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USOI vs. VDC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between USOI and VDC is 0.09, 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.


-0.50.00.51.00.1

Performance

USOI vs. VDC - 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 Vanguard Consumer Staples ETF (VDC). The values are adjusted to include any dividend payments, if applicable.

-20.00%0.00%20.00%40.00%60.00%80.00%100.00%JulyAugustSeptemberOctoberNovemberDecember
-17.26%
82.81%
USOI
VDC

Key characteristics

Sharpe Ratio

USOI:

0.36

VDC:

1.84

Sortino Ratio

USOI:

0.62

VDC:

2.69

Omega Ratio

USOI:

1.08

VDC:

1.32

Calmar Ratio

USOI:

0.14

VDC:

3.18

Martin Ratio

USOI:

1.21

VDC:

11.04

Ulcer Index

USOI:

5.95%

VDC:

1.58%

Daily Std Dev

USOI:

20.01%

VDC:

9.47%

Max Drawdown

USOI:

-77.42%

VDC:

-34.24%

Current Drawdown

USOI:

-45.82%

VDC:

-3.85%

Returns By Period

In the year-to-date period, USOI achieves a 9.75% return, which is significantly lower than VDC's 14.62% return.


USOI

YTD

9.75%

1M

-0.81%

6M

-5.53%

1Y

7.37%

5Y*

-8.68%

10Y*

N/A

VDC

YTD

14.62%

1M

-1.31%

6M

5.95%

1Y

15.83%

5Y*

8.56%

10Y*

8.05%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


USOI vs. VDC - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than VDC's 0.10% expense ratio.


USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
Expense ratio chart for USOI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for VDC: current value at 0.10% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.10%

Risk-Adjusted Performance

USOI vs. VDC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) and Vanguard Consumer Staples ETF (VDC). 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 USOI, currently valued at 0.36, compared to the broader market0.002.004.000.361.84
The chart of Sortino ratio for USOI, currently valued at 0.62, compared to the broader market-2.000.002.004.006.008.0010.000.622.69
The chart of Omega ratio for USOI, currently valued at 1.08, compared to the broader market0.501.001.502.002.503.001.081.32
The chart of Calmar ratio for USOI, currently valued at 0.14, compared to the broader market0.005.0010.0015.000.143.18
The chart of Martin ratio for USOI, currently valued at 1.21, compared to the broader market0.0020.0040.0060.0080.00100.001.2111.04
USOI
VDC

The current USOI Sharpe Ratio is 0.36, which is lower than the VDC Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of USOI and VDC, 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-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
0.36
1.84
USOI
VDC

Dividends

USOI vs. VDC - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 19.73%, more than VDC's 2.31% yield.


TTM20232022202120202019201820172016201520142013
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
19.73%26.72%42.78%20.48%67.99%17.11%13.08%6.31%0.00%0.00%0.00%0.00%
VDC
Vanguard Consumer Staples ETF
2.31%2.65%2.37%2.14%2.50%2.44%2.78%2.52%2.39%2.55%1.93%2.21%

Drawdowns

USOI vs. VDC - Drawdown Comparison

The maximum USOI drawdown since its inception was -77.42%, which is greater than VDC's maximum drawdown of -34.24%. Use the drawdown chart below to compare losses from any high point for USOI and VDC. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-45.82%
-3.85%
USOI
VDC

Volatility

USOI vs. VDC - Volatility Comparison

Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) has a higher volatility of 5.48% compared to Vanguard Consumer Staples ETF (VDC) at 2.91%. This indicates that USOI's price experiences larger fluctuations and is considered to be riskier than VDC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
5.48%
2.91%
USOI
VDC
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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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