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OILK vs. USOI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OILK vs. USOI - 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 Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). The values are adjusted to include any dividend payments, if applicable.

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OILK vs. USOI - Yearly Performance Comparison


Returns By Period

In the year-to-date period, OILK achieves a 42.24% return, which is significantly higher than USOI's 26.76% return.


OILK

1D
-2.66%
1M
17.31%
YTD
42.24%
6M
33.80%
1Y
25.27%
3Y*
12.28%
5Y*
17.11%
10Y*

USOI

1D
-0.94%
1M
9.69%
YTD
26.76%
6M
23.42%
1Y
17.27%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OILK vs. USOI - Expense Ratio Comparison

OILK has a 0.68% expense ratio, which is lower than USOI's 0.85% expense ratio.


Return for Risk

OILK vs. USOI — Risk / Return Rank

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

OILK
OILK Risk / Return Rank: 4343
Overall Rank
OILK Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
OILK Sortino Ratio Rank: 4646
Sortino Ratio Rank
OILK Omega Ratio Rank: 4040
Omega Ratio Rank
OILK Calmar Ratio Rank: 5353
Calmar Ratio Rank
OILK Martin Ratio Rank: 2929
Martin Ratio Rank

USOI
USOI Risk / Return Rank: 3737
Overall Rank
USOI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 3939
Sortino Ratio Rank
USOI Omega Ratio Rank: 3535
Omega Ratio Rank
USOI Calmar Ratio Rank: 4141
Calmar Ratio Rank
USOI Martin Ratio Rank: 2929
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. USOI - 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 Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). 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.


OILKUSOIDifference

Sharpe ratio

Return per unit of total volatility

0.87

0.80

+0.07

Sortino ratio

Return per unit of downside risk

1.31

1.17

+0.14

Omega ratio

Gain probability vs. loss probability

1.17

1.15

+0.02

Calmar ratio

Return relative to maximum drawdown

1.45

1.11

+0.35

Martin ratio

Return relative to average drawdown

2.56

2.55

+0.01

OILK vs. USOI - Sharpe Ratio Comparison

The current OILK Sharpe Ratio is 0.87, which is comparable to the USOI Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of OILK and USOI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OILKUSOIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.87

0.80

+0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.59

-0.51

Correlation

The correlation between OILK and USOI is 0.93, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OILK vs. USOI - Dividend Comparison

OILK's dividend yield for the trailing twelve months is around 4.30%, less than USOI's 21.40% yield.


TTM202520242023202220212020201920182017
OILK
ProShares K-1 Free Crude Oil Strategy ETF
4.30%4.79%3.11%5.80%17.32%68.82%0.13%0.94%0.58%6.17%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
21.40%27.21%12.54%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

OILK vs. USOI - Drawdown Comparison

The maximum OILK drawdown since its inception was -83.76%, which is greater than USOI's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for OILK and USOI.


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Drawdown Indicators


OILKUSOIDifference

Max Drawdown

Largest peak-to-trough decline

-83.76%

-19.49%

-64.27%

Max Drawdown (1Y)

Largest decline over 1 year

-17.35%

-15.60%

-1.75%

Max Drawdown (5Y)

Largest decline over 5 years

-34.69%

Current Drawdown

Current decline from peak

-14.38%

-0.94%

-13.44%

Average Drawdown

Average peak-to-trough decline

-33.08%

-7.67%

-25.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.87%

6.78%

+3.09%

Volatility

OILK vs. USOI - Volatility Comparison

ProShares K-1 Free Crude Oil Strategy ETF (OILK) has a higher volatility of 12.71% compared to Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) at 6.13%. This indicates that OILK's price experiences larger fluctuations and is considered to be riskier than USOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OILKUSOIDifference

Volatility (1M)

Calculated over the trailing 1-month period

12.71%

6.13%

+6.58%

Volatility (6M)

Calculated over the trailing 6-month period

20.40%

14.49%

+5.91%

Volatility (1Y)

Calculated over the trailing 1-year period

29.06%

21.65%

+7.41%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.85%

21.10%

+8.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.00%

21.10%

+14.90%