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UCO vs. USO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between UCO and USO is 0.99, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.01.0

Performance

UCO vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares Ultra Bloomberg Crude Oil (UCO) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

-100.00%-95.00%-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-99.52%
-77.96%
UCO
USO

Key characteristics

Sharpe Ratio

UCO:

-0.13

USO:

0.26

Sortino Ratio

UCO:

0.12

USO:

0.56

Omega Ratio

UCO:

1.01

USO:

1.06

Calmar Ratio

UCO:

-0.06

USO:

0.08

Martin Ratio

UCO:

-0.37

USO:

0.86

Ulcer Index

UCO:

16.33%

USO:

8.32%

Daily Std Dev

UCO:

45.14%

USO:

27.07%

Max Drawdown

UCO:

-99.95%

USO:

-98.19%

Current Drawdown

UCO:

-99.58%

USO:

-92.24%

Returns By Period

In the year-to-date period, UCO achieves a -0.46% return, which is significantly lower than USO's 9.44% return. Over the past 10 years, UCO has underperformed USO with an annualized return of -28.60%, while USO has yielded a comparatively higher -8.43% annualized return.


UCO

YTD

-0.46%

1M

-0.50%

6M

-21.32%

1Y

-9.03%

5Y*

-27.01%

10Y*

-28.60%

USO

YTD

9.44%

1M

1.21%

6M

-7.28%

1Y

5.16%

5Y*

-6.33%

10Y*

-8.43%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


UCO vs. USO - Expense Ratio Comparison

UCO has a 0.95% expense ratio, which is higher than USO's 0.79% expense ratio.


UCO
ProShares Ultra Bloomberg Crude Oil
Expense ratio chart for UCO: current value at 0.95% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.95%
Expense ratio chart for USO: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

UCO vs. USO - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for UCO, currently valued at -0.13, compared to the broader market0.002.004.00-0.130.26
The chart of Sortino ratio for UCO, currently valued at 0.12, compared to the broader market-2.000.002.004.006.008.0010.000.120.56
The chart of Omega ratio for UCO, currently valued at 1.01, compared to the broader market0.501.001.502.002.503.001.011.06
The chart of Calmar ratio for UCO, currently valued at -0.06, compared to the broader market0.005.0010.0015.00-0.060.09
The chart of Martin ratio for UCO, currently valued at -0.37, compared to the broader market0.0020.0040.0060.0080.00100.00-0.370.86
UCO
USO

The current UCO Sharpe Ratio is -0.13, which is lower than the USO Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of UCO and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.13
0.26
UCO
USO

Dividends

UCO vs. USO - Dividend Comparison

Neither UCO nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

UCO vs. USO - Drawdown Comparison

The maximum UCO drawdown since its inception was -99.95%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for UCO and USO. For additional features, visit the drawdowns tool.


-100.00%-95.00%-90.00%-85.00%-80.00%JulyAugustSeptemberOctoberNovemberDecember
-99.58%
-79.81%
UCO
USO

Volatility

UCO vs. USO - Volatility Comparison

ProShares Ultra Bloomberg Crude Oil (UCO) has a higher volatility of 10.36% compared to United States Oil Fund LP (USO) at 6.49%. This indicates that UCO'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
10.36%
6.49%
UCO
USO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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