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

Correlation

The correlation between USO and BNO is 0.92, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.9

Performance

USO vs. BNO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and United States Brent Oil Fund LP (BNO). The values are adjusted to include any dividend payments, if applicable.

-80.00%-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-72.96%
14.42%
USO
BNO

Key characteristics

Sharpe Ratio

USO:

0.23

BNO:

0.17

Sortino Ratio

USO:

0.51

BNO:

0.41

Omega Ratio

USO:

1.06

BNO:

1.05

Calmar Ratio

USO:

0.07

BNO:

0.10

Martin Ratio

USO:

0.75

BNO:

0.49

Ulcer Index

USO:

8.39%

BNO:

8.59%

Daily Std Dev

USO:

27.01%

BNO:

24.95%

Max Drawdown

USO:

-98.19%

BNO:

-87.06%

Current Drawdown

USO:

-92.22%

BNO:

-36.96%

Returns By Period

In the year-to-date period, USO achieves a 9.68% return, which is significantly higher than BNO's 7.21% return. Over the past 10 years, USO has underperformed BNO with an annualized return of -8.02%, while BNO has yielded a comparatively higher 1.97% annualized return.


USO

YTD

9.68%

1M

-0.14%

6M

-7.06%

1Y

6.42%

5Y*

-6.39%

10Y*

-8.02%

BNO

YTD

7.21%

1M

0.55%

6M

-8.10%

1Y

4.09%

5Y*

7.26%

10Y*

1.97%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USO vs. BNO - Expense Ratio Comparison

USO has a 0.79% expense ratio, which is lower than BNO's 0.90% expense ratio.


BNO
United States Brent Oil Fund LP
Expense ratio chart for BNO: current value at 0.90% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.90%
Expense ratio chart for USO: current value at 0.79% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.79%

Risk-Adjusted Performance

USO vs. BNO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and United States Brent Oil Fund LP (BNO). 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.


Sharpe ratio
The chart of Sharpe ratio for USO, currently valued at 0.23, compared to the broader market0.002.004.000.230.17
The chart of Sortino ratio for USO, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.510.41
The chart of Omega ratio for USO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.061.05
The chart of Calmar ratio for USO, currently valued at 0.08, compared to the broader market0.005.0010.0015.000.080.10
The chart of Martin ratio for USO, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.000.750.49
USO
BNO

The current USO Sharpe Ratio is 0.23, which is higher than the BNO Sharpe Ratio of 0.17. The chart below compares the historical Sharpe Ratios of USO and BNO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.23
0.17
USO
BNO

Dividends

USO vs. BNO - Dividend Comparison

Neither USO nor BNO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USO vs. BNO - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than BNO's maximum drawdown of -87.06%. Use the drawdown chart below to compare losses from any high point for USO and BNO. For additional features, visit the drawdowns tool.


-80.00%-70.00%-60.00%-50.00%-40.00%-30.00%JulyAugustSeptemberOctoberNovemberDecember
-79.76%
-36.96%
USO
BNO

Volatility

USO vs. BNO - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 6.52% compared to United States Brent Oil Fund LP (BNO) at 5.80%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than BNO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
5.80%
USO
BNO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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