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UNL vs. BOIL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UNL and BOIL is 0.91, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

UNL vs. BOIL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Natural Gas Fund LP (UNL) and ProShares Ultra Bloomberg Natural Gas (BOIL). The values are adjusted to include any dividend payments, if applicable.

-100.00%-80.00%-60.00%-40.00%-20.00%0.00%20.00%AugustSeptemberOctoberNovemberDecember2025
13.99%
0
UNL
BOIL

Key characteristics

Sharpe Ratio

UNL:

-0.19

BOIL:

-0.58

Sortino Ratio

UNL:

-0.06

BOIL:

-0.53

Omega Ratio

UNL:

0.99

BOIL:

0.94

Calmar Ratio

UNL:

-0.07

BOIL:

-0.60

Martin Ratio

UNL:

-0.32

BOIL:

-0.93

Ulcer Index

UNL:

19.19%

BOIL:

64.69%

Daily Std Dev

UNL:

31.65%

BOIL:

103.44%

Max Drawdown

UNL:

-88.01%

BOIL:

-100.00%

Current Drawdown

UNL:

-84.71%

BOIL:

-99.99%

Returns By Period

In the year-to-date period, UNL achieves a 6.73% return, which is significantly lower than BOIL's 19.19% return. Over the past 10 years, UNL has outperformed BOIL with an annualized return of -4.78%, while BOIL has yielded a comparatively lower -57.53% annualized return.


UNL

YTD

6.73%

1M

16.89%

6M

13.99%

1Y

-9.17%

5Y*

1.22%

10Y*

-4.78%

BOIL

YTD

19.19%

1M

51.03%

6M

20.20%

1Y

-63.38%

5Y*

-61.32%

10Y*

-57.53%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UNL vs. BOIL - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is lower than BOIL's 1.31% expense ratio.


BOIL
ProShares Ultra Bloomberg Natural Gas
Expense ratio chart for BOIL: current value at 1.31% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.31%
Expense ratio chart for UNL: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%

Risk-Adjusted Performance

UNL vs. BOIL — Risk-Adjusted Performance Rank

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

UNL
The Risk-Adjusted Performance Rank of UNL is 99
Overall Rank
The Sharpe Ratio Rank of UNL is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of UNL is 99
Sortino Ratio Rank
The Omega Ratio Rank of UNL is 99
Omega Ratio Rank
The Calmar Ratio Rank of UNL is 99
Calmar Ratio Rank
The Martin Ratio Rank of UNL is 99
Martin Ratio Rank

BOIL
The Risk-Adjusted Performance Rank of BOIL is 44
Overall Rank
The Sharpe Ratio Rank of BOIL is 33
Sharpe Ratio Rank
The Sortino Ratio Rank of BOIL is 44
Sortino Ratio Rank
The Omega Ratio Rank of BOIL is 55
Omega Ratio Rank
The Calmar Ratio Rank of BOIL is 11
Calmar Ratio Rank
The Martin Ratio Rank of BOIL is 55
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.

UNL vs. BOIL - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for UNL, currently valued at -0.19, compared to the broader market0.002.004.00-0.19-0.58
The chart of Sortino ratio for UNL, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.06-0.53
The chart of Omega ratio for UNL, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.990.94
The chart of Calmar ratio for UNL, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.08-0.60
The chart of Martin ratio for UNL, currently valued at -0.32, compared to the broader market0.0020.0040.0060.0080.00100.00-0.32-0.93
UNL
BOIL

The current UNL Sharpe Ratio is -0.19, which is higher than the BOIL Sharpe Ratio of -0.58. The chart below compares the historical Sharpe Ratios of UNL and BOIL, 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-1.40-1.20-1.00-0.80-0.60-0.40-0.20AugustSeptemberOctoberNovemberDecember2025
-0.19
-0.58
UNL
BOIL

Dividends

UNL vs. BOIL - Dividend Comparison

Neither UNL nor BOIL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNL vs. BOIL - Drawdown Comparison

The maximum UNL drawdown since its inception was -88.01%, smaller than the maximum BOIL drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UNL and BOIL. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%AugustSeptemberOctoberNovemberDecember2025
-69.27%
-99.99%
UNL
BOIL

Volatility

UNL vs. BOIL - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 10.59%, while ProShares Ultra Bloomberg Natural Gas (BOIL) has a volatility of 34.84%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than BOIL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
10.59%
34.84%
UNL
BOIL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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