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CRDO vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

CRDO vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Credo Technology Group Holding Ltd (CRDO) 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, CRDO achieves a 49.14% return, which is significantly lower than USO's 103.67% return.


CRDO

1D
-6.29%
1M
19.18%
YTD
49.14%
6M
13.43%
1Y
198.39%
3Y*
135.36%
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)

CRDO vs. USO - Yearly Performance Comparison


2026 (YTD)2025202420232022
CRDO
Credo Technology Group Holding Ltd
49.14%114.09%245.20%46.28%14.25%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%13.34%

Correlation

The correlation between CRDO and USO is -0.10, 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

-0.10

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

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2022

0.07

The correlation between CRDO and USO shifts across timeframes, from -0.10 (1 year) to 0.07 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

CRDO vs. USO — Risk / Return Rank

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

CRDO
CRDO Risk / Return Rank: 8585
Overall Rank
CRDO Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
CRDO Sortino Ratio Rank: 8484
Sortino Ratio Rank
CRDO Omega Ratio Rank: 8181
Omega Ratio Rank
CRDO Calmar Ratio Rank: 8686
Calmar Ratio Rank
CRDO Martin Ratio Rank: 8585
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.

CRDO vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credo Technology Group Holding Ltd (CRDO) 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.


CRDOUSODifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

-0.18

Omega ratioGain probability vs. loss probability

1.32

1.38

-0.06

Calmar ratioReturn relative to maximum drawdown

3.73

5.01

-1.28

Martin ratioReturn relative to average drawdown

8.99

9.42

-0.43

CRDO vs. USO - Sharpe Ratio Comparison

The current CRDO Sharpe Ratio is 2.35, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of CRDO 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


CRDOUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.35

2.31

+0.04

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

1.18

-0.18

+1.36

Drawdowns

CRDO vs. USO - Drawdown Comparison

The maximum CRDO drawdown since its inception was -62.04%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CRDO and USO.


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Drawdown Indicators


CRDOUSODifference

Max Drawdown

Largest peak-to-trough decline

-62.04%

-98.19%

+36.15%

Max Drawdown (1Y)

Largest decline over 1 year

-53.59%

-20.39%

-33.20%

Max Drawdown (3Y)

Largest decline over 3 years

-61.05%

-26.05%

-35.00%

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

-9.08%

-85.01%

+75.93%

Average Drawdown

Average peak-to-trough decline

-19.49%

-75.30%

+55.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.17%

10.82%

+11.35%

Volatility

CRDO vs. USO - Volatility Comparison

Credo Technology Group Holding Ltd (CRDO) has a higher volatility of 28.92% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that CRDO'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


CRDOUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

28.92%

14.87%

+14.05%

Volatility (6M)

Calculated over the trailing 6-month period

64.87%

38.23%

+26.64%

Volatility (1Y)

Calculated over the trailing 1-year period

86.00%

44.20%

+41.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

81.41%

36.06%

+45.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.41%

39.00%

+42.41%

Dividends

CRDO vs. USO - Dividend Comparison

Neither CRDO nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


CRDO and USO have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CRDO has higher volatility (28.92%) compared to USO (14.87%). In terms of maximum drawdown, CRDO dropped -62.04% vs USO's -98.19%.

CRDO currently has the higher Sharpe Ratio (2.35 vs 2.31), 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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