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TAN vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TAN vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Solar ETF (TAN) 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, TAN achieves a 47.13% return, which is significantly lower than USO's 98.48% return. Over the past 10 years, TAN has outperformed USO with an annualized return of 13.81%, while USO has yielded a comparatively lower 3.80% annualized return.


TAN

1D
1.60%
1M
21.93%
YTD
47.13%
6M
51.73%
1Y
127.12%
3Y*
0.29%
5Y*
-0.77%
10Y*
13.81%

USO

1D
1.31%
1M
-3.87%
YTD
98.48%
6M
95.54%
1Y
97.37%
3Y*
28.86%
5Y*
23.92%
10Y*
3.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TAN vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TAN
Invesco Solar ETF
47.13%48.31%-37.61%-26.79%-5.24%-25.10%233.96%66.53%-25.67%54.38%
USO
United States Oil Fund LP
98.48%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between TAN and USO is -0.21, 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

-0.21

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

0.02

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

0.08

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

0.15

Correlation (All Time)
Calculated using the full available price history since Apr 16, 2008

0.26

The correlation between TAN and USO shifts across timeframes, from -0.21 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TAN vs. USO — Risk / Return Rank

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

TAN
TAN Risk / Return Rank: 8989
Overall Rank
TAN Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
TAN Sortino Ratio Rank: 8787
Sortino Ratio Rank
TAN Omega Ratio Rank: 8080
Omega Ratio Rank
TAN Calmar Ratio Rank: 9696
Calmar Ratio Rank
TAN Martin Ratio Rank: 9191
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
USO Sortino Ratio Rank: 5959
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8888
Calmar Ratio Rank
USO Martin Ratio Rank: 5555
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.

TAN vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Solar ETF (TAN) 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.


TANUSODifference

Sharpe ratio

Return per unit of total volatility

3.44

2.22

+1.22

Sortino ratio

Return per unit of downside risk

3.94

2.81

+1.13

Omega ratio

Gain probability vs. loss probability

1.48

1.37

+0.11

Calmar ratio

Return relative to maximum drawdown

9.06

5.12

+3.94

Martin ratio

Return relative to average drawdown

22.01

9.66

+12.34

TAN vs. USO - Sharpe Ratio Comparison

The current TAN Sharpe Ratio is 3.44, which is higher than the USO Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TAN 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


TANUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.44

2.22

+1.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.67

-0.69

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.10

+0.27

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.12

-0.18

+0.06

Drawdowns

TAN vs. USO - Drawdown Comparison

The maximum TAN drawdown since its inception was -95.29%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for TAN and USO.


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Drawdown Indicators


TANUSODifference

Max Drawdown

Largest peak-to-trough decline

-95.29%

-98.19%

+2.90%

Max Drawdown (1Y)

Largest decline over 1 year

-13.62%

-20.39%

+6.77%

Max Drawdown (3Y)

Largest decline over 3 years

-64.40%

-26.05%

-38.35%

Max Drawdown (5Y)

Largest decline over 5 years

-73.95%

-36.23%

-37.72%

Max Drawdown (10Y)

Largest decline over 10 years

-78.53%

-86.75%

+8.22%

Current Drawdown

Current decline from peak

-66.81%

-85.39%

+18.58%

Average Drawdown

Average peak-to-trough decline

-78.51%

-75.30%

-3.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.61%

10.81%

-5.20%

Volatility

TAN vs. USO - Volatility Comparison

The current volatility for Invesco Solar ETF (TAN) is 11.81%, while United States Oil Fund LP (USO) has a volatility of 15.03%. This indicates that TAN 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


TANUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.81%

15.03%

-3.22%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

38.18%

-12.88%

Volatility (1Y)

Calculated over the trailing 1-year period

37.21%

44.26%

-7.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.74%

36.04%

+3.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.98%

39.00%

-1.02%

TAN vs. USO - Expense Ratio Comparison

TAN has a 0.69% expense ratio, which is lower than USO's 0.86% expense ratio.


Dividends

TAN vs. USO - Dividend Comparison

Neither TAN nor USO has paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
TAN
Invesco Solar ETF
0.00%0.00%0.50%0.09%0.00%0.00%0.09%0.30%0.69%1.77%5.04%1.60%
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


TAN and USO have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USO has higher volatility (15.03%) compared to TAN (11.81%). In terms of maximum drawdown, TAN dropped -95.29% vs USO's -98.19%.

On 10-year performance, TAN leads with 13.81% vs 3.80% for USO. On fees, TAN is cheaper at 0.69% per year. On volatility, TAN has been the lower-risk option at 11.81%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, TAN has performed better with a 13.81% return vs 3.80%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

TAN is cheaper with a 0.69% expense ratio, compared with 0.86% for USO.

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

TAN is categorized as Alternative Energy Equities, while USO is Oil & Gas. TAN tracks MAC Global Solar Energy Index, while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Invesco and USCF. Their fees differ too: 0.69% for TAN and 0.86% for USO.

TAN currently has the higher Sharpe Ratio (3.44 vs 2.22), 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

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