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UGA vs. SKOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. SKOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, UGA achieves a 65.95% return, which is significantly higher than SKOR's 0.35% return. Over the past 10 years, UGA has outperformed SKOR with an annualized return of 14.44%, while SKOR has yielded a comparatively lower 2.81% annualized return.


UGA

1D
0.15%
1M
-11.11%
YTD
65.95%
6M
62.61%
1Y
52.27%
3Y*
19.40%
5Y*
23.05%
10Y*
14.44%

SKOR

1D
-0.13%
1M
0.39%
YTD
0.35%
6M
0.57%
1Y
4.66%
3Y*
5.95%
5Y*
1.77%
10Y*
2.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. SKOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
65.95%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
0.35%7.99%4.42%7.64%-9.88%-1.40%8.84%10.69%-1.25%4.38%

Correlation

The correlation between UGA and SKOR is -0.42, 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

-0.42

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

-0.20

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

-0.12

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

-0.06

Correlation (All Time)
Calculated using the full available price history since Nov 13, 2014

-0.06

Over the past year, the inverse relationship between UGA and SKOR has strengthened: their correlation has moved from -0.06 to -0.42, meaning they now move in opposite directions more often than their long-term average.

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Return for Risk

UGA vs. SKOR — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 4646
Overall Rank
UGA Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 4040
Sortino Ratio Rank
UGA Omega Ratio Rank: 4141
Omega Ratio Rank
UGA Calmar Ratio Rank: 5858
Calmar Ratio Rank
UGA Martin Ratio Rank: 5050
Martin Ratio Rank

SKOR
SKOR Risk / Return Rank: 5050
Overall Rank
SKOR Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
SKOR Sortino Ratio Rank: 5555
Sortino Ratio Rank
SKOR Omega Ratio Rank: 5151
Omega Ratio Rank
SKOR Calmar Ratio Rank: 4646
Calmar Ratio Rank
SKOR Martin Ratio Rank: 4747
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.

UGA vs. SKOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR). 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.


UGASKORDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.26

1.32

-0.05

Calmar ratioReturn relative to maximum drawdown

2.77

2.24

+0.53

Martin ratioReturn relative to average drawdown

8.29

7.73

+0.56

UGA vs. SKOR - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 1.49, which is comparable to the SKOR Sharpe Ratio of 1.72. The chart below compares the historical Sharpe Ratios of UGA and SKOR, 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

UGA vs. SKOR - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, which is greater than SKOR's maximum drawdown of -15.98%. Use the drawdown chart below to compare losses from any high point for UGA and SKOR.


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Drawdown Indicators


UGASKORDifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-15.98%

-70.61%

Max Drawdown (1Y)

Largest decline over 1 year

-18.96%

-2.09%

-16.87%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-3.11%

-23.57%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-15.13%

-22.98%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-15.98%

-59.91%

Current Drawdown

Current decline from peak

-17.12%

-0.76%

-16.36%

Average Drawdown

Average peak-to-trough decline

-36.70%

-2.64%

-34.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.05%

0.60%

+6.45%

Volatility

UGA vs. SKOR - Volatility Comparison

United States Gasoline Fund LP (UGA) has a higher volatility of 9.26% compared to FlexShares Credit-Scored US Corporate Bond Index Fund (SKOR) at 0.83%. This indicates that UGA's price experiences larger fluctuations and is considered to be riskier than SKOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGASKORDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.26%

0.83%

+8.43%

Volatility (6M)

Calculated over the trailing 6-month period

30.54%

2.07%

+28.47%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

2.72%

+32.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.45%

4.43%

+30.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.25%

4.91%

+32.34%

UGA vs. SKOR - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is higher than SKOR's 0.22% expense ratio.


Dividends

UGA vs. SKOR - Dividend Comparison

UGA has not paid dividends to shareholders, while SKOR's dividend yield for the trailing twelve months is around 4.67%.


PositionTTM20252024202320222021202020192018201720162015
SKOR
FlexShares Credit-Scored US Corporate Bond Index Fund
4.67%4.70%4.90%3.90%2.57%2.55%3.38%3.53%2.85%2.46%2.74%2.25%
UGA
United States Gasoline 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


UGA and SKOR have a correlation of -0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

UGA has higher volatility (9.26%) compared to SKOR (0.83%). In terms of maximum drawdown, UGA dropped -86.59% vs SKOR's -15.98%.

On 10-year performance, UGA leads with 14.44% vs 2.81% for SKOR. On fees, SKOR is cheaper at 0.22% per year. On volatility, SKOR has been the lower-risk option at 0.83%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, UGA has performed better with a 14.44% return vs 2.81%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SKOR is cheaper with a 0.22% expense ratio, compared with 0.75% for UGA.

SKOR has the higher dividend yield at 4.67%, compared with 0.00% for UGA.

UGA is categorized as Oil & Gas, while SKOR is Corporate Bonds. UGA tracks Front Month Unleaded Gasoline, while SKOR tracks NorthernTrustUS Corporate Bond Quality Value Index. They also come from different issuers: Concierge Technologies and Northern Trust. Their fees differ too: 0.75% for UGA and 0.22% for SKOR.

SKOR currently has the higher Sharpe Ratio (1.72 vs 1.49), 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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