USO vs. MOS
Compare and contrast key facts about United States Oil Fund LP (USO) and The Mosaic Company (MOS).
USO is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Light Sweet Crude Oil. It was launched on Apr 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: USO or MOS.
Key characteristics
| USO | MOS | |
|---|---|---|
| YTD Return | 9.72% | -20.69% |
| 1Y Return | 4.10% | -15.23% |
| 3Y Return (Ann) | 8.07% | -7.78% |
| 5Y Return (Ann) | -5.29% | 7.63% |
| 10Y Return (Ann) | -11.05% | -2.90% |
| Sharpe Ratio | 0.15 | -0.41 |
| Sortino Ratio | 0.40 | -0.39 |
| Omega Ratio | 1.05 | 0.96 |
| Calmar Ratio | 0.05 | -0.16 |
| Martin Ratio | 0.54 | -0.61 |
| Ulcer Index | 7.71% | 21.35% |
| Daily Std Dev | 28.22% | 31.95% |
| Max Drawdown | -98.19% | -94.71% |
| Current Drawdown | -92.22% | -77.44% |
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.
Performance
USO vs. MOS - Performance Comparison
In the year-to-date period, USO achieves a 9.72% return, which is significantly higher than MOS's -20.69% return. Over the past 10 years, USO has underperformed MOS with an annualized return of -11.05%, while MOS has yielded a comparatively higher -2.90% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
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 2.99%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 2.99% | 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 -94.71%. Use the drawdown chart below to compare losses from any high point for USO and MOS. For additional features, visit the drawdowns tool.
Volatility
USO vs. MOS - Volatility Comparison
United States Oil Fund LP (USO) has a higher volatility of 9.78% compared to The Mosaic Company (MOS) at 8.59%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than MOS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.