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UNL vs. CARY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UNL vs. CARY - 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 Angel Oak Income ETF (CARY). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UNL achieves a -11.00% return, which is significantly lower than CARY's 1.74% return.


UNL

1D
1.21%
1M
-1.96%
YTD
-11.00%
6M
-23.47%
1Y
-28.37%
3Y*
-14.70%
5Y*
-5.77%
10Y*
-3.81%

CARY

1D
-0.05%
1M
0.23%
YTD
1.74%
6M
2.13%
1Y
6.94%
3Y*
7.35%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

UNL vs. CARY - Yearly Performance Comparison


2026 (YTD)2025202420232022
UNL
United States 12 Month Natural Gas Fund LP
-11.00%-9.67%-4.78%-50.20%-18.03%
CARY
Angel Oak Income ETF
1.74%7.54%6.93%8.70%0.70%

Correlation

The correlation between UNL and CARY is -0.27, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


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

-0.27

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

-0.11

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2022

-0.10

The correlation between UNL and CARY shifts across timeframes, from -0.27 (1 year) to -0.10 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

UNL vs. CARY — Risk / Return Rank

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

UNL
UNL Risk / Return Rank: 33
Overall Rank
UNL Sharpe Ratio Rank: 33
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 33
Sortino Ratio Rank
UNL Omega Ratio Rank: 33
Omega Ratio Rank
UNL Calmar Ratio Rank: 22
Calmar Ratio Rank
UNL Martin Ratio Rank: 33
Martin Ratio Rank

CARY
CARY Risk / Return Rank: 9494
Overall Rank
CARY Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
CARY Sortino Ratio Rank: 9797
Sortino Ratio Rank
CARY Omega Ratio Rank: 9797
Omega Ratio Rank
CARY Calmar Ratio Rank: 8989
Calmar Ratio Rank
CARY Martin Ratio Rank: 9292
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.

UNL vs. CARY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Natural Gas Fund LP (UNL) and Angel Oak Income ETF (CARY). 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.


UNLCARYDifference
Sharpe ratioReturn per unit of total volatility

-4.76

Sortino ratioReturn per unit of downside risk

-7.25

Omega ratioGain probability vs. loss probability

0.87

1.89

-1.02

Calmar ratioReturn relative to maximum drawdown

-0.81

5.45

-6.26

Martin ratioReturn relative to average drawdown

-1.30

23.64

-24.94

UNL vs. CARY - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.79, which is lower than the CARY Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of UNL and CARY, 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


UNLCARYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.79

3.96

-4.76

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.14

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.40

2.65

-3.04

Drawdowns

UNL vs. CARY - Drawdown Comparison

The maximum UNL drawdown since its inception was -89.00%, which is greater than CARY's maximum drawdown of -1.96%. Use the drawdown chart below to compare losses from any high point for UNL and CARY.


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Drawdown Indicators


UNLCARYDifference

Max Drawdown

Largest peak-to-trough decline

-89.00%

-1.96%

-87.04%

Max Drawdown (1Y)

Largest decline over 1 year

-35.11%

-1.28%

-33.83%

Max Drawdown (3Y)

Largest decline over 3 years

-48.16%

-1.96%

-46.20%

Max Drawdown (5Y)

Largest decline over 5 years

-78.12%

Max Drawdown (10Y)

Largest decline over 10 years

-78.12%

Current Drawdown

Current decline from peak

-88.37%

-0.14%

-88.23%

Average Drawdown

Average peak-to-trough decline

-73.36%

-0.33%

-73.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

21.92%

0.29%

+21.63%

Volatility

UNL vs. CARY - Volatility Comparison

United States 12 Month Natural Gas Fund LP (UNL) has a higher volatility of 8.36% compared to Angel Oak Income ETF (CARY) at 0.56%. This indicates that UNL's price experiences larger fluctuations and is considered to be riskier than CARY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNLCARYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.36%

0.56%

+7.80%

Volatility (6M)

Calculated over the trailing 6-month period

32.00%

1.30%

+30.70%

Volatility (1Y)

Calculated over the trailing 1-year period

35.82%

1.76%

+34.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.76%

2.74%

+39.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.84%

2.74%

+31.10%

UNL vs. CARY - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is higher than CARY's 0.80% expense ratio.


Dividends

UNL vs. CARY - Dividend Comparison

UNL has not paid dividends to shareholders, while CARY's dividend yield for the trailing twelve months is around 5.93%.


PositionTTM2025202420232022
CARY
Angel Oak Income ETF
5.93%6.13%6.10%6.38%0.48%
UNL
United States 12 Month Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


UNL and CARY have a correlation of -0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UNL has higher volatility (8.36%) compared to CARY (0.56%). In terms of maximum drawdown, UNL dropped -89.00% vs CARY's -1.96%.

On 3-year performance, CARY leads with 7.35% vs -14.70% for UNL. On fees, CARY is cheaper at 0.80% per year. On volatility, CARY has been the lower-risk option at 0.56%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, CARY has performed better with a 7.35% return vs -14.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

CARY is cheaper with a 0.80% expense ratio, compared with 0.90% for UNL.

CARY has the higher dividend yield at 5.93%, compared with 0.00% for UNL.

UNL is categorized as Oil & Gas, while CARY is Multisector Bonds. They also come from different issuers: Concierge Technologies and Angel Oak. Their fees differ too: 0.90% for UNL and 0.80% for CARY.

CARY currently has the higher Sharpe Ratio (3.96 vs -0.79), 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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