Step 1: Find the sample space.
The first 20 natural numbers are:
$$
1,2,3,\ldots,20
$$
Hence,
$$
n(S)=20
$$
Step 2: Find favourable outcomes.
Multiples of $4$ up to $20$ are:
$$
4,8,12,16,20
$$
Among these, $12$ is also a multiple of $6$.
Therefore favourable numbers are:
$$
4,8,16,20
$$
Hence,
$$
n(E)=4
$$
Step 3: Compute probability.
$$
P(E)=\frac{4}{20}=\frac{1}{5}
$$
\[
\boxed{\frac{1}{5}}
\]