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CRK vs. USO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between CRK and USO is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

CRK vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comstock Resources, Inc. (CRK) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

-92.00%-90.00%-88.00%-86.00%-84.00%NovemberDecember2025FebruaryMarchApril
-86.19%
-87.55%
CRK
USO

Key characteristics

Sharpe Ratio

CRK:

1.99

USO:

-0.57

Sortino Ratio

CRK:

2.47

USO:

-0.65

Omega Ratio

CRK:

1.32

USO:

0.92

Calmar Ratio

CRK:

1.15

USO:

-0.18

Martin Ratio

CRK:

10.20

USO:

-1.70

Ulcer Index

CRK:

11.02%

USO:

10.01%

Daily Std Dev

CRK:

56.38%

USO:

29.76%

Max Drawdown

CRK:

-99.32%

USO:

-98.19%

Current Drawdown

CRK:

-94.93%

USO:

-92.79%

Returns By Period

In the year-to-date period, CRK achieves a 8.18% return, which is significantly higher than USO's -10.32% return. Over the past 10 years, CRK has outperformed USO with an annualized return of -1.59%, while USO has yielded a comparatively lower -8.18% annualized return.


CRK

YTD

8.18%

1M

4.62%

6M

70.21%

1Y

116.12%

5Y*

24.52%

10Y*

-1.59%

USO

YTD

-10.32%

1M

-6.82%

6M

-6.42%

1Y

-16.70%

5Y*

15.05%

10Y*

-8.18%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

CRK vs. USO — Risk-Adjusted Performance Rank

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

CRK
The Risk-Adjusted Performance Rank of CRK is 9292
Overall Rank
The Sharpe Ratio Rank of CRK is 9696
Sharpe Ratio Rank
The Sortino Ratio Rank of CRK is 9292
Sortino Ratio Rank
The Omega Ratio Rank of CRK is 9090
Omega Ratio Rank
The Calmar Ratio Rank of CRK is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CRK is 9595
Martin Ratio Rank

USO
The Risk-Adjusted Performance Rank of USO is 77
Overall Rank
The Sharpe Ratio Rank of USO is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of USO is 55
Sortino Ratio Rank
The Omega Ratio Rank of USO is 66
Omega Ratio Rank
The Calmar Ratio Rank of USO is 1414
Calmar Ratio Rank
The Martin Ratio Rank of USO is 22
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CRK vs. USO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comstock Resources, Inc. (CRK) 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.


Sharpe ratio
The chart of Sharpe ratio for CRK, currently valued at 1.99, compared to the broader market-2.00-1.000.001.002.003.00
CRK: 1.99
USO: -0.57
The chart of Sortino ratio for CRK, currently valued at 2.47, compared to the broader market-6.00-4.00-2.000.002.004.00
CRK: 2.47
USO: -0.65
The chart of Omega ratio for CRK, currently valued at 1.32, compared to the broader market0.501.001.502.00
CRK: 1.32
USO: 0.92
The chart of Calmar ratio for CRK, currently valued at 1.15, compared to the broader market0.001.002.003.004.00
CRK: 1.15
USO: -0.18
The chart of Martin ratio for CRK, currently valued at 10.20, compared to the broader market-5.000.005.0010.0015.0020.00
CRK: 10.20
USO: -1.70

The current CRK Sharpe Ratio is 1.99, which is higher than the USO Sharpe Ratio of -0.57. The chart below compares the historical Sharpe Ratios of CRK and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00NovemberDecember2025FebruaryMarchApril
1.99
-0.57
CRK
USO

Dividends

CRK vs. USO - Dividend Comparison

Neither CRK nor USO has paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CRK
Comstock Resources, Inc.
0.00%0.00%5.65%0.91%0.00%0.00%0.00%0.00%0.00%0.00%0.00%7.34%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

CRK vs. USO - Drawdown Comparison

The maximum CRK drawdown since its inception was -99.32%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CRK and USO. For additional features, visit the drawdowns tool.


-97.00%-96.00%-95.00%-94.00%-93.00%-92.00%-91.00%NovemberDecember2025FebruaryMarchApril
-94.93%
-92.79%
CRK
USO

Volatility

CRK vs. USO - Volatility Comparison

Comstock Resources, Inc. (CRK) has a higher volatility of 25.70% compared to United States Oil Fund LP (USO) at 14.29%. This indicates that CRK'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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
25.70%
14.29%
CRK
USO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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