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

Correlation

The correlation between USOI and VOO is 0.21, 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.


-0.50.00.51.00.2

Performance

USOI vs. VOO - 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 S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
2.98%
8.46%
USOI
VOO

Key characteristics

Sharpe Ratio

USOI:

0.86

VOO:

2.21

Sortino Ratio

USOI:

1.25

VOO:

2.92

Omega Ratio

USOI:

1.16

VOO:

1.41

Calmar Ratio

USOI:

0.33

VOO:

3.34

Martin Ratio

USOI:

2.73

VOO:

14.07

Ulcer Index

USOI:

5.97%

VOO:

2.01%

Daily Std Dev

USOI:

19.00%

VOO:

12.80%

Max Drawdown

USOI:

-77.42%

VOO:

-33.99%

Current Drawdown

USOI:

-41.46%

VOO:

-1.36%

Returns By Period

In the year-to-date period, USOI achieves a 3.21% return, which is significantly higher than VOO's 1.98% return.


USOI

YTD

3.21%

1M

5.79%

6M

2.54%

1Y

14.80%

5Y*

-6.68%

10Y*

N/A

VOO

YTD

1.98%

1M

2.24%

6M

9.59%

1Y

27.12%

5Y*

14.29%

10Y*

13.52%

*Annualized

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. VOO - Expense Ratio Comparison

USOI has a 0.85% expense ratio, which is higher than VOO's 0.03% 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 VOO: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

USOI vs. VOO — Risk-Adjusted Performance Rank

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

USOI
The Risk-Adjusted Performance Rank of USOI is 2929
Overall Rank
The Sharpe Ratio Rank of USOI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of USOI is 3232
Sortino Ratio Rank
The Omega Ratio Rank of USOI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of USOI is 1919
Calmar Ratio Rank
The Martin Ratio Rank of USOI is 3030
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 8383
Overall Rank
The Sharpe Ratio Rank of VOO is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 8080
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 8383
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 8282
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

USOI vs. VOO - 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 S&P 500 ETF (VOO). 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 0.86, compared to the broader market0.002.004.000.862.21
The chart of Sortino ratio for USOI, currently valued at 1.25, compared to the broader market0.005.0010.001.252.92
The chart of Omega ratio for USOI, currently valued at 1.16, compared to the broader market1.002.003.001.161.41
The chart of Calmar ratio for USOI, currently valued at 0.33, compared to the broader market0.005.0010.0015.0020.000.333.34
The chart of Martin ratio for USOI, currently valued at 2.73, compared to the broader market0.0020.0040.0060.0080.00100.002.7314.07
USOI
VOO

The current USOI Sharpe Ratio is 0.86, which is lower than the VOO Sharpe Ratio of 2.21. The chart below compares the historical Sharpe Ratios of USOI and VOO, 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 Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.86
2.21
USOI
VOO

Dividends

USOI vs. VOO - Dividend Comparison

USOI's dividend yield for the trailing twelve months is around 20.88%, more than VOO's 1.22% yield.


TTM20242023202220212020201920182017201620152014
USOI
Credit Suisse X-Links Crude Oil Shares Covered Call ETN
19.63%21.55%26.72%42.78%20.48%67.99%17.11%13.08%6.31%0.00%0.00%0.00%
VOO
Vanguard S&P 500 ETF
1.22%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

USOI vs. VOO - Drawdown Comparison

The maximum USOI drawdown since its inception was -77.42%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for USOI and VOO. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-41.46%
-1.36%
USOI
VOO

Volatility

USOI vs. VOO - Volatility Comparison

The current volatility for Credit Suisse X-Links Crude Oil Shares Covered Call ETN (USOI) is 2.37%, while Vanguard S&P 500 ETF (VOO) has a volatility of 5.05%. This indicates that USOI experiences smaller price fluctuations and is considered to be less risky than VOO 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%AugustSeptemberOctoberNovemberDecember2025
2.37%
5.05%
USOI
VOO
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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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