PortfoliosLab logoPortfoliosLab logo
BUFM vs. OILK
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BUFM vs. OILK - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AB Moderate Buffer ETF (BUFM) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, BUFM achieves a 3.71% return, which is significantly lower than OILK's 64.22% return.


BUFM

1D
-0.13%
1M
2.19%
YTD
3.71%
6M
4.16%
1Y
12.60%
3Y*
5Y*
10Y*

OILK

1D
1.40%
1M
-1.65%
YTD
64.22%
6M
60.70%
1Y
58.99%
3Y*
19.03%
5Y*
17.73%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BUFM vs. OILK - Yearly Performance Comparison


2026 (YTD)20252024
BUFM
AB Moderate Buffer ETF
3.71%12.94%-1.10%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
64.22%-11.86%4.21%

Correlation

The correlation between BUFM and OILK is -0.24, 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

-0.24

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

-0.04

The correlation between BUFM and OILK shifts across timeframes, from -0.24 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

BUFM vs. OILK — Risk / Return Rank

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

BUFM
BUFM Risk / Return Rank: 6767
Overall Rank
BUFM Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
BUFM Sortino Ratio Rank: 6767
Sortino Ratio Rank
BUFM Omega Ratio Rank: 7171
Omega Ratio Rank
BUFM Calmar Ratio Rank: 6363
Calmar Ratio Rank
BUFM Martin Ratio Rank: 6464
Martin Ratio Rank

OILK
OILK Risk / Return Rank: 5555
Overall Rank
OILK Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5353
Sortino Ratio Rank
OILK Omega Ratio Rank: 5454
Omega Ratio Rank
OILK Calmar Ratio Rank: 6868
Calmar Ratio Rank
OILK Martin Ratio Rank: 4242
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.

BUFM vs. OILK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AB Moderate Buffer ETF (BUFM) and ProShares K-1 Free Crude Oil Strategy ETF (OILK). 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.


BUFMOILKDifference
Sharpe ratioReturn per unit of total volatility

+0.13

Sortino ratioReturn per unit of downside risk

+0.46

Omega ratioGain probability vs. loss probability

1.42

1.34

+0.07

Calmar ratioReturn relative to maximum drawdown

3.11

3.42

-0.31

Martin ratioReturn relative to average drawdown

11.49

6.91

+4.58

BUFM vs. OILK - Sharpe Ratio Comparison

The current BUFM Sharpe Ratio is 2.19, which is comparable to the OILK Sharpe Ratio of 2.06. The chart below compares the historical Sharpe Ratios of BUFM and OILK, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


BUFMOILKDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.19

2.06

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

Sharpe Ratio (All Time)

Calculated using the full available price history

1.12

0.12

+1.01

Drawdowns

BUFM vs. OILK - Drawdown Comparison

The maximum BUFM drawdown since its inception was -9.43%, smaller than the maximum OILK drawdown of -83.76%. Use the drawdown chart below to compare losses from any high point for BUFM and OILK.


Loading charts...

Drawdown Indicators


BUFMOILKDifference

Max Drawdown

Largest peak-to-trough decline

-9.43%

-83.76%

+74.33%

Max Drawdown (1Y)

Largest decline over 1 year

-4.07%

-17.35%

+13.28%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

Current Drawdown

Current decline from peak

-0.13%

-3.66%

+3.53%

Average Drawdown

Average peak-to-trough decline

-0.99%

-32.61%

+31.62%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

8.56%

-7.46%

Volatility

BUFM vs. OILK - Volatility Comparison

The current volatility for AB Moderate Buffer ETF (BUFM) is 1.05%, while ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a volatility of 10.44%. This indicates that BUFM experiences smaller price fluctuations and is considered to be less risky than OILK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


BUFMOILKDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.05%

10.44%

-9.39%

Volatility (6M)

Calculated over the trailing 6-month period

4.37%

23.26%

-18.89%

Volatility (1Y)

Calculated over the trailing 1-year period

5.77%

28.75%

-22.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

9.43%

30.12%

-20.69%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

9.43%

35.97%

-26.54%

BUFM vs. OILK - Expense Ratio Comparison

BUFM has a 0.69% expense ratio, which is higher than OILK's 0.68% expense ratio.


Dividends

BUFM vs. OILK - Dividend Comparison

BUFM has not paid dividends to shareholders, while OILK's dividend yield for the trailing twelve months is around 8.18%.


PositionTTM202520242023202220212020201920182017
BUFM
AB Moderate Buffer ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
8.18%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%

Frequently Asked Questions


BUFM and OILK have a correlation of -0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OILK has higher volatility (10.44%) compared to BUFM (1.05%). In terms of maximum drawdown, BUFM dropped -9.43% vs OILK's -83.76%.

On 1-year performance, OILK leads with 58.99% vs 12.60% for BUFM. On fees, OILK is cheaper at 0.68% per year. On volatility, BUFM has been the lower-risk option at 1.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, OILK has performed better with a 58.99% return vs 12.60%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.69% for BUFM.

OILK has the higher dividend yield at 8.18%, compared with 0.00% for BUFM.

BUFM is categorized as Defined Outcome, while OILK is Oil & Gas. They also come from different issuers: AllianceBernstein and ProShares. Their fees differ too: 0.69% for BUFM and 0.68% for OILK.

BUFM currently has the higher Sharpe Ratio (2.19 vs 2.06), 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

Find the right allocation for BUFM and OILK

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer