CHKP vs. USO
CHKP (Check Point Software Technologies Ltd.) is a stock, while USO (United States Oil Fund LP) is Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Over the past 10 years, CHKP returned 4.81%/yr vs 3.57%/yr for USO. At a 0.15 correlation, their price movements are largely independent.
Performance
CHKP vs. USO - Performance Comparison
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Returns By Period
In the year-to-date period, CHKP achieves a -26.46% return, which is significantly lower than USO's 97.72% return. Over the past 10 years, CHKP has outperformed USO with an annualized return of 4.81%, while USO has yielded a comparatively lower 3.57% annualized return.
CHKP
- 1D
- 0.57%
- 1M
- 16.00%
- YTD
- -26.46%
- 6M
- -30.32%
- 1Y
- -40.90%
- 3Y*
- 3.25%
- 5Y*
- 2.61%
- 10Y*
- 4.81%
USO
- 1D
- -2.92%
- 1M
- -5.15%
- YTD
- 97.72%
- 6M
- 91.54%
- 1Y
- 97.20%
- 3Y*
- 28.78%
- 5Y*
- 23.67%
- 10Y*
- 3.57%
CHKP vs. USO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CHKP Check Point Software Technologies Ltd. | -26.46% | -0.61% | 22.19% | 21.11% | 8.24% | -12.30% | 19.78% | 8.10% | -0.94% | 22.69% |
USO United States Oil Fund LP | 97.72% | -8.46% | 13.35% | -4.94% | 28.97% | 64.68% | -67.79% | 32.61% | -19.57% | 2.47% |
Correlation
The correlation between CHKP and USO is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Apr 11, 2006 | 0.15 |
The correlation between CHKP and USO shifts across timeframes, from -0.01 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CHKP vs. USO — Risk / Return Rank
CHKP
USO
CHKP vs. USO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Check Point Software Technologies Ltd. (CHKP) 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.
| CHKP | USO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.29 | ||
| Sortino ratioReturn per unit of downside risk | -4.19 | ||
| Omega ratioGain probability vs. loss probability | 0.79 | 1.37 | -0.58 |
| Calmar ratioReturn relative to maximum drawdown | -0.79 | 4.79 | -5.58 |
| Martin ratioReturn relative to average drawdown | -1.57 | 9.00 | -10.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CHKP | USO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.08 | 2.21 | -3.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.09 | 0.66 | -0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.19 | 0.09 | +0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | -0.18 | +0.43 |
Drawdowns
CHKP vs. USO - Drawdown Comparison
The maximum CHKP drawdown since its inception was -89.31%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CHKP and USO.
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Drawdown Indicators
| CHKP | USO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.31% | -98.19% | +8.88% |
Max Drawdown (1Y)Largest decline over 1 year | -51.83% | -20.39% | -31.44% |
Max Drawdown (3Y)Largest decline over 3 years | -51.83% | -26.05% | -25.78% |
Max Drawdown (5Y)Largest decline over 5 years | -51.83% | -36.23% | -15.60% |
Max Drawdown (10Y)Largest decline over 10 years | -51.83% | -86.75% | +34.92% |
Current DrawdownCurrent decline from peak | -41.55% | -85.45% | +43.90% |
Average DrawdownAverage peak-to-trough decline | -41.58% | -75.30% | +33.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 26.12% | 10.84% | +15.28% |
Volatility
CHKP vs. USO - Volatility Comparison
The current volatility for Check Point Software Technologies Ltd. (CHKP) is 9.61%, while United States Oil Fund LP (USO) has a volatility of 14.97%. This indicates that CHKP 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
| CHKP | USO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.61% | 14.97% | -5.36% |
Volatility (6M)Calculated over the trailing 6-month period | 32.44% | 38.35% | -5.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 37.93% | 44.32% | -6.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.58% | 36.09% | -8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.03% | 39.00% | -12.97% |
Dividends
CHKP vs. USO - Dividend Comparison
Neither CHKP nor USO has paid dividends to shareholders.
Frequently Asked Questions
CHKP and USO have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USO has higher volatility (14.97%) compared to CHKP (9.61%). In terms of maximum drawdown, CHKP dropped -89.31% vs USO's -98.19%.
USO currently has the higher Sharpe Ratio (2.21 vs -1.08), 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.
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