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UNL vs. USO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

UNL vs. USO - 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 United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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UNL vs. USO - 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%
USO
United States Oil Fund LP
83.99%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Returns By Period

In the year-to-date period, UNL achieves a -6.50% return, which is significantly lower than USO's 83.99% return. Over the past 10 years, UNL has underperformed USO with an annualized return of -2.45%, while USO has yielded a comparatively higher 5.48% 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%

USO

1D
-1.99%
1M
55.28%
YTD
83.99%
6M
72.54%
1Y
64.55%
3Y*
24.19%
5Y*
24.91%
10Y*
5.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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UNL vs. USO - Expense Ratio Comparison

UNL has a 0.90% expense ratio, which is higher than USO's 0.79% expense ratio.


Return for Risk

UNL vs. USO — 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

USO
USO Risk / Return Rank: 8282
Overall Rank
USO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
USO Sortino Ratio Rank: 8888
Sortino Ratio Rank
USO Omega Ratio Rank: 8080
Omega Ratio Rank
USO Calmar Ratio Rank: 9393
Calmar Ratio Rank
USO Martin Ratio Rank: 6464
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. USO - 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 United States Oil Fund LP (USO). 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.


UNLUSODifference

Sharpe ratio

Return per unit of total volatility

-0.84

1.65

-2.49

Sortino ratio

Return per unit of downside risk

-1.06

2.32

-3.38

Omega ratio

Gain probability vs. loss probability

0.86

1.30

-0.43

Calmar ratio

Return relative to maximum drawdown

-0.87

3.44

-4.31

Martin ratio

Return relative to average drawdown

-1.41

5.96

-7.38

UNL vs. USO - Sharpe Ratio Comparison

The current UNL Sharpe Ratio is -0.84, which is lower than the USO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of UNL and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


UNLUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.84

1.65

-2.49

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.07

0.73

-0.79

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.07

0.14

-0.22

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.39

-0.19

-0.20

Correlation

The correlation between UNL and USO is 0.12, 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.


Dividends

UNL vs. USO - Dividend Comparison

Neither UNL nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNL vs. USO - Drawdown Comparison

The maximum UNL drawdown since its inception was -88.52%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for UNL and USO.


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Drawdown Indicators


UNLUSODifference

Max Drawdown

Largest peak-to-trough decline

-88.52%

-98.19%

+9.67%

Max Drawdown (1Y)

Largest decline over 1 year

-36.28%

-20.39%

-15.89%

Max Drawdown (5Y)

Largest decline over 5 years

-77.17%

-36.23%

-40.94%

Max Drawdown (10Y)

Largest decline over 10 years

-77.17%

-86.75%

+9.58%

Current Drawdown

Current decline from peak

-87.78%

-86.46%

-1.32%

Average Drawdown

Average peak-to-trough decline

-73.19%

-75.21%

+2.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.58%

11.77%

+10.81%

Volatility

UNL vs. USO - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 11.08%, while United States Oil Fund LP (USO) has a volatility of 21.87%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UNLUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.08%

21.87%

-10.79%

Volatility (6M)

Calculated over the trailing 6-month period

32.23%

29.71%

+2.52%

Volatility (1Y)

Calculated over the trailing 1-year period

39.10%

39.38%

-0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.68%

34.41%

+7.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.81%

38.33%

-4.52%