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TIME vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

TIME vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Clockwise Core Equity & Innovation ETF (TIME) 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, TIME achieves a 9.82% return, which is significantly lower than USO's 103.67% return.


TIME

1D
-0.73%
1M
5.38%
YTD
9.82%
6M
10.85%
1Y
23.44%
3Y*
5Y*
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)

TIME vs. USO - Yearly Performance Comparison


2026 (YTD)20252024
TIME
Clockwise Core Equity & Innovation ETF
9.82%10.17%6.75%
USO
United States Oil Fund LP
103.67%-8.46%-5.21%

Correlation

The correlation between TIME 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 (All Time)
Calculated using the full available price history since Jun 25, 2024

-0.04

The correlation between TIME and USO shifts across timeframes, from -0.18 (1 year) to -0.04 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

TIME vs. USO — Risk / Return Rank

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

TIME
TIME Risk / Return Rank: 4545
Overall Rank
TIME Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
TIME Sortino Ratio Rank: 4848
Sortino Ratio Rank
TIME Omega Ratio Rank: 4949
Omega Ratio Rank
TIME Calmar Ratio Rank: 3636
Calmar Ratio Rank
TIME Martin Ratio Rank: 4141
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.

TIME vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Clockwise Core Equity & Innovation ETF (TIME) 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.


TIMEUSODifference
Sharpe ratioReturn per unit of total volatility

-0.53

Sortino ratioReturn per unit of downside risk

-0.49

Omega ratioGain probability vs. loss probability

1.31

1.38

-0.07

Calmar ratioReturn relative to maximum drawdown

1.80

5.01

-3.21

Martin ratioReturn relative to average drawdown

6.63

9.42

-2.79

TIME vs. USO - Sharpe Ratio Comparison

The current TIME Sharpe Ratio is 1.78, which is comparable to the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of TIME 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


TIMEUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.78

2.31

-0.53

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.68

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.80

-0.18

+0.98

Drawdowns

TIME vs. USO - Drawdown Comparison

The maximum TIME drawdown since its inception was -24.26%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for TIME and USO.


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Drawdown Indicators


TIMEUSODifference

Max Drawdown

Largest peak-to-trough decline

-24.26%

-98.19%

+73.93%

Max Drawdown (1Y)

Largest decline over 1 year

-13.09%

-20.39%

+7.30%

Max Drawdown (3Y)

Largest decline over 3 years

-26.05%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-0.74%

-85.01%

+84.27%

Average Drawdown

Average peak-to-trough decline

-5.60%

-75.30%

+69.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.55%

10.82%

-7.27%

Volatility

TIME vs. USO - Volatility Comparison

The current volatility for Clockwise Core Equity & Innovation ETF (TIME) is 3.48%, while United States Oil Fund LP (USO) has a volatility of 14.87%. This indicates that TIME 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


TIMEUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.48%

14.87%

-11.39%

Volatility (6M)

Calculated over the trailing 6-month period

10.14%

38.23%

-28.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.27%

44.20%

-30.93%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.62%

36.06%

-18.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.62%

39.00%

-21.38%

TIME vs. USO - Expense Ratio Comparison

TIME has a 1.00% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

TIME vs. USO - Dividend Comparison

TIME's dividend yield for the trailing twelve months is around 9.12%, while USO has not paid dividends to shareholders.


PositionTTM20252024
TIME
Clockwise Core Equity & Innovation ETF
9.12%10.02%15.84%
USO
United States Oil Fund LP
0.00%0.00%0.00%

Frequently Asked Questions


TIME 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 TIME (3.48%). In terms of maximum drawdown, TIME dropped -24.26% vs USO's -98.19%.

On 1-year performance, USO leads with 101.55% vs 23.44% for TIME. On fees, USO is cheaper at 0.86% per year. On volatility, TIME has been the lower-risk option at 3.48%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, USO has performed better with a 101.55% return vs 23.44%. 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 1.00% for TIME.

TIME has the higher dividend yield at 9.12%, compared with 0.00% for USO.

TIME is categorized as Technology Equities, while USO is Oil & Gas. They also come from different issuers: Clockwise Capital and USCF. Their fees differ too: 1.00% for TIME and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs 1.78), 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 TIME and USO

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