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PFFA vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

PFFA vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Virtus InfraCap U.S. Preferred Stock ETF (PFFA) 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, PFFA achieves a 3.08% return, which is significantly lower than USO's 103.67% return.


PFFA

1D
-0.70%
1M
-0.26%
YTD
3.08%
6M
4.03%
1Y
14.79%
3Y*
14.46%
5Y*
6.57%
10Y*

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PFFA vs. USO - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
3.08%8.22%16.11%26.45%-20.91%23.53%-7.87%31.99%-7.10%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-33.20%

Correlation

The correlation between PFFA and USO is -0.18, 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

-0.18

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

-0.06

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

0.06

Correlation (All Time)
Calculated using the full available price history since May 17, 2018

0.14

The correlation between PFFA and USO shifts across timeframes, from -0.18 (1 year) to 0.14 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

PFFA vs. USO — Risk / Return Rank

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

PFFA
PFFA Risk / Return Rank: 5656
Overall Rank
PFFA Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
PFFA Sortino Ratio Rank: 6363
Sortino Ratio Rank
PFFA Omega Ratio Rank: 6464
Omega Ratio Rank
PFFA Calmar Ratio Rank: 4545
Calmar Ratio Rank
PFFA Martin Ratio Rank: 4646
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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.

PFFA vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) 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.


PFFAUSODifference
Sharpe ratioReturn per unit of total volatility

-0.19

Sortino ratioReturn per unit of downside risk

+0.11

Omega ratioGain probability vs. loss probability

1.40

1.38

+0.01

Calmar ratioReturn relative to maximum drawdown

2.29

5.01

-2.72

Martin ratioReturn relative to average drawdown

7.79

9.42

-1.63

PFFA vs. USO - Sharpe Ratio Comparison

The current PFFA Sharpe Ratio is 2.12, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of PFFA 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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Sharpe Ratios by Period


PFFAUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.12

2.31

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.68

-0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

-0.18

+0.42

Drawdowns

PFFA vs. USO - Drawdown Comparison

The maximum PFFA drawdown since its inception was -70.52%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for PFFA and USO.


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Drawdown Indicators


PFFAUSODifference

Max Drawdown

Largest peak-to-trough decline

-70.52%

-98.19%

+27.67%

Max Drawdown (1Y)

Largest decline over 1 year

-6.49%

-20.39%

+13.90%

Max Drawdown (3Y)

Largest decline over 3 years

-12.15%

-26.05%

+13.90%

Max Drawdown (5Y)

Largest decline over 5 years

-22.70%

-36.23%

+13.53%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-1.50%

-85.01%

+83.51%

Average Drawdown

Average peak-to-trough decline

-6.65%

-75.30%

+68.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.90%

10.82%

-8.92%

Volatility

PFFA vs. USO - Volatility Comparison

The current volatility for Virtus InfraCap U.S. Preferred Stock ETF (PFFA) is 1.87%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that PFFA experiences smaller price fluctuations and is considered to be less risky 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


PFFAUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.87%

14.87%

-13.00%

Volatility (6M)

Calculated over the trailing 6-month period

5.68%

38.23%

-32.55%

Volatility (1Y)

Calculated over the trailing 1-year period

7.02%

44.20%

-37.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

11.51%

36.06%

-24.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.84%

39.00%

-7.16%

PFFA vs. USO - Expense Ratio Comparison

PFFA has a 1.47% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

PFFA vs. USO - Dividend Comparison

PFFA's dividend yield for the trailing twelve months is around 9.62%, while USO has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018
PFFA
Virtus InfraCap U.S. Preferred Stock ETF
9.62%9.47%9.18%9.56%10.75%7.64%8.54%10.02%5.15%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


PFFA and USO have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (14.87%) compared to PFFA (1.87%). In terms of maximum drawdown, PFFA dropped -70.52% vs USO's -98.19%.

On 5-year performance, USO leads with 24.41% vs 6.57% for PFFA. On fees, USO is cheaper at 0.86% per year. On volatility, PFFA has been the lower-risk option at 1.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, USO has performed better with a 24.41% return vs 6.57%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.47% for PFFA.

PFFA has the higher dividend yield at 9.62%, compared with 0.00% for USO.

PFFA is categorized as Preferred Stock/Convertible Bonds, while USO is Oil & Gas. They also come from different issuers: Virtus Investment Partners and USCF. Their fees differ too: 1.47% for PFFA and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 2.12), 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 PFFA and USO

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