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BABX vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BABX vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in GraniteShares 2x Long BABA Daily ETF (BABX) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, BABX achieves a -32.66% return, which is significantly lower than USO's 103.67% return.


BABX

1D
-5.49%
1M
-11.33%
YTD
-32.66%
6M
-42.73%
1Y
-3.46%
3Y*
6.70%
5Y*
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BABX vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
BABX
GraniteShares 2x Long BABA Daily ETF
-32.66%123.85%1.23%-33.89%-7.32%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%6.45%

Correlation

The correlation between BABX and USO is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (All Time)
Calculated using the full available price history since Dec 14, 2022

0.03

The correlation between BABX and USO shifts across timeframes, from -0.14 (1 year) to 0.03 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

BABX vs. USO — Risk / Return Rank

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

BABX
BABX Risk / Return Rank: 1010
Overall Rank
BABX Sharpe Ratio Rank: 88
Sharpe Ratio Rank
BABX Sortino Ratio Rank: 1414
Sortino Ratio Rank
BABX Omega Ratio Rank: 1313
Omega Ratio Rank
BABX Calmar Ratio Rank: 88
Calmar Ratio Rank
BABX Martin Ratio Rank: 88
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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.

BABX vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for GraniteShares 2x Long BABA Daily ETF (BABX) 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.


BABXUSODifference
Sharpe ratioReturn per unit of total volatility

-2.35

Sortino ratioReturn per unit of downside risk

-2.26

Omega ratioGain probability vs. loss probability

1.07

1.38

-0.32

Calmar ratioReturn relative to maximum drawdown

-0.05

5.01

-5.06

Martin ratioReturn relative to average drawdown

-0.10

9.42

-9.51

BABX vs. USO - Sharpe Ratio Comparison

The current BABX Sharpe Ratio is -0.04, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of BABX and USO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


BABXUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.04

2.31

-2.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.02

-0.18

+0.15

Drawdowns

BABX vs. USO - Drawdown Comparison

The maximum BABX drawdown since its inception was -70.62%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for BABX and USO.


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Drawdown Indicators


BABXUSODifference

Max Drawdown

Largest peak-to-trough decline

-70.62%

-98.19%

+27.57%

Max Drawdown (1Y)

Largest decline over 1 year

-64.86%

-20.39%

-44.47%

Max Drawdown (3Y)

Largest decline over 3 years

-64.86%

-26.05%

-38.81%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-61.99%

-85.01%

+23.02%

Average Drawdown

Average peak-to-trough decline

-45.24%

-75.30%

+30.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.29%

10.82%

+25.47%

Volatility

BABX vs. USO - Volatility Comparison

GraniteShares 2x Long BABA Daily ETF (BABX) has a higher volatility of 29.31% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that BABX's price experiences larger fluctuations and is considered to be riskier 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


BABXUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

29.31%

14.87%

+14.44%

Volatility (6M)

Calculated over the trailing 6-month period

57.74%

38.23%

+19.51%

Volatility (1Y)

Calculated over the trailing 1-year period

87.52%

44.20%

+43.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

83.12%

36.06%

+47.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

83.12%

39.00%

+44.12%

BABX vs. USO - Expense Ratio Comparison

BABX has a 1.15% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

BABX vs. USO - Dividend Comparison

Neither BABX nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


BABX and USO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BABX has higher volatility (29.31%) compared to USO (14.87%). In terms of maximum drawdown, BABX dropped -70.62% vs USO's -98.19%.

On 3-year performance, USO leads with 29.98% vs 6.70% for BABX. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 14.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, USO has performed better with a 29.98% return vs 6.70%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.15% for BABX.

BABX and USO have nearly identical dividend yields, around 0.00%.

BABX is categorized as Leveraged Equities, while USO is Oil & Gas. They also come from different issuers: GraniteShares and USCF. Their fees differ too: 1.15% for BABX and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs -0.04), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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