DEC.L vs. USO
Compare and contrast key facts about Diversified Energy Company plc (DEC.L) and United States Oil Fund LP (USO).
USO is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Light Sweet Crude Oil. It was launched on Apr 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DEC.L or USO.
Key characteristics
| DEC.L | USO | |
|---|---|---|
| YTD Return | -11.98% | 6.06% |
| 1Y Return | -26.33% | -3.06% |
| 3Y Return (Ann) | -21.88% | 8.12% |
| 5Y Return (Ann) | -13.79% | -5.81% |
| Sharpe Ratio | -0.68 | -0.05 |
| Sortino Ratio | -0.79 | 0.12 |
| Omega Ratio | 0.90 | 1.01 |
| Calmar Ratio | -0.43 | -0.02 |
| Martin Ratio | -0.99 | -0.20 |
| Ulcer Index | 30.96% | 7.81% |
| Daily Std Dev | 44.97% | 28.30% |
| Max Drawdown | -71.01% | -98.19% |
| Current Drawdown | -65.35% | -92.48% |
Correlation
The correlation between DEC.L and USO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
DEC.L vs. USO - Performance Comparison
In the year-to-date period, DEC.L achieves a -11.98% return, which is significantly lower than USO's 6.06% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
DEC.L vs. USO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Diversified Energy Company plc (DEC.L) 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.
Dividends
DEC.L vs. USO - Dividend Comparison
DEC.L's dividend yield for the trailing twelve months is around 18.66%, while USO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|
DEC.L Diversified Energy Company plc | 18.66% | 25.25% | 11.80% | 205.03% | 753.67% | 1,459,765.26% | 973,504.27% | 965,804.42% |
USO United States Oil Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
DEC.L vs. USO - Drawdown Comparison
The maximum DEC.L drawdown since its inception was -71.01%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for DEC.L and USO. For additional features, visit the drawdowns tool.
Volatility
DEC.L vs. USO - Volatility Comparison
Diversified Energy Company plc (DEC.L) has a higher volatility of 11.31% compared to United States Oil Fund LP (USO) at 10.02%. This indicates that DEC.L'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.