XELA vs. UNL
Compare and contrast key facts about Exela Technologies, Inc. (XELA) and United States 12 Month Natural Gas Fund LP (UNL).
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: XELA or UNL.
Key characteristics
| XELA | UNL | |
|---|---|---|
| YTD Return | -65.77% | -20.16% |
| 1Y Return | -57.25% | -36.40% |
| 3Y Return (Ann) | -94.40% | -20.25% |
| 5Y Return (Ann) | -82.43% | -6.26% |
| Sharpe Ratio | -0.68 | -1.22 |
| Sortino Ratio | -0.79 | -1.86 |
| Omega Ratio | 0.89 | 0.80 |
| Calmar Ratio | -0.61 | -0.43 |
| Martin Ratio | -1.58 | -1.40 |
| Ulcer Index | 38.69% | 27.03% |
| Daily Std Dev | 89.70% | 30.90% |
| Max Drawdown | -100.00% | -88.01% |
| Current Drawdown | -100.00% | -87.99% |
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.
Performance
XELA vs. UNL - Performance Comparison
In the year-to-date period, XELA achieves a -65.77% return, which is significantly lower than UNL's -20.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
XELA vs. UNL - Dividend Comparison
Neither XELA nor UNL has paid dividends to shareholders.
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.
Volatility
XELA vs. UNL - Volatility Comparison
Exela Technologies, Inc. (XELA) has a higher volatility of 55.02% compared to United States 12 Month Natural Gas Fund LP (UNL) at 8.96%. 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.