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OILK vs. AMOM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILK vs. AMOM - 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 QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OILK achieves a 41.61% return, which is significantly higher than AMOM's 32.52% return.


OILK

1D
-1.44%
1M
-12.86%
YTD
41.61%
6M
40.08%
1Y
20.72%
3Y*
14.14%
5Y*
13.20%
10Y*

AMOM

1D
2.30%
1M
10.77%
YTD
32.52%
6M
30.51%
1Y
48.40%
3Y*
28.43%
5Y*
12.75%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILK vs. AMOM - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OILK
ProShares K-1 Free Crude Oil Strategy ETF
41.61%-11.86%8.18%-0.97%27.57%63.71%-61.09%-3.05%
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
32.52%7.69%35.79%27.06%-26.29%13.08%53.81%9.64%

Correlation

The correlation between OILK and AMOM is -0.17, 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

-0.17

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

-0.03

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

0.10

Correlation (All Time)
Calculated using the full available price history since May 21, 2019

0.13

The correlation between OILK and AMOM shifts across timeframes, from -0.17 (1 year) to 0.13 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

OILK vs. AMOM — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 2222
Overall Rank
OILK Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 2121
Sortino Ratio Rank
OILK Omega Ratio Rank: 2020
Omega Ratio Rank
OILK Calmar Ratio Rank: 2626
Calmar Ratio Rank
OILK Martin Ratio Rank: 2222
Martin Ratio Rank

AMOM
AMOM Risk / Return Rank: 6565
Overall Rank
AMOM Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
AMOM Sortino Ratio Rank: 5757
Sortino Ratio Rank
AMOM Omega Ratio Rank: 6060
Omega Ratio Rank
AMOM Calmar Ratio Rank: 7575
Calmar Ratio Rank
AMOM Martin Ratio Rank: 7171
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. AMOM - 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 QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM). 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.


OILKAMOMDifference
Sharpe ratioReturn per unit of total volatility

-1.32

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.14

1.36

-0.22

Calmar ratioReturn relative to maximum drawdown

1.23

3.71

-2.48

Martin ratioReturn relative to average drawdown

2.67

12.88

-10.21

OILK vs. AMOM - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 0.72, which is lower than the AMOM Sharpe Ratio of 2.04. The chart below compares the historical Sharpe Ratios of OILK and AMOM, 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

OILK vs. AMOM - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, which is greater than AMOM's maximum drawdown of -39.68%. Use the drawdown chart below to compare losses from any high point for OILK and AMOM.


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Drawdown Indicators


OILKAMOMDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-39.68%

-44.08%

Max Drawdown (1Y)

Largest decline over 1 year

-16.92%

-13.10%

-3.82%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-30.26%

+6.84%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-39.68%

+4.99%

Current Drawdown

Current decline from peak

-16.92%

0.00%

-16.92%

Average Drawdown

Average peak-to-trough decline

-32.48%

-10.75%

-21.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.89%

3.77%

+5.12%

Volatility

OILK vs. AMOM - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 8.06%, while QRAFT AI-Enhanced U.S. Large Cap Momentum ETF (AMOM) has a volatility of 11.18%. This indicates that OILK experiences smaller price fluctuations and is considered to be less risky than AMOM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKAMOMDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.06%

11.18%

-3.12%

Volatility (6M)

Calculated over the trailing 6-month period

24.09%

19.18%

+4.91%

Volatility (1Y)

Calculated over the trailing 1-year period

29.05%

23.92%

+5.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

24.18%

+6.09%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.97%

25.17%

+10.80%

OILK vs. AMOM - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than AMOM's 0.75% expense ratio.


Dividends

OILK vs. AMOM - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 9.48%, more than AMOM's 0.07% yield.


PositionTTM202520242023202220212020201920182017
AMOM
QRAFT AI-Enhanced U.S. Large Cap Momentum ETF
0.07%0.09%0.00%0.47%0.72%0.74%24.31%5.51%0.00%0.00%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
9.48%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%

Frequently Asked Questions


OILK and AMOM have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMOM has higher volatility (11.18%) compared to OILK (8.06%). In terms of maximum drawdown, OILK dropped -83.76% vs AMOM's -39.68%.

On 5-year performance, OILK leads with 13.20% vs 12.75% for AMOM. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 8.06%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, OILK has performed better with a 13.20% return vs 12.75%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

OILK is cheaper with a 0.68% expense ratio, compared with 0.75% for AMOM.

OILK has the higher dividend yield at 9.48%, compared with 0.07% for AMOM.

OILK is categorized as Oil & Gas, while AMOM is Momentum. They also come from different issuers: ProShares and Exchange Traded Concepts. Their fees differ too: 0.68% for OILK and 0.75% for AMOM.

AMOM currently has the higher Sharpe Ratio (2.04 vs 0.72), 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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