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

Correlation

The correlation between USIO and USO is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


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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Key characteristics

Sharpe Ratio

USIO:

-0.16

USO:

-0.36

Sortino Ratio

USIO:

0.25

USO:

-0.44

Omega Ratio

USIO:

1.03

USO:

0.95

Calmar Ratio

USIO:

-0.10

USO:

-0.15

Martin Ratio

USIO:

-0.40

USO:

-1.13

Ulcer Index

USIO:

25.26%

USO:

11.97%

Daily Std Dev

USIO:

65.93%

USO:

30.62%

Max Drawdown

USIO:

-99.72%

USO:

-98.19%

Current Drawdown

USIO:

-98.25%

USO:

-92.86%

Returns By Period

In the year-to-date period, USIO achieves a -3.42% return, which is significantly higher than USO's -11.12% return. Over the past 10 years, USIO has underperformed USO with an annualized return of -11.10%, while USO has yielded a comparatively higher -8.62% annualized return.


USIO

YTD

-3.42%

1M

-13.50%

6M

-6.62%

1Y

-10.19%

3Y*

-17.16%

5Y*

-9.24%

10Y*

-11.10%

USO

YTD

-11.12%

1M

5.65%

6M

-6.23%

1Y

-11.09%

3Y*

-7.73%

5Y*

21.01%

10Y*

-8.62%

*Annualized

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Usio, Inc.

United States Oil Fund LP

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

USIO vs. USO — Risk-Adjusted Performance Rank

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

USIO
The Risk-Adjusted Performance Rank of USIO is 4343
Overall Rank
The Sharpe Ratio Rank of USIO is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of USIO is 4343
Sortino Ratio Rank
The Omega Ratio Rank of USIO is 4242
Omega Ratio Rank
The Calmar Ratio Rank of USIO is 4444
Calmar Ratio Rank
The Martin Ratio Rank of USIO is 4242
Martin Ratio Rank

USO
The Risk-Adjusted Performance Rank of USO is 66
Overall Rank
The Sharpe Ratio Rank of USO is 66
Sharpe Ratio Rank
The Sortino Ratio Rank of USO is 55
Sortino Ratio Rank
The Omega Ratio Rank of USO is 66
Omega Ratio Rank
The Calmar Ratio Rank of USO is 99
Calmar Ratio Rank
The Martin Ratio Rank of USO is 33
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USIO vs. USO - Risk-Adjusted Performance 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.


The current USIO Sharpe Ratio is -0.16, which is higher than the USO Sharpe Ratio of -0.36. The chart below compares the historical Sharpe Ratios of USIO 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

USIO vs. USO - Dividend Comparison

Neither USIO nor USO has paid dividends to shareholders.


Tickers have no history of dividend payments

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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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

USIO vs. USO - Volatility Comparison

Usio, Inc. (USIO) has a higher volatility of 12.66% compared to United States Oil Fund LP (USO) at 7.91%. 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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