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UGA vs. UCO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

UGA vs. UCO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Gasoline Fund LP (UGA) and ProShares Ultra Bloomberg Crude Oil (UCO). 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 70.69% return, which is significantly lower than UCO's 139.34% return. Over the past 10 years, UGA has outperformed UCO with an annualized return of 14.27%, while UCO has yielded a comparatively lower -11.98% annualized return.


UGA

1D
-2.73%
1M
-12.25%
YTD
70.69%
6M
59.72%
1Y
79.48%
3Y*
20.80%
5Y*
24.41%
10Y*
14.27%

UCO

1D
-3.93%
1M
-5.57%
YTD
139.34%
6M
124.58%
1Y
115.57%
3Y*
24.38%
5Y*
21.18%
10Y*
-11.98%
*Multi-year figures are annualized to reflect compound growth (CAGR)

UGA vs. UCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
UGA
United States Gasoline Fund LP
70.69%-2.00%3.77%1.27%46.34%68.49%-24.88%41.25%-28.07%1.69%
UCO
ProShares Ultra Bloomberg Crude Oil
139.34%-29.75%5.36%-13.89%39.71%139.26%-92.91%53.83%-43.26%0.34%

Correlation

The correlation between UGA and UCO is 0.90, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.90

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

0.87

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

0.86

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

0.83

Correlation (All Time)
Calculated using the full available price history since Nov 26, 2008

0.81

The correlation between UGA and UCO has been stable across timeframes, ranging from 0.81 to 0.90 - a consistent structural relationship.

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Return for Risk

UGA vs. UCO — Risk / Return Rank

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

UGA
UGA Risk / Return Rank: 7070
Overall Rank
UGA Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
UGA Sortino Ratio Rank: 5858
Sortino Ratio Rank
UGA Omega Ratio Rank: 6262
Omega Ratio Rank
UGA Calmar Ratio Rank: 8989
Calmar Ratio Rank
UGA Martin Ratio Rank: 7070
Martin Ratio Rank

UCO
UCO Risk / Return Rank: 5454
Overall Rank
UCO Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
UCO Sortino Ratio Rank: 5050
Sortino Ratio Rank
UCO Omega Ratio Rank: 5151
Omega Ratio Rank
UCO Calmar Ratio Rank: 6868
Calmar Ratio Rank
UCO Martin Ratio Rank: 4040
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. UCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Gasoline Fund LP (UGA) and ProShares Ultra Bloomberg Crude Oil (UCO). 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.


UGAUCODifference
Sharpe ratioReturn per unit of total volatility

+0.24

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.37

1.31

+0.06

Calmar ratioReturn relative to maximum drawdown

5.37

3.34

+2.03

Martin ratioReturn relative to average drawdown

12.86

6.32

+6.54

UGA vs. UCO - Sharpe Ratio Comparison

The current UGA Sharpe Ratio is 2.27, which is comparable to the UCO Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of UGA and UCO, 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


UGAUCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

2.03

+0.24

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

0.36

+0.36

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.38

-0.17

+0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.12

-0.34

+0.46

Drawdowns

UGA vs. UCO - Drawdown Comparison

The maximum UGA drawdown since its inception was -86.59%, smaller than the maximum UCO drawdown of -99.95%. Use the drawdown chart below to compare losses from any high point for UGA and UCO.


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Drawdown Indicators


UGAUCODifference

Max Drawdown

Largest peak-to-trough decline

-86.59%

-99.95%

+13.36%

Max Drawdown (1Y)

Largest decline over 1 year

-14.88%

-34.77%

+19.89%

Max Drawdown (3Y)

Largest decline over 3 years

-26.68%

-50.38%

+23.70%

Max Drawdown (5Y)

Largest decline over 5 years

-38.11%

-67.24%

+29.13%

Max Drawdown (10Y)

Largest decline over 10 years

-75.89%

-98.75%

+22.86%

Current Drawdown

Current decline from peak

-14.75%

-99.26%

+84.51%

Average Drawdown

Average peak-to-trough decline

-36.76%

-85.49%

+48.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.20%

18.34%

-12.14%

Volatility

UGA vs. UCO - Volatility Comparison

The current volatility for United States Gasoline Fund LP (UGA) is 11.64%, while ProShares Ultra Bloomberg Crude Oil (UCO) has a volatility of 20.99%. This indicates that UGA experiences smaller price fluctuations and is considered to be less risky than UCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


UGAUCODifference

Volatility (1M)

Calculated over the trailing 1-month period

11.64%

20.99%

-9.35%

Volatility (6M)

Calculated over the trailing 6-month period

30.48%

46.57%

-16.09%

Volatility (1Y)

Calculated over the trailing 1-year period

35.27%

57.26%

-21.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.40%

59.81%

-25.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.27%

71.35%

-34.08%

UGA vs. UCO - Expense Ratio Comparison

UGA has a 0.75% expense ratio, which is lower than UCO's 0.95% expense ratio.


Dividends

UGA vs. UCO - Dividend Comparison

Neither UGA nor UCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


With a correlation of 0.90, UGA and UCO move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

UCO has higher volatility (20.99%) compared to UGA (11.64%). In terms of maximum drawdown, UGA dropped -86.59% vs UCO's -99.95%.

On 10-year performance, UGA leads with 14.27% vs -11.98% for UCO. On fees, UGA is cheaper at 0.75% per year. On volatility, UGA has been the lower-risk option at 11.64%. 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 14.27% return vs -11.98%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

UGA is cheaper with a 0.75% expense ratio, compared with 0.95% for UCO.

UGA and UCO have nearly identical dividend yields, around 0.00%.

UGA is categorized as Oil & Gas, while UCO is Leveraged Commodities. UGA tracks Front Month Unleaded Gasoline, while UCO tracks Dow Jones-UBS Crude Oil Sub-Index (200%). They also come from different issuers: Concierge Technologies and ProShares. Their fees differ too: 0.75% for UGA and 0.95% for UCO.

UGA currently has the higher Sharpe Ratio (2.27 vs 2.03), 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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