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ACB vs. USO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

ACB vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Aurora Cannabis Inc. (ACB) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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ACB vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACB
Aurora Cannabis Inc.
-20.62%-0.71%-10.75%-48.38%-82.95%-34.90%-67.94%-56.45%-34.99%343.60%
USO
United States Oil Fund LP
79.42%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Returns By Period

In the year-to-date period, ACB achieves a -20.62% return, which is significantly lower than USO's 79.42% return. Over the past 10 years, ACB has underperformed USO with an annualized return of -23.56%, while USO has yielded a comparatively higher 5.22% annualized return.


ACB

1D
2.45%
1M
-9.70%
YTD
-20.62%
6M
-41.54%
1Y
-23.34%
3Y*
-21.68%
5Y*
-48.38%
10Y*
-23.56%

USO

1D
-2.48%
1M
42.32%
YTD
79.42%
6M
69.66%
1Y
60.99%
3Y*
23.15%
5Y*
24.29%
10Y*
5.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

ACB vs. USO — Risk / Return Rank

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

ACB
ACB Risk / Return Rank: 2626
Overall Rank
ACB Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
ACB Sortino Ratio Rank: 2727
Sortino Ratio Rank
ACB Omega Ratio Rank: 2828
Omega Ratio Rank
ACB Calmar Ratio Rank: 2626
Calmar Ratio Rank
ACB Martin Ratio Rank: 2626
Martin Ratio Rank

USO
USO Risk / Return Rank: 7575
Overall Rank
USO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
USO Sortino Ratio Rank: 8282
Sortino Ratio Rank
USO Omega Ratio Rank: 7474
Omega Ratio Rank
USO Calmar Ratio Rank: 8989
Calmar Ratio Rank
USO Martin Ratio Rank: 5151
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACB vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Aurora Cannabis Inc. (ACB) and United States Oil Fund LP (USO). 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.


ACBUSODifference

Sharpe ratio

Return per unit of total volatility

-0.33

1.56

-1.89

Sortino ratio

Return per unit of downside risk

-0.06

2.22

-2.28

Omega ratio

Gain probability vs. loss probability

0.99

1.28

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.47

2.97

-3.43

Martin ratio

Return relative to average drawdown

-0.91

5.14

-6.04

ACB vs. USO - Sharpe Ratio Comparison

The current ACB Sharpe Ratio is -0.33, which is lower than the USO Sharpe Ratio of 1.56. The chart below compares the historical Sharpe Ratios of ACB and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ACBUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.33

1.56

-1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.54

0.71

-1.25

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.24

0.14

-0.38

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.26

-0.19

-0.06

Correlation

The correlation between ACB and USO is 0.12, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

ACB vs. USO - Dividend Comparison

Neither ACB nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ACB vs. USO - Drawdown Comparison

The maximum ACB drawdown since its inception was -99.80%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for ACB and USO.


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Drawdown Indicators


ACBUSODifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-98.19%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-50.56%

-20.39%

-30.17%

Max Drawdown (5Y)

Largest decline over 5 years

-97.17%

-36.23%

-60.94%

Max Drawdown (10Y)

Largest decline over 10 years

-99.80%

-86.75%

-13.05%

Current Drawdown

Current decline from peak

-99.77%

-86.80%

-12.97%

Average Drawdown

Average peak-to-trough decline

-70.20%

-75.21%

+5.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.16%

11.77%

+14.39%

Volatility

ACB vs. USO - Volatility Comparison

The current volatility for Aurora Cannabis Inc. (ACB) is 13.48%, while United States Oil Fund LP (USO) has a volatility of 22.21%. This indicates that ACB experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACBUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

13.48%

22.21%

-8.73%

Volatility (6M)

Calculated over the trailing 6-month period

42.33%

29.81%

+12.52%

Volatility (1Y)

Calculated over the trailing 1-year period

69.94%

39.35%

+30.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

90.13%

34.40%

+55.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

97.93%

38.33%

+59.60%