VFF vs. USO

Last updated Apr 1, 2026

Compare and contrast key facts about Village Farms International, Inc. (VFF) and United States Oil Fund LP (USO).

USO is a passively managed fund by Concierge Technologies that tracks the performance of the Front Month Light Sweet Crude Oil. It was launched on Apr 10, 2006.

Performance

VFF vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Village Farms International, Inc. (VFF) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

VFF vs. USO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
VFF Village Farms International, Inc.	-22.19%	373.41%	1.31%	-43.21%	-79.13%	-36.69%	62.76%	92.28%	-46.80%	534.37%
USO United States Oil Fund LP	83.99%	-8.46%	13.35%	-4.94%	28.97%	64.68%	-67.79%	32.61%	-19.57%	2.47%

Returns By Period

In the year-to-date period, VFF achieves a -22.19% return, which is significantly lower than USO's 83.99% return. Over the past 10 years, VFF has outperformed USO with an annualized return of 9.71%, while USO has yielded a comparatively lower 5.48% annualized return.

VFF

• 1D: 7.17%
• 1M: -20.67%
• YTD: -22.19%
• 6M: -9.27%
• 1Y: 369.50%
• 3Y*: 50.69%
• 5Y*: -27.11%
• 10Y*: 9.71%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

VFF vs. USO — Risk / Return Rank

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

VFF

VFF Risk / Return Rank: 97
VFF Sharpe Ratio Rank: 99
VFF Sortino Ratio Rank: 97
VFF Omega Ratio Rank: 94
VFF Calmar Ratio Rank: 98
VFF Martin Ratio Rank: 98

USO

USO Risk / Return Rank: 82
USO Sharpe Ratio Rank: 85
USO Sortino Ratio Rank: 88
USO Omega Ratio Rank: 80
USO Calmar Ratio Rank: 93
USO Martin Ratio Rank: 64

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.

VFF vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Village Farms International, Inc. (VFF) and United States Oil Fund LP (USO). 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.

	VFF	USO	Difference
Sharpe ratio Return per unit of total volatility	3.92	1.65	+2.26
Sortino ratio Return per unit of downside risk	4.10	2.32	+1.78
Omega ratio Gain probability vs. loss probability	1.49	1.30	+0.19
Calmar ratio Return relative to maximum drawdown	9.01	3.44	+5.57
Martin ratio Return relative to average drawdown	24.08	5.96	+18.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

VFF vs. USO - Sharpe Ratio Comparison

The current VFF Sharpe Ratio is 3.92, which is higher than the USO Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of VFF and USO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	VFF	USO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.92	1.65	+2.26
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.35	0.73	-1.08
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.12	0.14	-0.02
Sharpe Ratio (All Time) Calculated using the full available price history	0.09	-0.19	+0.28

Correlation

The correlation between VFF and USO is 0.12, 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

VFF vs. USO - Dividend Comparison

Neither VFF nor USO has paid dividends to shareholders.

Tickers have no history of dividend payments

Drawdowns

VFF vs. USO - Drawdown Comparison

The maximum VFF drawdown since its inception was -97.52%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for VFF and USO.

Drawdown Indicators

	VFF	USO	Difference
Max Drawdown Largest peak-to-trough decline	-97.52%	-98.19%	+0.67%
Max Drawdown (1Y) Largest decline over 1 year	-39.23%	-20.39%	-18.84%
Max Drawdown (5Y) Largest decline over 5 years	-96.52%	-36.23%	-60.29%
Max Drawdown (10Y) Largest decline over 10 years	-97.52%	-86.75%	-10.77%
Current Drawdown Current decline from peak	-85.34%	-86.46%	+1.12%
Average Drawdown Average peak-to-trough decline	-51.11%	-75.21%	+24.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	14.68%	11.77%	+2.91%

Volatility

VFF vs. USO - Volatility Comparison

Village Farms International, Inc. (VFF) and United States Oil Fund LP (USO) have volatilities of 21.21% and 21.87%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	VFF	USO	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.21%	21.87%	-0.66%
Volatility (6M) Calculated over the trailing 6-month period	53.35%	29.71%	+23.64%
Volatility (1Y) Calculated over the trailing 1-year period	95.17%	39.38%	+55.79%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	78.32%	34.41%	+43.91%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	79.84%	38.33%	+41.51%