Summary
UNG
Prices · period metrics · 12M
NAV as of 02/06/2026
02/04/2025 → 02/04/2026
Return -32.01% Volatility 64.90% Sharpe -0.77
Official loaded data — not a live quote.

United States Natural Gas Fund

Symbol: UNG

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 18/04/2007

Latest date: 02/06/2026

Current price: $11.47

Expense ratio: 1.17%

Assets under management
$533.1M
1.15% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

4.75%

Ann. -45.67% (Sharpe / Sortino numerator)

Volatility

49.25%

Sharpe ratio

-1.001

VaR 95%

-4.92%

CVaR 95%: -5.24%
Max drawdown: -12.96%
Sortino ratio: -1.631
Calmar ratio: -3.52

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-4.42%

Ann. -21.86% (Sharpe / Sortino numerator)

Volatility

92.88%

Sharpe ratio

-0.274

VaR 95%

-7.91%

CVaR 95%: -13.82%
Max drawdown: -32.84%
Sortino ratio: -0.305
Calmar ratio: -0.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-23.33%

Ann. -28.98% (Sharpe / Sortino numerator)

Volatility

76.60%

Sharpe ratio

-0.426

VaR 95%

-6.75%

CVaR 95%: -11.28%
Max drawdown: -37.45%
Sortino ratio: -0.517
Calmar ratio: -0.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-32.01%

Ann. -46.21% (Sharpe / Sortino numerator)

Volatility

64.90%

Sharpe ratio

-0.768

VaR 95%

-6.22%

CVaR 95%: -9.34%
Max drawdown: -52.53%
Sortino ratio: -0.994
Calmar ratio: -0.88

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-39.38%

Ann. -14.43% (Sharpe / Sortino numerator)

Volatility

62.58%

Sharpe ratio

-0.289

VaR 95%

-6.11%

CVaR 95%: -8.31%
Max drawdown: -57.03%
Sortino ratio: -0.420
Calmar ratio: -0.25

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

-52.05%

Ann. -25.87% (Sharpe / Sortino numerator)

Volatility

60.36%

Sharpe ratio

-0.489

VaR 95%

-5.92%

CVaR 95%: -7.97%
Max drawdown: -67.88%
Sortino ratio: -0.732
Calmar ratio: -0.38

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 02/06/2025 - 02/06/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.08%

Best day

19.748%

20/01/2026
Worst day

-24.852%

02/02/2026
Days with data

251

Recent price history (last 90 days)

Date Open High Low Close Volume
02/06/2026 $11.34 $11.52 $11.33 $11.47 5,884,300
01/06/2026 $11.61 $11.66 $11.45 $11.54 8,716,900
29/05/2026 $12.15 $12.22 $11.87 $11.93 12,742,200
28/05/2026 $11.29 $11.93 $11.29 $11.89 12,138,300
27/05/2026 $11.09 $11.41 $11.09 $11.18 9,207,800
26/05/2026 $11.13 $11.22 $10.88 $10.91 6,268,700
22/05/2026 $11.13 $11.20 $10.90 $10.94 9,301,800
21/05/2026 $11.53 $11.61 $11.31 $11.33 6,415,700
20/05/2026 $11.69 $11.78 $11.37 $11.49 8,999,400
19/05/2026 $11.72 $11.94 $11.68 $11.90 7,342,900