SITM vs. UGA
SITM (SiTime Corporation) is a stock, while UGA (United States Gasoline Fund LP) is Oil & Gas fund tracking the Front Month Unleaded Gasoline. Over the past 5 years, SITM returned 36.93%/yr vs 26.58%/yr for UGA. At a 0.11 correlation, their price movements are largely independent.
Performance
SITM vs. UGA - Performance Comparison
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Returns By Period
In the year-to-date period, SITM achieves a 59.85% return, which is significantly lower than UGA's 88.71% return.
SITM
- 1D
- -7.80%
- 1M
- -17.56%
- 6M
- 59.71%
- YTD
- 59.85%
- 1Y
- 174.54%
- 3Y*
- 63.33%
- 5Y*
- 36.93%
- 10Y*
- —
UGA
- 1D
- -0.85%
- 1M
- 16.18%
- 6M
- 81.39%
- YTD
- 88.71%
- 1Y
- 85.57%
- 3Y*
- 21.50%
- 5Y*
- 26.58%
- 10Y*
- 17.13%
SITM vs. UGA - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
SITM SiTime Corporation | 59.85% | 64.63% | 75.73% | 20.13% | -65.26% | 161.36% | 338.94% | 96.15% |
UGA United States Gasoline Fund LP | 88.71% | -2.00% | 3.77% | 1.27% | 46.34% | 68.49% | -24.88% | 5.95% |
Correlation
The correlation between SITM and UGA is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 20, 2019 | 0.11 |
The correlation between SITM and UGA shifts across timeframes, from -0.08 (1 year) to 0.11 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
SITM vs. UGA — Risk / Return Rank
SITM
UGA
SITM vs. UGA - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SiTime Corporation (SITM) and United States Gasoline Fund LP (UGA). 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.
| SITM | UGA | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.17 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.38 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 4.70 | 4.23 | +0.47 |
| Martin ratioReturn relative to average drawdown | 12.48 | 11.76 | +0.73 |
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Drawdowns
SITM vs. UGA - Drawdown Comparison
The maximum SITM drawdown since its inception was -78.12%, smaller than the maximum UGA drawdown of -86.59%. Use the drawdown chart below to compare losses from any high point for SITM and UGA.
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Drawdown Indicators
| SITM | UGA | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.12% | -86.59% | +8.47% |
Max Drawdown (1Y)Largest decline over 1 year | -37.37% | -20.32% | -17.05% |
Max Drawdown (3Y)Largest decline over 3 years | -55.26% | -26.68% | -28.58% |
Max Drawdown (5Y)Largest decline over 5 years | -78.12% | -38.11% | -40.01% |
Max Drawdown (10Y)Largest decline over 10 years | — | -75.89% | — |
Current DrawdownCurrent decline from peak | -37.37% | -5.75% | -31.62% |
Average DrawdownAverage peak-to-trough decline | -36.62% | -36.61% | -0.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.04% | 7.30% | +6.74% |
Volatility
SITM vs. UGA - Volatility Comparison
SiTime Corporation (SITM) has a higher volatility of 26.17% compared to United States Gasoline Fund LP (UGA) at 11.35%. This indicates that SITM's price experiences larger fluctuations and is considered to be riskier than UGA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SITM | UGA | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 26.17% | 11.35% | +14.82% |
Volatility (6M)Calculated over the trailing 6-month period | 60.39% | 31.71% | +28.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 78.81% | 35.83% | +42.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 76.93% | 34.67% | +42.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 80.60% | 37.23% | +43.37% |
Dividends
SITM vs. UGA - Dividend Comparison
Neither SITM nor UGA has paid dividends to shareholders.
Frequently Asked Questions
SITM and UGA have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SITM has higher volatility (26.17%) compared to UGA (11.35%). In terms of maximum drawdown, SITM dropped -78.12% vs UGA's -86.59%.
UGA currently has the higher Sharpe Ratio (2.40 vs 2.23), 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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