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USNG vs. CRAK
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USNG vs. CRAK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) and VanEck Oil Refiners ETF (CRAK). The values are adjusted to include any dividend payments, if applicable.

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USNG vs. CRAK - Yearly Performance Comparison


Returns By Period

In the year-to-date period, USNG achieves a 19.70% return, which is significantly lower than CRAK's 29.10% return.


USNG

1D
-1.37%
1M
-1.05%
YTD
19.70%
6M
17.55%
1Y
3Y*
5Y*
10Y*

CRAK

1D
-1.98%
1M
4.65%
YTD
29.10%
6M
33.54%
1Y
71.28%
3Y*
19.41%
5Y*
15.61%
10Y*
12.30%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USNG vs. CRAK - Expense Ratio Comparison

USNG has a 0.59% expense ratio, which is lower than CRAK's 0.60% expense ratio.


Return for Risk

USNG vs. CRAK — Risk / Return Rank

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

USNG

CRAK
CRAK Risk / Return Rank: 9797
Overall Rank
CRAK Sharpe Ratio Rank: 9898
Sharpe Ratio Rank
CRAK Sortino Ratio Rank: 9898
Sortino Ratio Rank
CRAK Omega Ratio Rank: 9797
Omega Ratio Rank
CRAK Calmar Ratio Rank: 9696
Calmar Ratio Rank
CRAK Martin Ratio Rank: 9797
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.

USNG vs. CRAK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Amplify Samsung U.S. Natural Gas Infrastructure ETF (USNG) and VanEck Oil Refiners ETF (CRAK). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USNG vs. CRAK - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USNGCRAKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.41

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.77

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.56

Sharpe Ratio (All Time)

Calculated using the full available price history

2.41

0.53

+1.88

Correlation

The correlation between USNG and CRAK is 0.32, 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

USNG vs. CRAK - Dividend Comparison

USNG's dividend yield for the trailing twelve months is around 1.24%, less than CRAK's 1.56% yield.


TTM20252024202320222021202020192018201720162015
USNG
Amplify Samsung U.S. Natural Gas Infrastructure ETF
1.24%1.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CRAK
VanEck Oil Refiners ETF
1.56%2.02%5.60%3.65%3.08%2.40%2.64%1.49%2.42%1.66%3.42%0.47%

Drawdowns

USNG vs. CRAK - Drawdown Comparison

The maximum USNG drawdown since its inception was -6.82%, smaller than the maximum CRAK drawdown of -58.80%. Use the drawdown chart below to compare losses from any high point for USNG and CRAK.


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Drawdown Indicators


USNGCRAKDifference

Max Drawdown

Largest peak-to-trough decline

-6.82%

-58.80%

+51.98%

Max Drawdown (1Y)

Largest decline over 1 year

-15.07%

Max Drawdown (5Y)

Largest decline over 5 years

-35.61%

Max Drawdown (10Y)

Largest decline over 10 years

-58.80%

Current Drawdown

Current decline from peak

-4.02%

-1.98%

-2.04%

Average Drawdown

Average peak-to-trough decline

-1.38%

-12.63%

+11.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

Volatility

USNG vs. CRAK - Volatility Comparison


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Volatility by Period


USNGCRAKDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.81%

Volatility (6M)

Calculated over the trailing 6-month period

13.42%

Volatility (1Y)

Calculated over the trailing 1-year period

16.17%

20.99%

-4.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.17%

20.45%

-4.28%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.17%

22.11%

-5.94%