UNL vs. XELA
Compare and contrast key facts about United States 12 Month Natural Gas Fund LP (UNL) and Exela Technologies, Inc. (XELA).
UNL is a passively managed fund by Concierge Technologies that tracks the performance of the 12 Month Natural Gas. It was launched on Nov 18, 2009.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: UNL or XELA.
Key characteristics
| UNL | XELA | |
|---|---|---|
| YTD Return | -17.37% | -65.48% |
| 1Y Return | -34.35% | -64.95% |
| 3Y Return (Ann) | -19.62% | -94.34% |
| 5Y Return (Ann) | -5.06% | -80.55% |
| Sharpe Ratio | -1.08 | -0.71 |
| Sortino Ratio | -1.60 | -0.89 |
| Omega Ratio | 0.83 | 0.88 |
| Calmar Ratio | -0.39 | -0.63 |
| Martin Ratio | -1.29 | -1.59 |
| Ulcer Index | 26.34% | 39.71% |
| Daily Std Dev | 31.43% | 88.34% |
| Max Drawdown | -88.01% | -100.00% |
| Current Drawdown | -87.57% | -100.00% |
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.
Performance
UNL vs. XELA - Performance Comparison
In the year-to-date period, UNL achieves a -17.37% return, which is significantly higher than XELA's -65.48% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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 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.
Dividends
UNL vs. XELA - Dividend Comparison
Neither UNL nor XELA has paid dividends to shareholders.
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.
Volatility
UNL vs. XELA - Volatility Comparison
The current volatility for United States 12 Month Natural Gas Fund LP (UNL) is 10.76%, while Exela Technologies, Inc. (XELA) has a volatility of 55.34%. 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.