KEY.TO vs. USO
Compare and contrast key facts about Keyera Corp. (KEY.TO) 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: KEY.TO or USO.
Key characteristics
| KEY.TO | USO | |
|---|---|---|
| YTD Return | 39.55% | 11.46% |
| 1Y Return | 37.96% | -0.75% |
| 3Y Return (Ann) | 19.14% | 9.57% |
| 5Y Return (Ann) | 13.40% | -4.71% |
| 10Y Return (Ann) | 4.57% | -11.02% |
| Sharpe Ratio | 2.66 | -0.09 |
| Sortino Ratio | 3.80 | 0.08 |
| Omega Ratio | 1.48 | 1.01 |
| Calmar Ratio | 5.71 | -0.03 |
| Martin Ratio | 15.95 | -0.30 |
| Ulcer Index | 2.41% | 8.15% |
| Daily Std Dev | 14.45% | 28.59% |
| Max Drawdown | -73.59% | -98.19% |
| Current Drawdown | -3.05% | -92.10% |
Correlation
The correlation between KEY.TO and USO is 0.37, 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
KEY.TO vs. USO - Performance Comparison
In the year-to-date period, KEY.TO achieves a 39.55% return, which is significantly higher than USO's 11.46% return. Over the past 10 years, KEY.TO has outperformed USO with an annualized return of 4.57%, while USO has yielded a comparatively lower -11.02% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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
KEY.TO vs. USO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Keyera Corp. (KEY.TO) 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
KEY.TO vs. USO - Dividend Comparison
KEY.TO's dividend yield for the trailing twelve months is around 4.71%, while USO has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
KEY.TO Keyera Corp. | 4.71% | 6.12% | 6.49% | 6.73% | 8.49% | 5.44% | 6.70% | 4.66% | 3.80% | 2.70% | 0.00% | 0.00% |
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
KEY.TO vs. USO - Drawdown Comparison
The maximum KEY.TO drawdown since its inception was -73.59%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for KEY.TO and USO. For additional features, visit the drawdowns tool.
Volatility
KEY.TO vs. USO - Volatility Comparison
The current volatility for Keyera Corp. (KEY.TO) is 2.80%, while United States Oil Fund LP (USO) has a volatility of 11.77%. This indicates that KEY.TO 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.