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

Correlation

The correlation between XELA and UNL 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

XELA vs. UNL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Exela Technologies, Inc. (XELA) and United States 12 Month Natural Gas Fund LP (UNL). 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
-100.00%
17.51%
XELA
UNL

Key characteristics

Sharpe Ratio

XELA:

-0.79

UNL:

-0.19

Sortino Ratio

XELA:

-1.25

UNL:

-0.06

Omega Ratio

XELA:

0.82

UNL:

0.99

Calmar Ratio

XELA:

-0.77

UNL:

-0.07

Martin Ratio

XELA:

-2.04

UNL:

-0.32

Ulcer Index

XELA:

38.01%

UNL:

19.19%

Daily Std Dev

XELA:

98.35%

UNL:

31.65%

Max Drawdown

XELA:

-100.00%

UNL:

-88.01%

Current Drawdown

XELA:

-100.00%

UNL:

-84.71%

Returns By Period

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


XELA

YTD

-43.22%

1M

-47.47%

6M

-74.06%

1Y

-77.08%

5Y*

-83.67%

10Y*

N/A

UNL

YTD

6.73%

1M

16.89%

6M

13.99%

1Y

-9.17%

5Y*

1.22%

10Y*

-4.78%

*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

XELA vs. UNL — Risk-Adjusted Performance Rank

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

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

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
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.

XELA vs. UNL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exela Technologies, Inc. (XELA) and United States 12 Month Natural Gas Fund LP (UNL). 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 XELA, currently valued at -0.79, compared to the broader market-2.000.002.00-0.79-0.19
The chart of Sortino ratio for XELA, currently valued at -1.25, compared to the broader market-4.00-2.000.002.004.00-1.25-0.06
The chart of Omega ratio for XELA, currently valued at 0.82, compared to the broader market0.501.001.502.000.820.99
The chart of Calmar ratio for XELA, currently valued at -0.77, compared to the broader market0.002.004.006.00-0.77-0.08
The chart of Martin ratio for XELA, currently valued at -2.04, compared to the broader market0.0010.0020.00-2.04-0.32
XELA
UNL

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

Dividends

XELA vs. UNL - Dividend Comparison

Neither XELA nor UNL has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

XELA vs. UNL - Drawdown Comparison

The maximum XELA drawdown since its inception was -100.00%, which is greater than UNL's maximum drawdown of -88.01%. Use the drawdown chart below to compare losses from any high point for XELA and UNL. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%-70.00%-65.00%AugustSeptemberOctoberNovemberDecember2025
-100.00%
-69.27%
XELA
UNL

Volatility

XELA vs. UNL - Volatility Comparison

Exela Technologies, Inc. (XELA) has a higher volatility of 51.64% compared to United States 12 Month Natural Gas Fund LP (UNL) at 10.59%. This indicates that XELA's price experiences larger fluctuations and is considered to be riskier than UNL 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
51.64%
10.59%
XELA
UNL
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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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