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CARU vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CARU vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Max Auto Industry 3X Leveraged ETN (CARU) 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, CARU achieves a -24.98% return, which is significantly lower than USO's 76.58% return.


CARU

1D
3.40%
1M
-4.68%
6M
-23.35%
YTD
-24.98%
1Y
-12.14%
3Y*
-8.94%
5Y*
10Y*
ALL TIME*
-3.46%

USO

1D
-5.46%
1M
17.45%
6M
62.11%
YTD
76.58%
1Y
57.66%
3Y*
18.29%
5Y*
20.94%
10Y*
4.47%
ALL TIME*
-7.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.44K$33.09K$19.89K
$981.29M$906.75M$905.81M

CARU vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023
CARU
Max Auto Industry 3X Leveraged ETN
-24.98%7.29%23.44%-9.74%
USO
United States Oil Fund LP
76.58%-8.46%13.35%8.73%

Correlation

The correlation between CARU and USO is -0.31, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.31

Correlation (3Y)
Balances recent behavior with more history.

-0.06

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2023

-0.05

Over the past year, the inverse relationship between CARU and USO has strengthened: their correlation has moved from -0.05 to -0.31, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

CARU vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CARU
CARU Risk / Return Rank: 99
Overall Rank
CARU Sharpe Ratio Rank: 88
Sharpe Ratio Rank
CARU Sortino Ratio Rank: 1212
Sortino Ratio Rank
CARU Omega Ratio Rank: 1212
Omega Ratio Rank
CARU Calmar Ratio Rank: 77
Calmar Ratio Rank
CARU Martin Ratio Rank: 88
Martin Ratio Rank

USO
USO Risk / Return Rank: 4949
Overall Rank
USO Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5252
Sortino Ratio Rank
USO Omega Ratio Rank: 5050
Omega Ratio Rank
USO Calmar Ratio Rank: 4949
Calmar Ratio Rank
USO Martin Ratio Rank: 4646
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CARU vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Max Auto Industry 3X Leveraged ETN (CARU) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


CARUUSODifference
Sharpe ratioReturn per unit of total volatility

-1.40

Sortino ratioReturn per unit of downside risk

-1.62

Omega ratioGain probability vs. loss probability

1.03

1.23

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.24

1.78

-2.02

Martin ratioReturn relative to average drawdown

-0.43

5.23

-5.66

CARU vs. USO - Sharpe Ratio Comparison

The current CARU Sharpe Ratio is -0.17, which is lower than the USO Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of CARU 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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Drawdowns

CARU vs. USO - Drawdown Comparison

The maximum CARU drawdown since its inception was -66.44%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CARU and USO.


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Drawdown Indicators


CARUUSODifference

Max Drawdown

Largest peak-to-trough decline

-66.44%

-98.19%

+31.75%

Max Drawdown (1Y)

Largest decline over 1 year

-50.87%

-32.49%

-18.38%

Max Drawdown (3Y)

Largest decline over 3 years

-59.03%

-32.49%

-26.54%

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

-40.76%

-87.01%

+46.25%

Average Drawdown

Average peak-to-trough decline

-36.15%

-75.38%

+39.23%

Ulcer Index

Depth and duration of drawdowns from previous peaks

28.31%

11.24%

+17.07%

Volatility

CARU vs. USO - Volatility Comparison

Max Auto Industry 3X Leveraged ETN (CARU) has a higher volatility of 23.85% compared to United States Oil Fund LP (USO) at 18.95%. This indicates that CARU'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


CARUUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

23.85%

18.95%

+4.90%

Volatility (6M)

Calculated over the trailing 6-month period

54.89%

43.21%

+11.68%

Volatility (1Y)

Calculated over the trailing 1-year period

71.88%

47.21%

+24.67%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

80.17%

37.13%

+43.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

80.17%

39.32%

+40.85%

CARU vs. USO - Expense Ratio Comparison

CARU has a 0.95% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

CARU vs. USO - Dividend Comparison

Neither CARU nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CARU and USO have a correlation of -0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CARU has higher volatility (23.85%) compared to USO (18.95%). In terms of maximum drawdown, CARU dropped -66.44% vs USO's -98.19%.

On 3-year performance, USO leads with 18.29% vs -8.94% for CARU. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 18.95%. 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 18.29% return vs -8.94%. 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 0.95% for CARU.

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

CARU is categorized as Leveraged Equities, while USO is Oil & Gas. CARU tracks Prime Auto Industry Index - Benchmark TR Net (--300%), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Max and USCF. Their fees differ too: 0.95% for CARU and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.23 vs -0.17), 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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