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

Correlation

The correlation between USO and MOS is 0.32, 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.


-0.50.00.51.00.3

Performance

USO vs. MOS - Performance Comparison

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

-100.00%-50.00%0.00%50.00%100.00%150.00%200.00%JulyAugustSeptemberOctoberNovemberDecember
-86.57%
125.24%
USO
MOS

Key characteristics

Sharpe Ratio

USO:

0.23

MOS:

-0.96

Sortino Ratio

USO:

0.51

MOS:

-1.33

Omega Ratio

USO:

1.06

MOS:

0.85

Calmar Ratio

USO:

0.07

MOS:

-0.39

Martin Ratio

USO:

0.75

MOS:

-1.50

Ulcer Index

USO:

8.39%

MOS:

20.74%

Daily Std Dev

USO:

27.01%

MOS:

32.34%

Max Drawdown

USO:

-98.19%

MOS:

-94.70%

Current Drawdown

USO:

-92.22%

MOS:

-80.24%

Returns By Period

In the year-to-date period, USO achieves a 9.68% return, which is significantly higher than MOS's -30.61% return. Over the past 10 years, USO has underperformed MOS with an annualized return of -8.02%, while MOS has yielded a comparatively higher -4.57% annualized return.


USO

YTD

9.68%

1M

-0.14%

6M

-7.06%

1Y

6.42%

5Y*

-6.39%

10Y*

-8.02%

MOS

YTD

-30.61%

1M

-4.64%

6M

-12.06%

1Y

-31.76%

5Y*

3.85%

10Y*

-4.57%

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Risk-Adjusted Performance

USO vs. MOS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and The Mosaic Company (MOS). 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 market0.002.004.000.23-0.96
The chart of Sortino ratio for USO, currently valued at 0.51, compared to the broader market-2.000.002.004.006.008.0010.000.51-1.33
The chart of Omega ratio for USO, currently valued at 1.06, compared to the broader market0.501.001.502.002.503.001.060.85
The chart of Calmar ratio for USO, currently valued at 0.07, compared to the broader market0.005.0010.0015.000.07-0.39
The chart of Martin ratio for USO, currently valued at 0.75, compared to the broader market0.0020.0040.0060.0080.00100.000.75-1.50
USO
MOS

The current USO Sharpe Ratio is 0.23, which is higher than the MOS Sharpe Ratio of -0.96. The chart below compares the historical Sharpe Ratios of USO and MOS, 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-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
0.23
-0.96
USO
MOS

Dividends

USO vs. MOS - Dividend Comparison

USO has not paid dividends to shareholders, while MOS's dividend yield for the trailing twelve months is around 3.49%.


TTM20232022202120202019201820172016201520142013
USO
United States 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%
MOS
The Mosaic Company
3.49%2.94%1.28%0.70%0.87%0.81%0.34%2.34%3.75%3.90%2.19%2.12%

Drawdowns

USO vs. MOS - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, roughly equal to the maximum MOS drawdown of -94.70%. Use the drawdown chart below to compare losses from any high point for USO and MOS. For additional features, visit the drawdowns tool.


-90.00%-85.00%-80.00%-75.00%JulyAugustSeptemberOctoberNovemberDecember
-92.22%
-80.24%
USO
MOS

Volatility

USO vs. MOS - Volatility Comparison

The current volatility for United States Oil Fund LP (USO) is 6.52%, while The Mosaic Company (MOS) has a volatility of 11.30%. This indicates that USO experiences smaller price fluctuations and is considered to be less risky than MOS 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%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.52%
11.30%
USO
MOS
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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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