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USO vs. USOI
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USO vs. USOI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in United States Oil Fund LP (USO) and Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). The values are adjusted to include any dividend payments, if applicable.

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USO vs. USOI - Yearly Performance Comparison


2026 (YTD)20252024
USO
United States Oil Fund LP
83.99%-8.46%5.18%
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
27.96%-8.78%6.94%

Returns By Period

In the year-to-date period, USO achieves a 83.99% return, which is significantly higher than USOI's 27.96% return.


USO

1D
-1.99%
1M
55.28%
YTD
83.99%
6M
72.54%
1Y
64.55%
3Y*
24.19%
5Y*
24.91%
10Y*
5.48%

USOI

1D
0.16%
1M
14.60%
YTD
27.96%
6M
23.68%
1Y
18.36%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USO vs. USOI - Expense Ratio Comparison

USO has a 0.79% expense ratio, which is lower than USOI's 0.85% expense ratio.


Return for Risk

USO vs. USOI — Risk / Return Rank

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

USO
USO Risk / Return Rank: 8282
Overall Rank
USO Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
USO Sortino Ratio Rank: 8888
Sortino Ratio Rank
USO Omega Ratio Rank: 8080
Omega Ratio Rank
USO Calmar Ratio Rank: 9393
Calmar Ratio Rank
USO Martin Ratio Rank: 6464
Martin Ratio Rank

USOI
USOI Risk / Return Rank: 4545
Overall Rank
USOI Sharpe Ratio Rank: 5050
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 4747
Sortino Ratio Rank
USOI Omega Ratio Rank: 4343
Omega Ratio Rank
USOI Calmar Ratio Rank: 5353
Calmar Ratio Rank
USOI Martin Ratio Rank: 3434
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. USOI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for United States Oil Fund LP (USO) and Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI). 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.


USOUSOIDifference

Sharpe ratio

Return per unit of total volatility

1.65

0.85

+0.80

Sortino ratio

Return per unit of downside risk

2.32

1.23

+1.09

Omega ratio

Gain probability vs. loss probability

1.30

1.16

+0.14

Calmar ratio

Return relative to maximum drawdown

3.44

1.28

+2.16

Martin ratio

Return relative to average drawdown

5.96

2.95

+3.01

USO vs. USOI - Sharpe Ratio Comparison

The current USO Sharpe Ratio is 1.65, which is higher than the USOI Sharpe Ratio of 0.85. The chart below compares the historical Sharpe Ratios of USO and USOI, 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


USOUSOIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.65

0.85

+0.80

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.14

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.19

0.62

-0.81

Correlation

The correlation between USO and USOI is 0.94, 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.


Dividends

USO vs. USOI - Dividend Comparison

USO has not paid dividends to shareholders, while USOI's dividend yield for the trailing twelve months is around 21.20%.


Drawdowns

USO vs. USOI - Drawdown Comparison

The maximum USO drawdown since its inception was -98.19%, which is greater than USOI's maximum drawdown of -19.49%. Use the drawdown chart below to compare losses from any high point for USO and USOI.


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Drawdown Indicators


USOUSOIDifference

Max Drawdown

Largest peak-to-trough decline

-98.19%

-19.49%

-78.70%

Max Drawdown (1Y)

Largest decline over 1 year

-20.39%

-15.60%

-4.79%

Max Drawdown (5Y)

Largest decline over 5 years

-36.23%

Max Drawdown (10Y)

Largest decline over 10 years

-86.75%

Current Drawdown

Current decline from peak

-86.46%

0.00%

-86.46%

Average Drawdown

Average peak-to-trough decline

-75.21%

-7.68%

-67.53%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.77%

6.78%

+4.99%

Volatility

USO vs. USOI - Volatility Comparison

United States Oil Fund LP (USO) has a higher volatility of 21.87% compared to Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) at 5.96%. This indicates that USO's price experiences larger fluctuations and is considered to be riskier than USOI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOUSOIDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.87%

5.96%

+15.91%

Volatility (6M)

Calculated over the trailing 6-month period

29.71%

14.47%

+15.24%

Volatility (1Y)

Calculated over the trailing 1-year period

39.38%

21.67%

+17.71%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

34.41%

21.11%

+13.30%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

38.33%

21.11%

+17.22%