^XNG vs. ^GSPC
Compare and contrast key facts about NYSE Arca Natural Gas Index (^XNG) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^XNG or ^GSPC.
Correlation
The correlation between ^XNG and ^GSPC is 0.52, 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.
Performance
^XNG vs. ^GSPC - Performance Comparison
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Key characteristics
^XNG:
0.60
^GSPC:
0.52
^XNG:
0.75
^GSPC:
0.85
^XNG:
1.11
^GSPC:
1.12
^XNG:
0.23
^GSPC:
0.53
^XNG:
2.23
^GSPC:
2.02
^XNG:
4.31%
^GSPC:
4.98%
^XNG:
19.74%
^GSPC:
19.69%
^XNG:
-84.52%
^GSPC:
-56.78%
^XNG:
-30.59%
^GSPC:
-4.92%
Returns By Period
In the year-to-date period, ^XNG achieves a 4.05% return, which is significantly higher than ^GSPC's -0.67% return. Over the past 10 years, ^XNG has underperformed ^GSPC with an annualized return of -1.32%, while ^GSPC has yielded a comparatively higher 10.64% annualized return.
^XNG
4.05%
2.00%
-1.89%
11.72%
4.95%
21.82%
-1.32%
^GSPC
-0.67%
10.48%
-1.79%
10.08%
13.71%
14.60%
10.64%
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Risk-Adjusted Performance
^XNG vs. ^GSPC — Risk-Adjusted Performance Rank
^XNG
^GSPC
^XNG vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for NYSE Arca Natural Gas Index (^XNG) and S&P 500 (^GSPC). 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.
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Drawdowns
^XNG vs. ^GSPC - Drawdown Comparison
The maximum ^XNG drawdown since its inception was -84.52%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ^XNG and ^GSPC. For additional features, visit the drawdowns tool.
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Volatility
^XNG vs. ^GSPC - Volatility Comparison
The current volatility for NYSE Arca Natural Gas Index (^XNG) is 4.19%, while S&P 500 (^GSPC) has a volatility of 4.58%. This indicates that ^XNG experiences smaller price fluctuations and is considered to be less risky than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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