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USOI vs. SLVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

USOI vs. SLVO - Performance Comparison

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

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USOI vs. SLVO - Yearly Performance Comparison


Returns By Period

In the year-to-date period, USOI achieves a 26.76% return, which is significantly higher than SLVO's 7.50% return.


USOI

1D
-0.94%
1M
9.69%
YTD
26.76%
6M
23.42%
1Y
17.27%
3Y*
5Y*
10Y*

SLVO

1D
0.54%
1M
-6.24%
YTD
7.50%
6M
24.74%
1Y
57.80%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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USOI vs. SLVO - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than SLVO's 0.65% expense ratio.


Return for Risk

USOI vs. SLVO — Risk / Return Rank

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

USOI
USOI Risk / Return Rank: 3737
Overall Rank
USOI Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
USOI Sortino Ratio Rank: 3939
Sortino Ratio Rank
USOI Omega Ratio Rank: 3535
Omega Ratio Rank
USOI Calmar Ratio Rank: 4141
Calmar Ratio Rank
USOI Martin Ratio Rank: 2929
Martin Ratio Rank

SLVO
SLVO Risk / Return Rank: 9090
Overall Rank
SLVO Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
SLVO Sortino Ratio Rank: 8282
Sortino Ratio Rank
SLVO Omega Ratio Rank: 9393
Omega Ratio Rank
SLVO Calmar Ratio Rank: 9191
Calmar Ratio Rank
SLVO Martin Ratio Rank: 9494
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.

USOI vs. SLVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO). 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.


USOISLVODifference

Sharpe ratio

Return per unit of total volatility

0.80

1.96

-1.16

Sortino ratio

Return per unit of downside risk

1.17

2.21

-1.04

Omega ratio

Gain probability vs. loss probability

1.15

1.43

-0.27

Calmar ratio

Return relative to maximum drawdown

1.11

3.32

-2.22

Martin ratio

Return relative to average drawdown

2.55

14.56

-12.02

USOI vs. SLVO - Sharpe Ratio Comparison

The current USOI Sharpe Ratio is 0.80, which is lower than the SLVO Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of USOI and SLVO, 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


USOISLVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.80

1.96

-1.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

1.61

-1.02

Correlation

The correlation between USOI and SLVO is 0.16, 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.


Dividends

USOI vs. SLVO - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 21.40%, less than SLVO's 37.95% yield.


Drawdowns

USOI vs. SLVO - Drawdown Comparison

The maximum USOI drawdown since its inception was -19.49%, which is greater than SLVO's maximum drawdown of -17.23%. Use the drawdown chart below to compare losses from any high point for USOI and SLVO.


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Drawdown Indicators


USOISLVODifference

Max Drawdown

Largest peak-to-trough decline

-19.49%

-17.23%

-2.26%

Max Drawdown (1Y)

Largest decline over 1 year

-15.60%

-17.23%

+1.63%

Current Drawdown

Current decline from peak

-0.94%

-7.93%

+6.99%

Average Drawdown

Average peak-to-trough decline

-7.67%

-3.00%

-4.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.78%

3.93%

+2.85%

Volatility

USOI vs. SLVO - Volatility Comparison

The current volatility for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) is 6.13%, while Credit Suisse X-Links Silver Shares Covered Call ETN (SLVO) has a volatility of 14.26%. This indicates that USOI experiences smaller price fluctuations and is considered to be less risky than SLVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


USOISLVODifference

Volatility (1M)

Calculated over the trailing 1-month period

6.13%

14.26%

-8.13%

Volatility (6M)

Calculated over the trailing 6-month period

14.49%

27.43%

-12.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.65%

29.61%

-7.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.10%

25.42%

-4.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.10%

25.42%

-4.32%