

UNG vs. USL - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 14.68% compared to United States 12 Month Oil Fund LP (USL) at 12.82%. 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

14.68%

12.82%

+1.86%

Volatility (6M)

Calculated over the trailing 6-month period

54.10%

20.34%

+33.76%

Volatility (1Y)

Calculated over the trailing 1-year period

63.87%

28.76%

+35.11%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

63.90%

29.77%

+34.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

54.87%

32.24%

+22.63%