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UNG vs. WEAT
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UNG and WEAT is 0.05, 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.


-0.50.00.51.0
Correlation: 0.1

Performance

UNG vs. WEAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Natural Gas Fund LP (UNG) and Teucrium Wheat Fund (WEAT). The values are adjusted to include any dividend payments, if applicable.

-95.00%-90.00%-85.00%-80.00%NovemberDecember2025FebruaryMarchApril
-97.46%
-81.12%
UNG
WEAT

Key characteristics

Sharpe Ratio

UNG:

0.03

WEAT:

-0.83

Sortino Ratio

UNG:

0.49

WEAT:

-1.18

Omega Ratio

UNG:

1.05

WEAT:

0.88

Calmar Ratio

UNG:

0.02

WEAT:

-0.22

Martin Ratio

UNG:

0.06

WEAT:

-0.86

Ulcer Index

UNG:

25.98%

WEAT:

20.95%

Daily Std Dev

UNG:

61.33%

WEAT:

21.82%

Max Drawdown

UNG:

-99.85%

WEAT:

-81.78%

Current Drawdown

UNG:

-99.81%

WEAT:

-81.70%

Returns By Period

In the year-to-date period, UNG achieves a -6.60% return, which is significantly lower than WEAT's -3.73% return. Over the past 10 years, UNG has underperformed WEAT with an annualized return of -22.51%, while WEAT has yielded a comparatively higher -7.55% annualized return.


UNG

YTD

-6.60%

1M

-22.05%

6M

8.65%

1Y

9.26%

5Y*

-21.32%

10Y*

-22.51%

WEAT

YTD

-3.73%

1M

-1.07%

6M

-9.20%

1Y

-20.27%

5Y*

-3.21%

10Y*

-7.55%

*Annualized

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UNG vs. WEAT - Expense Ratio Comparison

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


Expense ratio chart for WEAT: current value is 1.91%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
WEAT: 1.91%
Expense ratio chart for UNG: current value is 1.28%, compared with the broader market range of 0.00% to 2.12%.0.50%1.00%1.50%2.00%
UNG: 1.28%

Risk-Adjusted Performance

UNG vs. WEAT — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

UNG
The Risk-Adjusted Performance Rank of UNG is 2626
Overall Rank
The Sharpe Ratio Rank of UNG is 2121
Sharpe Ratio Rank
The Sortino Ratio Rank of UNG is 3838
Sortino Ratio Rank
The Omega Ratio Rank of UNG is 3232
Omega Ratio Rank
The Calmar Ratio Rank of UNG is 2020
Calmar Ratio Rank
The Martin Ratio Rank of UNG is 2020
Martin Ratio Rank

WEAT
The Risk-Adjusted Performance Rank of WEAT is 44
Overall Rank
The Sharpe Ratio Rank of WEAT is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of WEAT is 11
Sortino Ratio Rank
The Omega Ratio Rank of WEAT is 22
Omega Ratio Rank
The Calmar Ratio Rank of WEAT is 88
Calmar Ratio Rank
The Martin Ratio Rank of WEAT is 77
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

UNG vs. WEAT - Risk-Adjusted Performance Comparison

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 chart of Sharpe ratio for UNG, currently valued at 0.03, compared to the broader market-1.000.001.002.003.004.00
UNG: 0.03
WEAT: -0.83
The chart of Sortino ratio for UNG, currently valued at 0.49, compared to the broader market-2.000.002.004.006.008.00
UNG: 0.49
WEAT: -1.18
The chart of Omega ratio for UNG, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
UNG: 1.05
WEAT: 0.88
The chart of Calmar ratio for UNG, currently valued at 0.02, compared to the broader market0.002.004.006.008.0010.0012.00
UNG: 0.02
WEAT: -0.22
The chart of Martin ratio for UNG, currently valued at 0.06, compared to the broader market0.0020.0040.0060.00
UNG: 0.06
WEAT: -0.86

The current UNG Sharpe Ratio is 0.03, which is higher than the WEAT Sharpe Ratio of -0.83. 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.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
0.03
-0.83
UNG
WEAT

Dividends

UNG vs. WEAT - Dividend Comparison

Neither UNG nor WEAT has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNG vs. WEAT - Drawdown Comparison

The maximum UNG drawdown since its inception was -99.85%, which is greater than WEAT's maximum drawdown of -81.78%. Use the drawdown chart below to compare losses from any high point for UNG and WEAT. For additional features, visit the drawdowns tool.


-95.00%-90.00%-85.00%-80.00%NovemberDecember2025FebruaryMarchApril
-97.46%
-81.70%
UNG
WEAT

Volatility

UNG vs. WEAT - Volatility Comparison

United States Natural Gas Fund LP (UNG) has a higher volatility of 17.48% compared to Teucrium Wheat Fund (WEAT) at 4.99%. 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.


5.00%10.00%15.00%20.00%25.00%30.00%NovemberDecember2025FebruaryMarchApril
17.48%
4.99%
UNG
WEAT