Summary
UNG
Prices · period metrics · 12M
NAV as of 16/07/2026
02/04/2025 → 02/04/2026
Return -34.05% 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: 16/07/2026

Current price: $10.42

Expense ratio: 1.17%

Assets under management
$418.9M
-1.61% 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

-11.39%

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

-3.34%

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

0.87%

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

-34.05%

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

-28.68%

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

-61.52%

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: 16/07/2025 - 16/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

-0.094%

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
16/07/2026 $10.59 $10.69 $10.18 $10.42 11,982,800
15/07/2026 $10.40 $10.58 $10.35 $10.55 5,971,500
14/07/2026 $10.41 $10.55 $10.32 $10.52 5,657,700
13/07/2026 $10.31 $10.50 $10.26 $10.37 11,573,600
10/07/2026 $10.57 $10.62 $10.35 $10.60 8,356,400
09/07/2026 $11.29 $11.29 $10.78 $10.83 10,983,300
08/07/2026 $11.84 $11.85 $11.54 $11.60 5,952,400
07/07/2026 $11.65 $11.85 $11.62 $11.76 5,501,800
06/07/2026 $11.52 $11.72 $11.46 $11.71 3,871,000
02/07/2026 $11.47 $11.59 $11.34 $11.58 5,114,700