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USL vs. COP
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

USL vs. COP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States 12 Month Oil Fund, LP (USL) and ConocoPhillips Company (COP). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, USL achieves a 42.12% return, which is significantly higher than COP's 27.91% return. Over the past 10 years, USL has underperformed COP with an annualized return of 10.73%, while COP has yielded a comparatively higher 14.69% annualized return.


USL

1D
-2.31%
1M
5.30%
6M
29.91%
YTD
42.12%
1Y
30.23%
3Y*
8.03%
5Y*
13.78%
10Y*
10.73%
ALL TIME*
-0.35%

COP

1D
-1.02%
1M
12.61%
6M
14.14%
YTD
27.91%
1Y
31.23%
3Y*
4.40%
5Y*
20.15%
10Y*
14.69%
ALL TIME*
7.77%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$743.01M$720.80M$804.60M
$624.51K$673.47K$1.06M

USL vs. COP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USL
United States 12 Month Oil Fund, LP
42.12%-12.37%8.30%-1.11%27.10%62.48%-25.23%28.01%-14.15%2.55%
COP
ConocoPhillips Company
27.91%-2.34%-12.02%1.98%71.69%86.60%-36.04%6.63%15.63%11.95%

Correlation

The correlation between USL and COP is 0.66, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.66

Correlation (3Y)
Balances recent behavior with more history.

0.62

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.64

Correlation (10Y)
Provides a long-term view across more market conditions.

0.61

Correlation (All Time)
Calculated using the full available price history since Dec 6, 2007

0.60

The correlation between USL and COP has been stable across timeframes, ranging from 0.60 to 0.66 - a consistent structural relationship.

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Return for Risk

USL vs. COP — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

USL
USL Risk / Return Rank: 3636
Overall Rank
USL Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
USL Sortino Ratio Rank: 3636
Sortino Ratio Rank
USL Omega Ratio Rank: 3535
Omega Ratio Rank
USL Calmar Ratio Rank: 3838
Calmar Ratio Rank
USL Martin Ratio Rank: 3636
Martin Ratio Rank

COP
COP Risk / Return Rank: 7171
Overall Rank
COP Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
COP Sortino Ratio Rank: 7070
Sortino Ratio Rank
COP Omega Ratio Rank: 6767
Omega Ratio Rank
COP Calmar Ratio Rank: 7171
Calmar Ratio Rank
COP Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

USL vs. COP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States 12 Month Oil Fund, LP (USL) and ConocoPhillips Company (COP). 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.


USLCOPDifference
Sharpe ratioReturn per unit of total volatility

-0.04

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.18

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.45

1.41

+0.04

Martin ratioReturn relative to average drawdown

3.98

3.51

+0.47

USL vs. COP - Sharpe Ratio Comparison

The current USL Sharpe Ratio is 1.01, which is comparable to the COP Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of USL and COP, 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

USL vs. COP - Drawdown Comparison

The maximum USL drawdown since its inception was -89.06%, which is greater than COP's maximum drawdown of -84.55%. Use the drawdown chart below to compare losses from any high point for USL and COP.


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Drawdown Indicators


USLCOPDifference

Max Drawdown

Largest peak-to-trough decline

-89.06%

-84.55%

-4.51%

Max Drawdown (1Y)

Largest decline over 1 year

-20.91%

-22.28%

+1.37%

Max Drawdown (3Y)

Largest decline over 3 years

-23.33%

-36.19%

+12.86%

Max Drawdown (5Y)

Largest decline over 5 years

-33.82%

-36.19%

+2.37%

Max Drawdown (10Y)

Largest decline over 10 years

-66.02%

-70.66%

+4.64%

Current Drawdown

Current decline from peak

-46.10%

-11.20%

-34.90%

Average Drawdown

Average peak-to-trough decline

-61.29%

-25.46%

-35.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.63%

8.91%

-1.28%

Volatility

USL vs. COP - Volatility Comparison

United States 12 Month Oil Fund, LP (USL) has a higher volatility of 11.47% compared to ConocoPhillips Company (COP) at 9.19%. This indicates that USL's price experiences larger fluctuations and is considered to be riskier than COP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USLCOPDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.47%

9.19%

+2.28%

Volatility (6M)

Calculated over the trailing 6-month period

25.59%

22.43%

+3.16%

Volatility (1Y)

Calculated over the trailing 1-year period

30.00%

29.80%

+0.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.37%

32.67%

-2.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.37%

37.59%

-5.22%

Dividends

USL vs. COP - Dividend Comparison

USL has not paid dividends to shareholders, while COP's dividend yield for the trailing twelve months is around 2.80%.


PositionTTM20252024202320222021202020192018201720162015
COP
ConocoPhillips Company
2.80%3.40%3.35%3.37%4.23%2.70%4.23%2.05%1.86%1.93%1.99%6.30%
USL
United States 12 Month Oil 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


USL and COP have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

USL has higher volatility (11.47%) compared to COP (9.19%). In terms of maximum drawdown, USL dropped -89.06% vs COP's -84.55%.

COP currently has the higher Sharpe Ratio (1.05 vs 1.01), 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.

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