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USO vs. SCO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USO vs. SCO - Performance Comparison

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

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USO vs. SCO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USO
United States Oil Fund LP
79.42%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%
SCO
ProShares UltraShort Bloomberg Crude Oil
-55.18%15.90%-19.00%-12.41%-62.59%-72.62%-4.20%-58.50%19.22%-22.40%

Returns By Period

In the year-to-date period, USO achieves a 79.42% return, which is significantly higher than SCO's -55.18% return. Over the past 10 years, USO has outperformed SCO with an annualized return of 5.22%, while SCO has yielded a comparatively lower -39.82% annualized return.


USO

1D
-2.48%
1M
42.32%
YTD
79.42%
6M
69.66%
1Y
60.99%
3Y*
23.15%
5Y*
24.29%
10Y*
5.22%

SCO

1D
5.65%
1M
-31.91%
YTD
-55.18%
6M
-50.11%
1Y
-47.55%
3Y*
-29.63%
5Y*
-41.92%
10Y*
-39.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USO vs. SCO - Expense Ratio Comparison

USO has a 0.79% expense ratio, which is lower than SCO's 0.95% expense ratio.


Return for Risk

USO vs. SCO — Risk / Return Rank

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

USO
USO Risk / Return Rank: 7575
Overall Rank
USO Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
USO Sortino Ratio Rank: 8282
Sortino Ratio Rank
USO Omega Ratio Rank: 7474
Omega Ratio Rank
USO Calmar Ratio Rank: 8989
Calmar Ratio Rank
USO Martin Ratio Rank: 5151
Martin Ratio Rank

SCO
SCO Risk / Return Rank: 11
Overall Rank
SCO Sharpe Ratio Rank: 11
Sharpe Ratio Rank
SCO Sortino Ratio Rank: 11
Sortino Ratio Rank
SCO Omega Ratio Rank: 22
Omega Ratio Rank
SCO Calmar Ratio Rank: 22
Calmar Ratio Rank
SCO Martin Ratio Rank: 11
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

USO vs. SCO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and ProShares UltraShort Bloomberg Crude Oil (SCO). 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.


USOSCODifference

Sharpe ratio

Return per unit of total volatility

1.56

-0.84

+2.39

Sortino ratio

Return per unit of downside risk

2.22

-1.20

+3.42

Omega ratio

Gain probability vs. loss probability

1.28

0.87

+0.41

Calmar ratio

Return relative to maximum drawdown

2.97

-0.72

+3.68

Martin ratio

Return relative to average drawdown

5.14

-1.71

+6.84

USO vs. SCO - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.56, which is higher than the SCO Sharpe Ratio of -0.84. The chart below compares the historical Sharpe Ratios of USO and SCO, 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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Sharpe Ratios by Period


USOSCODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.56

-0.84

+2.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.71

-0.71

+1.42

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

-0.55

+0.69

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

-0.36

+0.17

Correlation

The correlation between USO and SCO is -0.99. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Dividends

USO vs. SCO - Dividend Comparison

Neither USO nor SCO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

USO vs. SCO - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, roughly equal to the maximum SCO drawdown of -99.74%. Use the drawdown chart below to compare losses from any high point for USO and SCO.


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Drawdown Indicators


USOSCODifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-99.74%

+1.55%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-66.46%

+46.07%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

-94.53%

+58.30%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

-99.48%

+12.73%

Current Drawdown

Current decline from peak

-86.80%

-99.70%

+12.90%

Average Drawdown

Average peak-to-trough decline

-75.21%

-85.03%

+9.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.77%

27.84%

-16.07%

Volatility

USO vs. SCO - Volatility Comparison

The current volatility for United States Oil Fund LP (USO) is 22.21%, while ProShares UltraShort Bloomberg Crude Oil (SCO) has a volatility of 24.45%. This indicates that USO experiences smaller price fluctuations and is considered to be less risky than SCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOSCODifference

Volatility (1M)

Calculated over the trailing 1-month period

22.21%

24.45%

-2.24%

Volatility (6M)

Calculated over the trailing 6-month period

29.81%

40.35%

-10.54%

Volatility (1Y)

Calculated over the trailing 1-year period

39.35%

57.03%

-17.68%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.40%

59.08%

-24.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.33%

71.93%

-33.60%