PortfoliosLab logoPortfoliosLab logo
OILK vs. AAL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILK vs. AAL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares K-1 Free Crude Oil Strategy ETF (OILK) and American Airlines Group Inc. (AAL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

OILK vs. AAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
46.13%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
AAL
American Airlines Group Inc.
-29.94%-12.05%26.86%8.02%-29.18%13.89%-44.81%-9.57%-37.69%12.40%

Returns By Period

In the year-to-date period, OILK achieves a 46.13% return, which is significantly higher than AAL's -29.94% return.


OILK

1D
-4.10%
1M
25.62%
YTD
46.13%
6M
36.81%
1Y
28.65%
3Y*
13.30%
5Y*
17.74%
10Y*

AAL

1D
5.50%
1M
-17.83%
YTD
-29.94%
6M
-4.45%
1Y
1.80%
3Y*
-10.04%
5Y*
-14.76%
10Y*
-11.84%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

OILK vs. AAL — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 5656
Overall Rank
OILK Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 5858
Sortino Ratio Rank
OILK Omega Ratio Rank: 5151
Omega Ratio Rank
OILK Calmar Ratio Rank: 7575
Calmar Ratio Rank
OILK Martin Ratio Rank: 3737
Martin Ratio Rank

AAL
AAL Risk / Return Rank: 4242
Overall Rank
AAL Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
AAL Sortino Ratio Rank: 4242
Sortino Ratio Rank
AAL Omega Ratio Rank: 4242
Omega Ratio Rank
AAL Calmar Ratio Rank: 4343
Calmar Ratio Rank
AAL Martin Ratio Rank: 4242
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.

OILK vs. AAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares K-1 Free Crude Oil Strategy ETF (OILK) and American Airlines Group Inc. (AAL). 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.


OILKAALDifference

Sharpe ratio

Return per unit of total volatility

1.00

0.03

+0.96

Sortino ratio

Return per unit of downside risk

1.45

0.46

+0.99

Omega ratio

Gain probability vs. loss probability

1.19

1.06

+0.13

Calmar ratio

Return relative to maximum drawdown

1.86

0.01

+1.85

Martin ratio

Return relative to average drawdown

3.27

0.03

+3.24

OILK vs. AAL - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 1.00, which is higher than the AAL Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of OILK and AAL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


OILKAALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.00

0.03

+0.96

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.60

-0.31

+0.91

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

Sharpe Ratio (All Time)

Calculated using the full available price history

0.08

-0.04

+0.12

Correlation

The correlation between OILK and AAL is 0.03, 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.


Dividends

OILK vs. AAL - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 2.67%, while AAL has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
OILK
ProShares K-1 Free Crude Oil Strategy ETF
2.67%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%0.00%0.00%
AAL
American Airlines Group Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.63%1.39%1.25%0.77%0.86%0.94%

Drawdowns

OILK vs. AAL - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, smaller than the maximum AAL drawdown of -97.20%. Use the drawdown chart below to compare losses from any high point for OILK and AAL.


Loading graphics...

Drawdown Indicators


OILKAALDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-97.20%

+13.44%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-37.39%

+20.04%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-64.87%

+30.18%

Max Drawdown (10Y)

Largest decline over 10 years

-84.14%

Current Drawdown

Current decline from peak

-12.04%

-81.90%

+69.86%

Average Drawdown

Average peak-to-trough decline

-33.09%

-60.26%

+27.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.86%

13.01%

-3.15%

Volatility

OILK vs. AAL - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 12.23%, while American Airlines Group Inc. (AAL) has a volatility of 13.57%. This indicates that OILK experiences smaller price fluctuations and is considered to be less risky than AAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


OILKAALDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.23%

13.57%

-1.34%

Volatility (6M)

Calculated over the trailing 6-month period

20.23%

33.21%

-12.98%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

55.29%

-26.24%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

47.68%

-17.83%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.99%

52.70%

-16.71%