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

Correlation

The correlation between UNL and LNG 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

UNL vs. LNG - 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 Cheniere Energy, Inc. (LNG). The values are adjusted to include any dividend payments, if applicable.

0.00%5,000.00%10,000.00%NovemberDecember2025FebruaryMarchApril
-82.49%
11,983.74%
UNL
LNG

Key characteristics

Sharpe Ratio

UNL:

0.12

LNG:

1.66

Sortino Ratio

UNL:

0.42

LNG:

2.12

Omega Ratio

UNL:

1.05

LNG:

1.31

Calmar Ratio

UNL:

0.05

LNG:

2.19

Martin Ratio

UNL:

0.28

LNG:

7.02

Ulcer Index

UNL:

15.34%

LNG:

6.87%

Daily Std Dev

UNL:

34.67%

LNG:

29.11%

Max Drawdown

UNL:

-88.01%

LNG:

-97.84%

Current Drawdown

UNL:

-85.24%

LNG:

-7.86%

Returns By Period

In the year-to-date period, UNL achieves a 3.06% return, which is significantly lower than LNG's 8.77% return. Over the past 10 years, UNL has underperformed LNG with an annualized return of -3.60%, while LNG has yielded a comparatively higher 12.39% annualized return.


UNL

YTD

3.06%

1M

-14.43%

6M

12.72%

1Y

6.85%

5Y*

-0.00%

10Y*

-3.60%

LNG

YTD

8.77%

1M

0.31%

6M

26.69%

1Y

47.79%

5Y*

42.11%

10Y*

12.39%

*Annualized

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Risk-Adjusted Performance

UNL vs. LNG — 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 2828
Overall Rank
The Sharpe Ratio Rank of UNL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of UNL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of UNL is 3030
Omega Ratio Rank
The Calmar Ratio Rank of UNL is 2323
Calmar Ratio Rank
The Martin Ratio Rank of UNL is 2525
Martin Ratio Rank

LNG
The Risk-Adjusted Performance Rank of LNG is 9191
Overall Rank
The Sharpe Ratio Rank of LNG is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of LNG is 8888
Sortino Ratio Rank
The Omega Ratio Rank of LNG is 8888
Omega Ratio Rank
The Calmar Ratio Rank of LNG is 9494
Calmar Ratio Rank
The Martin Ratio Rank of LNG is 9191
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. LNG - 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 Cheniere Energy, Inc. (LNG). 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 UNL, currently valued at 0.12, compared to the broader market-1.000.001.002.003.004.00
UNL: 0.12
LNG: 1.66
The chart of Sortino ratio for UNL, currently valued at 0.42, compared to the broader market-2.000.002.004.006.008.00
UNL: 0.42
LNG: 2.12
The chart of Omega ratio for UNL, currently valued at 1.05, compared to the broader market0.501.001.502.002.50
UNL: 1.05
LNG: 1.31
The chart of Calmar ratio for UNL, currently valued at 0.05, compared to the broader market0.002.004.006.008.0010.0012.00
UNL: 0.05
LNG: 2.19
The chart of Martin ratio for UNL, currently valued at 0.28, compared to the broader market0.0020.0040.0060.00
UNL: 0.28
LNG: 7.02

The current UNL Sharpe Ratio is 0.12, which is lower than the LNG Sharpe Ratio of 1.66. The chart below compares the historical Sharpe Ratios of UNL and LNG, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.12
1.66
UNL
LNG

Dividends

UNL vs. LNG - Dividend Comparison

UNL has not paid dividends to shareholders, while LNG's dividend yield for the trailing twelve months is around 0.80%.


TTM2024202320222021
UNL
United States 12 Month Natural Gas Fund LP
0.00%0.00%0.00%0.00%0.00%
LNG
Cheniere Energy, Inc.
0.80%0.84%0.95%0.92%0.33%

Drawdowns

UNL vs. LNG - Drawdown Comparison

The maximum UNL drawdown since its inception was -88.01%, smaller than the maximum LNG drawdown of -97.84%. Use the drawdown chart below to compare losses from any high point for UNL and LNG. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-85.24%
-7.86%
UNL
LNG

Volatility

UNL vs. LNG - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 13.58%, while Cheniere Energy, Inc. (LNG) has a volatility of 16.84%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than LNG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.58%
16.84%
UNL
LNG