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OILK vs. GUSH
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

OILK vs. GUSH - 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 Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with OILK having a 40.78% return and GUSH slightly higher at 42.54%.


OILK

1D
-0.59%
1M
-13.38%
YTD
40.78%
6M
38.63%
1Y
27.24%
3Y*
13.91%
5Y*
13.00%
10Y*

GUSH

1D
-0.22%
1M
-19.15%
YTD
42.54%
6M
41.51%
1Y
31.85%
3Y*
6.88%
5Y*
6.25%
10Y*
-37.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OILK vs. GUSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
40.78%-11.86%8.18%-0.97%27.57%63.71%-61.09%30.48%-20.40%2.82%
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
42.54%-19.39%-12.73%-7.23%66.47%129.94%-97.38%-52.68%-74.28%-40.21%

Correlation

The correlation between OILK and GUSH is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.68

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

0.65

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

0.66

Correlation (All Time)
Calculated using the full available price history since Sep 28, 2016

0.62

The correlation between OILK and GUSH has been stable across timeframes, ranging from 0.62 to 0.68 - a consistent structural relationship.

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Return for Risk

OILK vs. GUSH — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 2828
Overall Rank
OILK Sharpe Ratio Rank: 2828
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 2727
Sortino Ratio Rank
OILK Omega Ratio Rank: 2727
Omega Ratio Rank
OILK Calmar Ratio Rank: 3333
Calmar Ratio Rank
OILK Martin Ratio Rank: 2727
Martin Ratio Rank

GUSH
GUSH Risk / Return Rank: 2020
Overall Rank
GUSH Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
GUSH Sortino Ratio Rank: 2020
Sortino Ratio Rank
GUSH Omega Ratio Rank: 2020
Omega Ratio Rank
GUSH Calmar Ratio Rank: 2121
Calmar Ratio Rank
GUSH Martin Ratio Rank: 2020
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. GUSH - 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 Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH). 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.


OILKGUSHDifference
Sharpe ratioReturn per unit of total volatility

+0.39

Sortino ratioReturn per unit of downside risk

+0.34

Omega ratioGain probability vs. loss probability

1.18

1.13

+0.04

Calmar ratioReturn relative to maximum drawdown

1.57

0.88

+0.69

Martin ratioReturn relative to average drawdown

3.49

2.32

+1.17

OILK vs. GUSH - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 0.96, which is higher than the GUSH Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of OILK and GUSH, 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. GUSH - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, smaller than the maximum GUSH drawdown of -99.98%. Use the drawdown chart below to compare losses from any high point for OILK and GUSH.


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Drawdown Indicators


OILKGUSHDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-99.98%

+16.22%

Max Drawdown (1Y)

Largest decline over 1 year

-17.41%

-36.18%

+18.77%

Max Drawdown (3Y)

Largest decline over 3 years

-23.42%

-63.59%

+40.17%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

-73.64%

+38.95%

Max Drawdown (10Y)

Largest decline over 10 years

-99.94%

Current Drawdown

Current decline from peak

-17.41%

-99.83%

+82.42%

Average Drawdown

Average peak-to-trough decline

-32.48%

-92.92%

+60.44%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.86%

13.77%

-5.91%

Volatility

OILK vs. GUSH - Volatility Comparison

The current volatility for ProShares K-1 Free Crude Oil Strategy ETF (OILK) is 8.02%, while Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares (GUSH) has a volatility of 18.01%. This indicates that OILK experiences smaller price fluctuations and is considered to be less risky than GUSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKGUSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.02%

18.01%

-9.99%

Volatility (6M)

Calculated over the trailing 6-month period

24.07%

44.07%

-20.00%

Volatility (1Y)

Calculated over the trailing 1-year period

29.00%

56.58%

-27.58%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

68.20%

-37.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.96%

93.43%

-57.47%

OILK vs. GUSH - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than GUSH's 1.17% expense ratio.


Dividends

OILK vs. GUSH - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 9.54%, more than GUSH's 1.75% yield.


PositionTTM2025202420232022202120202019201820172016
GUSH
Direxion Daily S&P Oil & Gas Exploration & Production Bull 2x Shares
1.75%2.60%2.96%3.00%0.47%0.00%0.20%1.68%0.17%0.00%3.26%
OILK
ProShares K-1 Free Crude Oil Strategy ETF
9.54%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%0.00%

Frequently Asked Questions


OILK and GUSH have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GUSH has higher volatility (18.01%) compared to OILK (8.02%). In terms of maximum drawdown, OILK dropped -83.76% vs GUSH's -99.98%.

On 5-year performance, OILK leads with 13.00% vs 6.25% for GUSH. On fees, OILK is cheaper at 0.68% per year. On volatility, OILK has been the lower-risk option at 8.02%. 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 13.00% return vs 6.25%. 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 1.17% for GUSH.

OILK has the higher dividend yield at 9.54%, compared with 1.75% for GUSH.

OILK is categorized as Oil & Gas, while GUSH is Leveraged Equities. OILK tracks Bloomberg Commodity Balanced WTI Crude Oil Index, while GUSH tracks S&P Oil & Gas Exploration & Production Select Industry Index (300%). They also come from different issuers: ProShares and Direxion. Their fees differ too: 0.68% for OILK and 1.17% for GUSH.

OILK currently has the higher Sharpe Ratio (0.96 vs 0.57), 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.

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