^XNG vs. CL=F

In the year-to-date period, ^XNG achieves a 5.47% return, which is significantly higher than CL=F's -14.48% return. Over the past 10 years, ^XNG has underperformed CL=F with an annualized return of -0.79%, while CL=F has yielded a comparatively higher 0.12% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and Crude Oil WTI (CL=F). 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.

The current ^XNG Sharpe Ratio is 0.81, which is higher than the CL=F Sharpe Ratio of -0.72. The chart below compares the historical Sharpe Ratios of ^XNG and CL=F, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^XNG drawdown since its inception was -84.52%, smaller than the maximum CL=F drawdown of -92.04%. Use the drawdown chart below to compare losses from any high point for ^XNG and CL=F.

The current volatility for NYSE Arca Natural Gas Index (^XNG) is 4.27%, while Crude Oil WTI (CL=F) has a volatility of 7.44%. This indicates that ^XNG experiences smaller price fluctuations and is considered to be less risky than CL=F based on this measure. The chart below showcases a comparison of their rolling one-month volatility.