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KSTR vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

KSTR vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in KraneShares SSE STAR Market 50 Index ETF (KSTR) 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, KSTR achieves a 31.11% return, which is significantly lower than USO's 98.48% return.


KSTR

1D
2.65%
1M
4.77%
YTD
31.11%
6M
35.86%
1Y
82.70%
3Y*
15.82%
5Y*
-0.07%
10Y*

USO

1D
1.31%
1M
-3.87%
YTD
98.48%
6M
95.54%
1Y
97.37%
3Y*
28.86%
5Y*
23.92%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

KSTR vs. USO - Yearly Performance Comparison


2026 (YTD)20252024202320222021
KSTR
KraneShares SSE STAR Market 50 Index ETF
31.11%42.82%6.12%-17.93%-38.51%-1.70%
USO
United States Oil Fund LP
98.48%-8.46%13.35%-4.94%28.97%53.13%

Correlation

The correlation between KSTR and USO is -0.14, 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

-0.14

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

0.00

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (All Time)
Calculated using the full available price history since Jan 28, 2021

0.04

The correlation between KSTR and USO shifts across timeframes, from -0.14 (1 year) to 0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

KSTR vs. USO — Risk / Return Rank

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

KSTR
KSTR Risk / Return Rank: 7070
Overall Rank
KSTR Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
KSTR Sortino Ratio Rank: 6464
Sortino Ratio Rank
KSTR Omega Ratio Rank: 6565
Omega Ratio Rank
KSTR Calmar Ratio Rank: 8585
Calmar Ratio Rank
KSTR Martin Ratio Rank: 6565
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8888
Calmar Ratio Rank
USO Martin Ratio Rank: 5555
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.

KSTR vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for KraneShares SSE STAR Market 50 Index ETF (KSTR) 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.


KSTRUSODifference

Sharpe ratio

Return per unit of total volatility

2.34

2.22

+0.13

Sortino ratio

Return per unit of downside risk

2.99

2.81

+0.18

Omega ratio

Gain probability vs. loss probability

1.39

1.37

+0.02

Calmar ratio

Return relative to maximum drawdown

4.71

5.12

-0.41

Martin ratio

Return relative to average drawdown

12.00

9.66

+2.34

KSTR vs. USO - Sharpe Ratio Comparison

The current KSTR Sharpe Ratio is 2.34, which is comparable to the USO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of KSTR 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


KSTRUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.34

2.22

+0.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.00

0.67

-0.67

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

-0.18

+0.17

Drawdowns

KSTR vs. USO - Drawdown Comparison

The maximum KSTR drawdown since its inception was -66.46%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for KSTR and USO.


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Drawdown Indicators


KSTRUSODifference

Max Drawdown

Largest peak-to-trough decline

-66.46%

-98.19%

+31.73%

Max Drawdown (1Y)

Largest decline over 1 year

-17.70%

-20.39%

+2.69%

Max Drawdown (3Y)

Largest decline over 3 years

-41.55%

-26.05%

-15.50%

Max Drawdown (5Y)

Largest decline over 5 years

-66.46%

-36.23%

-30.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-12.20%

-85.39%

+73.19%

Average Drawdown

Average peak-to-trough decline

-38.79%

-75.30%

+36.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.95%

10.81%

-3.86%

Volatility

KSTR vs. USO - Volatility Comparison

KraneShares SSE STAR Market 50 Index ETF (KSTR) and United States Oil Fund LP (USO) have volatilities of 15.14% and 15.03%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


KSTRUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.14%

15.03%

+0.11%

Volatility (6M)

Calculated over the trailing 6-month period

26.19%

38.18%

-11.99%

Volatility (1Y)

Calculated over the trailing 1-year period

35.46%

44.26%

-8.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

38.31%

36.04%

+2.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.69%

39.00%

-1.31%

KSTR vs. USO - Expense Ratio Comparison

KSTR has a 0.89% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

KSTR vs. USO - Dividend Comparison

Neither KSTR nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


KSTR and USO have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

KSTR has higher volatility (15.14%) compared to USO (15.03%). In terms of maximum drawdown, KSTR dropped -66.46% vs USO's -98.19%.

On 5-year performance, USO leads with 23.92% vs -0.07% for KSTR. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 15.03%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 23.92% return vs -0.07%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 0.89% for KSTR.

KSTR and USO have nearly identical dividend yields, around 0.00%.

KSTR is categorized as China Equities, while USO is Oil & Gas. KSTR tracks SSE Science and Technology Innovation Board 50 Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: KraneShares and USCF. Their fees differ too: 0.89% for KSTR and 0.86% for USO.

KSTR currently has the higher Sharpe Ratio (2.34 vs 2.22), 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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