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USIO vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USIO vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Usio, Inc. (USIO) 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, USIO achieves a 58.82% return, which is significantly higher than USO's 53.69% return. Over the past 10 years, USIO has outperformed USO with an annualized return of 5.12%, while USO has yielded a comparatively lower 1.54% annualized return.


USIO

1D
9.09%
1M
41.18%
YTD
58.82%
6M
62.41%
1Y
56.52%
3Y*
7.78%
5Y*
-20.21%
10Y*
5.12%

USO

1D
-4.47%
1M
-24.57%
YTD
53.69%
6M
51.41%
1Y
45.60%
3Y*
19.41%
5Y*
16.16%
10Y*
1.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USIO vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USIO
Usio, Inc.
58.82%-6.85%-15.12%4.24%-62.16%63.30%71.15%-6.02%-34.39%36.76%
USO
United States Oil Fund LP
53.69%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between USIO and USO is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.07

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

0.02

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Apr 10, 2006

0.02

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Usio, Inc.

United States Oil Fund LP

Return for Risk

USIO vs. USO — Risk / Return Rank

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

USIO
USIO Risk / Return Rank: 7171
Overall Rank
USIO Sharpe Ratio Rank: 7474
Sharpe Ratio Rank
USIO Sortino Ratio Rank: 7474
Sortino Ratio Rank
USIO Omega Ratio Rank: 7373
Omega Ratio Rank
USIO Calmar Ratio Rank: 6868
Calmar Ratio Rank
USIO Martin Ratio Rank: 6464
Martin Ratio Rank

USO
USO Risk / Return Rank: 3333
Overall Rank
USO Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
USO Sortino Ratio Rank: 3434
Sortino Ratio Rank
USO Omega Ratio Rank: 3333
Omega Ratio Rank
USO Calmar Ratio Rank: 3232
Calmar Ratio Rank
USO Martin Ratio Rank: 3232
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.

USIO vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Usio, Inc. (USIO) 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.

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.


USIOUSODifference
Sharpe ratioReturn per unit of total volatility

-0.02

Sortino ratioReturn per unit of downside risk

+0.16

Omega ratioGain probability vs. loss probability

1.23

1.21

+0.02

Calmar ratioReturn relative to maximum drawdown

1.27

1.50

-0.23

Martin ratioReturn relative to average drawdown

2.22

4.49

-2.27

USIO vs. USO - Sharpe Ratio Comparison

The current USIO Sharpe Ratio is 1.03, which is comparable to the USO Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of USIO 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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Drawdowns

USIO vs. USO - Drawdown Comparison

The maximum USIO drawdown since its inception was -99.72%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for USIO and USO.


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Drawdown Indicators


USIOUSODifference

Max Drawdown

Largest peak-to-trough decline

-99.72%

-98.19%

-1.53%

Max Drawdown (1Y)

Largest decline over 1 year

-44.59%

-30.51%

-14.08%

Max Drawdown (3Y)

Largest decline over 3 years

-59.46%

-30.51%

-28.95%

Max Drawdown (5Y)

Largest decline over 5 years

-87.29%

-36.23%

-51.06%

Max Drawdown (10Y)

Largest decline over 10 years

-87.29%

-86.75%

-0.54%

Current Drawdown

Current decline from peak

-97.32%

-88.69%

-8.63%

Average Drawdown

Average peak-to-trough decline

-95.46%

-75.32%

-20.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

25.55%

10.18%

+15.37%

Volatility

USIO vs. USO - Volatility Comparison

Usio, Inc. (USIO) has a higher volatility of 21.22% compared to United States Oil Fund LP (USO) at 12.26%. This indicates that USIO'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.


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Volatility by Period


USIOUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.22%

12.26%

+8.96%

Volatility (6M)

Calculated over the trailing 6-month period

40.18%

39.65%

+0.53%

Volatility (1Y)

Calculated over the trailing 1-year period

55.17%

43.82%

+11.35%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

68.44%

36.38%

+32.06%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

86.49%

39.04%

+47.45%

Dividends

USIO vs. USO - Dividend Comparison

Neither USIO nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

Frequently Asked Questions


USIO and USO have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USIO has higher volatility (21.22%) compared to USO (12.26%). In terms of maximum drawdown, USIO dropped -99.72% vs USO's -98.19%.

USO currently has the higher Sharpe Ratio (1.05 vs 1.03), 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

Find the right allocation for USIO and USO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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