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

Performance

USNG vs. TNGY - 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 Tortoise Energy Fund (TNGY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USNG achieves a 31.42% return, which is significantly higher than TNGY's 15.21% return.


USNG

1D
-0.19%
1M
-1.95%
YTD
31.42%
6M
28.41%
1Y
40.50%
3Y*
5Y*
10Y*

TNGY

1D
0.39%
1M
-3.15%
YTD
15.21%
6M
12.60%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

USNG vs. TNGY - Yearly Performance Comparison


Correlation

The correlation between USNG and TNGY is 0.62, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Jun 17, 2025

0.62

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. TNGY — Risk / Return Rank

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

USNG
USNG Risk / Return Rank: 8080
Overall Rank
USNG Sharpe Ratio Rank: 7777
Sharpe Ratio Rank
USNG Sortino Ratio Rank: 7676
Sortino Ratio Rank
USNG Omega Ratio Rank: 7070
Omega Ratio Rank
USNG Calmar Ratio Rank: 9191
Calmar Ratio Rank
USNG Martin Ratio Rank: 8989
Martin Ratio Rank

TNGY
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. TNGY - 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 Tortoise Energy Fund (TNGY). 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.


USNGTNGYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.41

Calmar ratioReturn relative to maximum drawdown

5.97

Martin ratioReturn relative to average drawdown

19.70

USNG vs. TNGY - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


USNGTNGYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

Sharpe Ratio (All Time)

Calculated using the full available price history

2.66

1.15

+1.51

Drawdowns

USNG vs. TNGY - Drawdown Comparison

The maximum USNG drawdown since its inception was -6.82%, smaller than the maximum TNGY drawdown of -8.86%. Use the drawdown chart below to compare losses from any high point for USNG and TNGY.


Loading charts...

Drawdown Indicators


USNGTNGYDifference

Max Drawdown

Largest peak-to-trough decline

-6.82%

-8.86%

+2.04%

Max Drawdown (1Y)

Largest decline over 1 year

-6.82%

Current Drawdown

Current decline from peak

-4.10%

-3.92%

-0.18%

Average Drawdown

Average peak-to-trough decline

-1.40%

-2.18%

+0.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.07%

Volatility

USNG vs. TNGY - Volatility Comparison


Loading charts...

Volatility by Period


USNGTNGYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.40%

Volatility (6M)

Calculated over the trailing 6-month period

12.56%

Volatility (1Y)

Calculated over the trailing 1-year period

16.52%

15.70%

+0.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.55%

15.70%

+0.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.55%

15.70%

+0.85%

USNG vs. TNGY - Expense Ratio Comparison

USNG has a 0.59% expense ratio, which is lower than TNGY's 0.85% expense ratio.


Dividends

USNG vs. TNGY - Dividend Comparison

USNG's dividend yield for the trailing twelve months is around 1.13%, less than TNGY's 3.41% yield.


Frequently Asked Questions


USNG and TNGY have a correlation of 0.62, 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 0.85% for TNGY.

TNGY has the higher dividend yield at 3.41%, compared with 1.13% for USNG.

They also come from different issuers: Amplify and Tortoise Capital. Their fees differ too: 0.59% for USNG and 0.85% for TNGY.

Portfolio Optimizer

Find the right allocation for USNG and TNGY

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