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

Correlation

The correlation between UNL and XELA is 0.04, 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.


-0.50.00.51.00.0

Performance

UNL vs. XELA - 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 Exela Technologies, Inc. (XELA). 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%
-100.00%
UNL
XELA

Key characteristics

Sharpe Ratio

UNL:

-0.19

XELA:

-0.79

Sortino Ratio

UNL:

-0.06

XELA:

-1.25

Omega Ratio

UNL:

0.99

XELA:

0.82

Calmar Ratio

UNL:

-0.07

XELA:

-0.77

Martin Ratio

UNL:

-0.32

XELA:

-2.04

Ulcer Index

UNL:

19.19%

XELA:

38.01%

Daily Std Dev

UNL:

31.65%

XELA:

98.35%

Max Drawdown

UNL:

-88.01%

XELA:

-100.00%

Current Drawdown

UNL:

-84.71%

XELA:

-100.00%

Returns By Period

In the year-to-date period, UNL achieves a 6.73% return, which is significantly higher than XELA's -43.22% return.


UNL

YTD

6.73%

1M

16.89%

6M

13.99%

1Y

-9.17%

5Y*

1.22%

10Y*

-4.78%

XELA

YTD

-43.22%

1M

-47.47%

6M

-74.06%

1Y

-77.08%

5Y*

-83.67%

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

UNL vs. XELA — 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

XELA
The Risk-Adjusted Performance Rank of XELA is 66
Overall Rank
The Sharpe Ratio Rank of XELA is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of XELA is 88
Sortino Ratio Rank
The Omega Ratio Rank of XELA is 77
Omega Ratio Rank
The Calmar Ratio Rank of XELA is 66
Calmar Ratio Rank
The Martin Ratio Rank of XELA is 11
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. XELA - 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 Exela Technologies, Inc. (XELA). 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 market0.002.004.00-0.19-0.79
The chart of Sortino ratio for UNL, currently valued at -0.06, compared to the broader market-2.000.002.004.006.008.0010.0012.00-0.06-1.25
The chart of Omega ratio for UNL, currently valued at 0.99, compared to the broader market0.501.001.502.002.503.000.990.82
The chart of Calmar ratio for UNL, currently valued at -0.08, compared to the broader market0.005.0010.0015.00-0.08-0.77
The chart of Martin ratio for UNL, currently valued at -0.32, compared to the broader market0.0020.0040.0060.0080.00100.00-0.32-2.04
UNL
XELA

The current UNL Sharpe Ratio is -0.19, which is higher than the XELA Sharpe Ratio of -0.79. The chart below compares the historical Sharpe Ratios of UNL and XELA, 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
-0.79
UNL
XELA

Dividends

UNL vs. XELA - Dividend Comparison

Neither UNL nor XELA has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UNL vs. XELA - Drawdown Comparison

The maximum UNL drawdown since its inception was -88.01%, smaller than the maximum XELA drawdown of -100.00%. Use the drawdown chart below to compare losses from any high point for UNL and XELA. 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%
-100.00%
UNL
XELA

Volatility

UNL vs. XELA - Volatility Comparison

The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 10.59%, while Exela Technologies, Inc. (XELA) has a volatility of 51.64%. This indicates that UNL experiences smaller price fluctuations and is considered to be less risky than XELA 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%50.00%60.00%AugustSeptemberOctoberNovemberDecember2025
10.59%
51.64%
UNL
XELA
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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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