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SCO vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SCO vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares UltraShort Bloomberg Crude Oil (SCO) 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, SCO achieves a -57.74% return, which is significantly lower than USO's 60.87% return. Over the past 10 years, SCO has underperformed USO with an annualized return of -37.10%, while USO has yielded a comparatively higher 2.01% annualized return.


SCO

1D
1.31%
1M
30.31%
YTD
-57.74%
6M
-56.56%
1Y
-50.02%
3Y*
-32.22%
5Y*
-38.03%
10Y*
-37.10%

USO

1D
-1.27%
1M
-21.05%
YTD
60.87%
6M
58.26%
1Y
45.61%
3Y*
21.25%
5Y*
17.42%
10Y*
2.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SCO vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SCO
ProShares UltraShort Bloomberg Crude Oil
-57.74%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%
USO
United States Oil Fund LP
60.87%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between SCO and USO is -0.96, 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

-0.96

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

-0.97

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

-0.98

Correlation (10Y)
Calculated over the trailing 10-year period

-0.99

Correlation (All Time)
Calculated using the full available price history since Nov 25, 2008

-0.99

The correlation between SCO and USO has been stable across timeframes, ranging from -0.99 to -0.96 - a consistent structural relationship.

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Return for Risk

SCO vs. USO — Risk / Return Rank

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

SCO
SCO Risk / Return Rank: 22
Overall Rank
SCO Sharpe Ratio Rank: 22
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 22
Sortino Ratio Rank
SCO Omega Ratio Rank: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 33
Calmar Ratio Rank
SCO Martin Ratio Rank: 22
Martin Ratio Rank

USO
USO Risk / Return Rank: 3232
Overall Rank
USO Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
USO Sortino Ratio Rank: 3333
Sortino Ratio Rank
USO Omega Ratio Rank: 3232
Omega Ratio Rank
USO Calmar Ratio Rank: 3535
Calmar Ratio Rank
USO Martin Ratio Rank: 3232
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.

SCO vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares UltraShort Bloomberg Crude Oil (SCO) 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.

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.


SCOUSODifference
Sharpe ratioReturn per unit of total volatility

-1.95

Sortino ratioReturn per unit of downside risk

-3.02

Omega ratioGain probability vs. loss probability

0.86

1.21

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.69

1.68

-2.38

Martin ratioReturn relative to average drawdown

-1.35

4.57

-5.93

SCO vs. USO - Sharpe Ratio Comparison

The current SCO Sharpe Ratio is -0.90, which is lower than the USO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of SCO 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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Drawdowns

SCO vs. USO - Drawdown Comparison

The maximum SCO drawdown since its inception was -99.80%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for SCO and USO.


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Drawdown Indicators


SCOUSODifference

Max Drawdown

Largest peak-to-trough decline

-99.80%

-98.19%

-1.61%

Max Drawdown (1Y)

Largest decline over 1 year

-72.24%

-27.26%

-44.98%

Max Drawdown (3Y)

Largest decline over 3 years

-78.76%

-27.26%

-51.50%

Max Drawdown (5Y)

Largest decline over 5 years

-94.80%

-36.23%

-58.57%

Max Drawdown (10Y)

Largest decline over 10 years

-99.51%

-86.75%

-12.76%

Current Drawdown

Current decline from peak

-99.72%

-88.16%

-11.56%

Average Drawdown

Average peak-to-trough decline

-85.20%

-75.31%

-9.89%

Ulcer Index

Depth and duration of drawdowns from previous peaks

37.01%

10.02%

+26.99%

Volatility

SCO vs. USO - Volatility Comparison

ProShares UltraShort Bloomberg Crude Oil (SCO) has a higher volatility of 15.93% compared to United States Oil Fund LP (USO) at 11.79%. This indicates that SCO's price experiences larger fluctuations and is considered to be riskier 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


SCOUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

15.93%

11.79%

+4.14%

Volatility (6M)

Calculated over the trailing 6-month period

47.12%

39.34%

+7.78%

Volatility (1Y)

Calculated over the trailing 1-year period

57.11%

44.35%

+12.76%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.04%

36.32%

+23.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

71.88%

39.02%

+32.86%

SCO vs. USO - Expense Ratio Comparison

SCO has a 0.95% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

SCO vs. USO - Dividend Comparison

Neither SCO nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


SCO and USO have a correlation of -0.96, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SCO has higher volatility (15.93%) compared to USO (11.79%). In terms of maximum drawdown, SCO dropped -99.80% vs USO's -98.19%.

On 10-year performance, USO leads with 2.01% vs -37.10% for SCO. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 11.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USO has performed better with a 2.01% return vs -37.10%. 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 0.95% for SCO.

SCO and USO have nearly identical dividend yields, around 0.00%.

SCO tracks Bloomberg Commodity Balanced WTI Crude Oil Index (-200%), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: ProShares and USCF. Their fees differ too: 0.95% for SCO and 0.86% for USO.

USO currently has the higher Sharpe Ratio (1.05 vs -0.90), 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 SCO and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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