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^XNG vs. KOLD
Performance
Risk-Adjusted Performance
Drawdowns
Volatility

Correlation

The correlation between ^XNG and KOLD is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

^XNG vs. KOLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NYSE Arca Natural Gas Index (^XNG) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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%NovemberDecember2025FebruaryMarchApril
15.26%
-83.48%
^XNG
KOLD

Key characteristics

Sharpe Ratio

^XNG:

0.62

KOLD:

-0.50

Sortino Ratio

^XNG:

0.91

KOLD:

-0.24

Omega Ratio

^XNG:

1.13

KOLD:

0.97

Calmar Ratio

^XNG:

0.29

KOLD:

-0.55

Martin Ratio

^XNG:

2.93

KOLD:

-1.26

Ulcer Index

^XNG:

4.17%

KOLD:

43.09%

Daily Std Dev

^XNG:

19.64%

KOLD:

108.00%

Max Drawdown

^XNG:

-84.52%

KOLD:

-99.45%

Current Drawdown

^XNG:

-31.07%

KOLD:

-96.52%

Returns By Period

In the year-to-date period, ^XNG achieves a 3.32% return, which is significantly higher than KOLD's -29.69% return. Over the past 10 years, ^XNG has outperformed KOLD with an annualized return of -1.60%, while KOLD has yielded a comparatively lower -21.10% annualized return.


^XNG

YTD

3.32%

1M

-4.88%

6M

6.64%

1Y

10.44%

5Y*

23.76%

10Y*

-1.60%

KOLD

YTD

-29.69%

1M

32.91%

6M

-54.00%

1Y

-57.81%

5Y*

-42.64%

10Y*

-21.10%

*Annualized

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Risk-Adjusted Performance

^XNG vs. KOLD — Risk-Adjusted Performance Rank

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

^XNG
The Risk-Adjusted Performance Rank of ^XNG is 7474
Overall Rank
The Sharpe Ratio Rank of ^XNG is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ^XNG is 7575
Sortino Ratio Rank
The Omega Ratio Rank of ^XNG is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ^XNG is 5252
Calmar Ratio Rank
The Martin Ratio Rank of ^XNG is 8585
Martin Ratio Rank

KOLD
The Risk-Adjusted Performance Rank of KOLD is 55
Overall Rank
The Sharpe Ratio Rank of KOLD is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of KOLD is 99
Sortino Ratio Rank
The Omega Ratio Rank of KOLD is 99
Omega Ratio Rank
The Calmar Ratio Rank of KOLD is 11
Calmar Ratio Rank
The Martin Ratio Rank of KOLD is 33
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.

^XNG vs. KOLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and ProShares UltraShort Bloomberg Natural Gas (KOLD). 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 chart of Sharpe ratio for ^XNG, currently valued at 0.62, compared to the broader market-0.500.000.501.001.50
^XNG: 0.62
KOLD: -0.50
The chart of Sortino ratio for ^XNG, currently valued at 0.91, compared to the broader market-1.00-0.500.000.501.001.502.00
^XNG: 0.91
KOLD: -0.24
The chart of Omega ratio for ^XNG, currently valued at 1.13, compared to the broader market0.901.001.101.201.30
^XNG: 1.13
KOLD: 0.97
The chart of Calmar ratio for ^XNG, currently valued at 0.29, compared to the broader market-0.500.000.501.00
^XNG: 0.29
KOLD: -0.55
The chart of Martin ratio for ^XNG, currently valued at 2.93, compared to the broader market0.002.004.006.00
^XNG: 2.93
KOLD: -1.26

The current ^XNG Sharpe Ratio is 0.62, which is higher than the KOLD Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of ^XNG and KOLD, 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-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.62
-0.50
^XNG
KOLD

Drawdowns

^XNG vs. KOLD - Drawdown Comparison

The maximum ^XNG drawdown since its inception was -84.52%, smaller than the maximum KOLD drawdown of -99.45%. Use the drawdown chart below to compare losses from any high point for ^XNG and KOLD. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%NovemberDecember2025FebruaryMarchApril
-31.07%
-96.52%
^XNG
KOLD

Volatility

^XNG vs. KOLD - Volatility Comparison

The current volatility for NYSE Arca Natural Gas Index (^XNG) is 12.94%, while ProShares UltraShort Bloomberg Natural Gas (KOLD) has a volatility of 34.73%. This indicates that ^XNG experiences smaller price fluctuations and is considered to be less risky than KOLD 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%NovemberDecember2025FebruaryMarchApril
12.94%
34.73%
^XNG
KOLD