UNG vs. WEAT

In the year-to-date period, UNG achieves a -0.59% return, which is significantly higher than WEAT's -7.26% return. Over the past 10 years, UNG has underperformed WEAT with an annualized return of -23.24%, while WEAT has yielded a comparatively higher -8.41% annualized return.

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UNG has a 1.28% expense ratio, which is lower than WEAT's 1.91% expense ratio.

This table presents a comparison of risk-adjusted performance metrics for United States Natural Gas Fund LP (UNG) and Teucrium Wheat Fund (WEAT). 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.

The current UNG Sharpe Ratio is -0.13, which is higher than the WEAT Sharpe Ratio of -1.31. The chart below compares the historical Sharpe Ratios of UNG and WEAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Neither UNG nor WEAT has paid dividends to shareholders.

The maximum UNG drawdown since its inception was -99.85%, which is greater than WEAT's maximum drawdown of -82.68%. Use the drawdown chart below to compare losses from any high point for UNG and WEAT. For additional features, visit the drawdowns tool.

United States Natural Gas Fund LP (UNG) has a higher volatility of 15.43% compared to Teucrium Wheat Fund (WEAT) at 5.10%. This indicates that UNG's price experiences larger fluctuations and is considered to be riskier than WEAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.