PortfoliosLab logoPortfoliosLab logo
USNG vs. PWRZ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USNG vs. PWRZ - 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 TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period


USNG

1D
-0.44%
1M
-0.48%
6M
26.80%
YTD
30.79%
1Y
40.19%
3Y*
5Y*
10Y*

PWRZ

1D
-0.17%
1M
6M
YTD
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USNG vs. PWRZ - Yearly Performance Comparison


Correlation

The correlation between USNG and PWRZ is -1.00, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jul 10, 2026

-1.00

Compare stocks, funds, or ETFs

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


Return for Risk

USNG vs. PWRZ — Risk / Return Rank

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

USNG
USNG Risk / Return Rank: 9090
Overall Rank
USNG Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
USNG Sortino Ratio Rank: 8989
Sortino Ratio Rank
USNG Omega Ratio Rank: 8585
Omega Ratio Rank
USNG Calmar Ratio Rank: 9595
Calmar Ratio Rank
USNG Martin Ratio Rank: 9191
Martin Ratio Rank

PWRZ

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

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. PWRZ - 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 TrueShares Eagle Global Next Gen Power Infrastructure ETF (PWRZ). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


USNGPWRZDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.40

Calmar ratioReturn relative to maximum drawdown

5.92

Martin ratioReturn relative to average drawdown

16.93

USNG vs. PWRZ - Sharpe Ratio Comparison


Loading charts...

Drawdowns

USNG vs. PWRZ - Drawdown Comparison

The maximum USNG drawdown since its inception was -6.82%, which is greater than PWRZ's maximum drawdown of -0.40%. Use the drawdown chart below to compare losses from any high point for USNG and PWRZ.


Loading charts...

Drawdown Indicators


USNGPWRZDifference

Max Drawdown

Largest peak-to-trough decline

-6.82%

-0.40%

-6.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

Current Drawdown

Current decline from peak

-4.56%

-0.40%

-4.16%

Average Drawdown

Average peak-to-trough decline

-1.60%

-0.31%

-1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.38%

Volatility

USNG vs. PWRZ - Volatility Comparison


Loading charts...

Volatility by Period


USNGPWRZDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.87%

Volatility (1Y)

Calculated over the trailing 1-year period

16.83%

0.62%

+16.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.70%

0.62%

+16.08%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.70%

0.62%

+16.08%

USNG vs. PWRZ - Expense Ratio Comparison

USNG has a 0.59% expense ratio, which is lower than PWRZ's 0.75% expense ratio.


Dividends

USNG vs. PWRZ - Dividend Comparison

USNG's dividend yield for the trailing twelve months is around 1.47%, while PWRZ has not paid dividends to shareholders.


Frequently Asked Questions


USNG and PWRZ have a correlation of -1.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, USNG is cheaper at 0.59% per year. The better choice depends on whether you care most about return, fees, risk, or income.

USNG is cheaper with a 0.59% expense ratio, compared with 0.75% for PWRZ.

USNG has the higher dividend yield at 1.47%, compared with 0.00% for PWRZ.

They also come from different issuers: Amplify and TrueShares. Their fees differ too: 0.59% for USNG and 0.75% for PWRZ.

Portfolio Optimizer

Find the right allocation for USNG and PWRZ

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer