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HBR.L vs. USO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between HBR.L and USO is 0.39, 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.


-0.50.00.51.00.4

Performance

HBR.L vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Harbour Energy plc (HBR.L) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-17.09%
0.77%
HBR.L
USO

Key characteristics

Sharpe Ratio

HBR.L:

-0.01

USO:

0.36

Sortino Ratio

HBR.L:

0.23

USO:

0.69

Omega Ratio

HBR.L:

1.03

USO:

1.08

Calmar Ratio

HBR.L:

-0.00

USO:

0.10

Martin Ratio

HBR.L:

-0.02

USO:

1.09

Ulcer Index

HBR.L:

13.27%

USO:

8.69%

Daily Std Dev

HBR.L:

33.28%

USO:

26.43%

Max Drawdown

HBR.L:

-97.89%

USO:

-98.19%

Current Drawdown

HBR.L:

-97.31%

USO:

-91.67%

Returns By Period

In the year-to-date period, HBR.L achieves a -6.07% return, which is significantly lower than USO's 3.60% return. Over the past 10 years, HBR.L has underperformed USO with an annualized return of -22.08%, while USO has yielded a comparatively higher -6.74% annualized return.


HBR.L

YTD

-6.07%

1M

-10.38%

6M

-14.30%

1Y

-1.49%

5Y*

-32.71%

10Y*

-22.08%

USO

YTD

3.60%

1M

-2.94%

6M

0.81%

1Y

8.54%

5Y*

-2.04%

10Y*

-6.74%

*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

HBR.L vs. USO — Risk-Adjusted Performance Rank

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

HBR.L
The Risk-Adjusted Performance Rank of HBR.L is 4242
Overall Rank
The Sharpe Ratio Rank of HBR.L is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of HBR.L is 3838
Sortino Ratio Rank
The Omega Ratio Rank of HBR.L is 3737
Omega Ratio Rank
The Calmar Ratio Rank of HBR.L is 4545
Calmar Ratio Rank
The Martin Ratio Rank of HBR.L is 4444
Martin Ratio Rank

USO
The Risk-Adjusted Performance Rank of USO is 1313
Overall Rank
The Sharpe Ratio Rank of USO is 1313
Sharpe Ratio Rank
The Sortino Ratio Rank of USO is 1414
Sortino Ratio Rank
The Omega Ratio Rank of USO is 1313
Omega Ratio Rank
The Calmar Ratio Rank of USO is 99
Calmar Ratio Rank
The Martin Ratio Rank of USO is 1414
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.

HBR.L vs. USO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbour Energy plc (HBR.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.


Sharpe ratio
The chart of Sharpe ratio for HBR.L, currently valued at -0.12, compared to the broader market-2.000.002.004.00-0.120.25
The chart of Sortino ratio for HBR.L, currently valued at 0.06, compared to the broader market-6.00-4.00-2.000.002.004.000.060.54
The chart of Omega ratio for HBR.L, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.06
The chart of Calmar ratio for HBR.L, currently valued at -0.04, compared to the broader market0.002.004.006.00-0.040.07
The chart of Martin ratio for HBR.L, currently valued at -0.31, compared to the broader market0.0010.0020.0030.00-0.310.76
HBR.L
USO

The current HBR.L Sharpe Ratio is -0.01, which is lower than the USO Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of HBR.L 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-0.500.000.501.00SeptemberOctoberNovemberDecember2025February
-0.12
0.25
HBR.L
USO

Dividends

HBR.L vs. USO - Dividend Comparison

HBR.L's dividend yield for the trailing twelve months is around 8.55%, while USO has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
HBR.L
Harbour Energy plc
8.55%8.04%6.25%5.90%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.03%
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

HBR.L vs. USO - Drawdown Comparison

The maximum HBR.L drawdown since its inception was -97.89%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for HBR.L and USO. For additional features, visit the drawdowns tool.


-98.00%-96.00%-94.00%-92.00%SeptemberOctoberNovemberDecember2025February
-97.92%
-91.67%
HBR.L
USO

Volatility

HBR.L vs. USO - Volatility Comparison

Harbour Energy plc (HBR.L) has a higher volatility of 11.70% compared to United States Oil Fund LP (USO) at 6.22%. This indicates that HBR.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.


4.00%6.00%8.00%10.00%12.00%14.00%SeptemberOctoberNovemberDecember2025February
11.70%
6.22%
HBR.L
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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