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LEU vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

LEU vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Centrus Energy Corp. (LEU) 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, LEU achieves a -27.12% return, which is significantly lower than USO's 86.77% return. Over the past 10 years, LEU has outperformed USO with an annualized return of 49.65%, while USO has yielded a comparatively lower 5.64% annualized return.


LEU

1D
0.10%
1M
9.13%
6M
-36.42%
YTD
-27.12%
1Y
-15.07%
3Y*
68.38%
5Y*
50.14%
10Y*
49.65%
ALL TIME*
-8.54%

USO

1D
1.33%
1M
24.23%
6M
62.44%
YTD
86.77%
1Y
66.76%
3Y*
20.97%
5Y*
20.59%
10Y*
5.64%
ALL TIME*
-6.85%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$119.87M$138.14M$155.66M
$968.42M$871.56M$931.57M

LEU vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LEU
Centrus Energy Corp.
-27.12%264.45%22.42%67.52%-34.92%115.78%236.19%307.10%-57.86%-37.15%
USO
United States Oil Fund LP
86.77%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between LEU and USO is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.12

Correlation (3Y)
Balances recent behavior with more history.

0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.13

Correlation (10Y)
Provides a long-term view across more market conditions.

0.13

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.16

The correlation between LEU and USO shifts across timeframes, from -0.12 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

LEU vs. USO — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

LEU
LEU Risk / Return Rank: 3838
Overall Rank
LEU Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
LEU Sortino Ratio Rank: 4242
Sortino Ratio Rank
LEU Omega Ratio Rank: 4141
Omega Ratio Rank
LEU Calmar Ratio Rank: 3535
Calmar Ratio Rank
LEU Martin Ratio Rank: 3737
Martin Ratio Rank

USO
USO Risk / Return Rank: 5555
Overall Rank
USO Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 5757
Omega Ratio Rank
USO Calmar Ratio Rank: 5555
Calmar Ratio Rank
USO Martin Ratio Rank: 4949
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

LEU vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Centrus Energy Corp. (LEU) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


LEUUSODifference
Sharpe ratioReturn per unit of total volatility

-1.53

Sortino ratioReturn per unit of downside risk

-1.63

Omega ratioGain probability vs. loss probability

1.04

1.25

-0.20

Calmar ratioReturn relative to maximum drawdown

-0.27

1.93

-2.20

Martin ratioReturn relative to average drawdown

-0.40

5.60

-6.00

LEU vs. USO - Sharpe Ratio Comparison

The current LEU Sharpe Ratio is -0.19, which is lower than the USO Sharpe Ratio of 1.34. The chart below compares the historical Sharpe Ratios of LEU 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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Drawdowns

LEU vs. USO - Drawdown Comparison

The maximum LEU drawdown since its inception was -99.98%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for LEU and USO.


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Drawdown Indicators


LEUUSODifference

Max Drawdown

Largest peak-to-trough decline

-99.98%

-98.19%

-1.79%

Max Drawdown (1Y)

Largest decline over 1 year

-66.37%

-32.49%

-33.88%

Max Drawdown (3Y)

Largest decline over 3 years

-66.37%

-32.49%

-33.88%

Max Drawdown (5Y)

Largest decline over 5 years

-78.23%

-36.23%

-42.00%

Max Drawdown (10Y)

Largest decline over 10 years

-83.84%

-86.75%

+2.91%

Current Drawdown

Current decline from peak

-97.39%

-86.26%

-11.13%

Average Drawdown

Average peak-to-trough decline

-74.09%

-75.38%

+1.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

44.26%

12.03%

+32.23%

Volatility

LEU vs. USO - Volatility Comparison

Centrus Energy Corp. (LEU) has a higher volatility of 24.64% compared to United States Oil Fund LP (USO) at 17.73%. This indicates that LEU'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.


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Volatility by Period


LEUUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

24.64%

17.73%

+6.91%

Volatility (6M)

Calculated over the trailing 6-month period

63.47%

42.79%

+20.68%

Volatility (1Y)

Calculated over the trailing 1-year period

92.07%

46.91%

+45.16%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

86.95%

37.06%

+49.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

82.61%

39.29%

+43.32%

Dividends

LEU vs. USO - Dividend Comparison

Neither LEU nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


LEU and USO have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LEU has higher volatility (24.64%) compared to USO (17.73%). In terms of maximum drawdown, LEU dropped -99.98% vs USO's -98.19%.

USO currently has the higher Sharpe Ratio (1.34 vs -0.19), 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

Find the right allocation for LEU and USO

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