PortfoliosLab logoPortfoliosLab logo
UNL vs. KOLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNL vs. KOLD - 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 UltraShort Bloomberg Natural Gas (KOLD). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

UNL vs. KOLD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UNL
United States 12 Month Natural Gas Fund LP
-6.50%-9.67%-4.78%-50.20%47.01%54.42%-9.54%-18.78%12.53%-21.47%
KOLD
ProShares UltraShort Bloomberg Natural Gas
-38.45%-17.48%-11.34%249.82%-88.62%-74.44%22.05%82.94%-46.48%72.02%

Returns By Period

In the year-to-date period, UNL achieves a -6.50% return, which is significantly higher than KOLD's -38.45% return. Over the past 10 years, UNL has outperformed KOLD with an annualized return of -2.45%, while KOLD has yielded a comparatively lower -29.03% annualized return.


UNL

1D
-1.99%
1M
0.15%
YTD
-6.50%
6M
-11.42%
1Y
-32.68%
3Y*
-15.85%
5Y*
-2.73%
10Y*
-2.45%

KOLD

1D
-0.73%
1M
-7.42%
YTD
-38.45%
6M
-37.60%
1Y
10.94%
3Y*
-15.68%
5Y*
-43.73%
10Y*
-29.03%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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. KOLD - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is lower than KOLD's 0.95% expense ratio.


Return for Risk

UNL vs. KOLD — Risk / Return Rank

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

UNL
UNL Risk / Return Rank: 11
Overall Rank
UNL Sharpe Ratio Rank: 11
Sharpe Ratio Rank
UNL Sortino Ratio Rank: 22
Sortino Ratio Rank
UNL Omega Ratio Rank: 11
Omega Ratio Rank
UNL Calmar Ratio Rank: 11
Calmar Ratio Rank
UNL Martin Ratio Rank: 22
Martin Ratio Rank

KOLD
KOLD Risk / Return Rank: 2323
Overall Rank
KOLD Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
KOLD Sortino Ratio Rank: 3838
Sortino Ratio Rank
KOLD Omega Ratio Rank: 3434
Omega Ratio Rank
KOLD Calmar Ratio Rank: 1515
Calmar Ratio Rank
KOLD Martin Ratio Rank: 1414
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. KOLD - 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 ProShares UltraShort Bloomberg Natural Gas (KOLD). 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.


UNLKOLDDifference

Sharpe ratio

Return per unit of total volatility

-0.84

0.09

-0.93

Sortino ratio

Return per unit of downside risk

-1.06

1.02

-2.08

Omega ratio

Gain probability vs. loss probability

0.86

1.13

-0.27

Calmar ratio

Return relative to maximum drawdown

-0.87

0.11

-0.98

Martin ratio

Return relative to average drawdown

-1.41

0.27

-1.68

UNL vs. KOLD - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.84, which is lower than the KOLD Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of UNL and KOLD, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


UNLKOLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

0.09

-0.93

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

-0.37

+0.30

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

-0.29

+0.21

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.15

-0.25

Correlation

The correlation between UNL and KOLD is -0.94. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

UNL vs. KOLD - Dividend Comparison

Neither UNL nor KOLD has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNL vs. KOLD - Drawdown Comparison

The maximum UNL drawdown since its inception was -88.52%, smaller than the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for UNL and KOLD.


Loading graphics...

Drawdown Indicators


UNLKOLDDifference

Max Drawdown

Largest peak-to-trough decline

-88.52%

-99.45%

+10.93%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-72.50%

+36.22%

Max Drawdown (5Y)

Largest decline over 5 years

-77.17%

-98.91%

+21.74%

Max Drawdown (10Y)

Largest decline over 10 years

-77.17%

-99.45%

+22.28%

Current Drawdown

Current decline from peak

-87.78%

-97.48%

+9.70%

Average Drawdown

Average peak-to-trough decline

-73.19%

-69.15%

-4.04%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.58%

31.16%

-8.58%

Volatility

UNL vs. KOLD - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 11.08%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 29.18%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than KOLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


UNLKOLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

29.18%

-18.10%

Volatility (6M)

Calculated over the trailing 6-month period

32.23%

101.24%

-69.01%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

120.63%

-81.53%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.68%

118.49%

-76.81%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.81%

101.91%

-68.10%