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YINN vs. USO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

YINN vs. USO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Direxion Daily China 3x Bull Shares (YINN) and United States Oil Fund LP (USO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, YINN achieves a -27.88% return, which is significantly lower than USO's 103.67% return. Over the past 10 years, YINN has underperformed USO with an annualized return of -18.76%, while USO has yielded a comparatively higher 4.07% annualized return.


YINN

1D
-6.72%
1M
-10.09%
YTD
-27.88%
6M
-31.54%
1Y
-16.05%
3Y*
-2.89%
5Y*
-38.62%
10Y*
-18.76%

USO

1D
2.62%
1M
-4.57%
YTD
103.67%
6M
99.35%
1Y
101.55%
3Y*
29.98%
5Y*
24.41%
10Y*
4.07%
*Multi-year figures are annualized to reflect compound growth (CAGR)

YINN vs. USO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
YINN
Direxion Daily China 3x Bull Shares
-27.88%54.21%36.06%-53.08%-71.97%-58.56%-7.75%28.92%-48.47%129.79%
USO
United States Oil Fund LP
103.67%-8.46%13.35%-4.94%28.97%64.68%-67.79%32.61%-19.57%2.47%

Correlation

The correlation between YINN and USO is -0.17, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.17

Correlation (3Y)
Calculated over the trailing 3-year period

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.09

Correlation (10Y)
Calculated over the trailing 10-year period

0.17

Correlation (All Time)
Calculated using the full available price history since Dec 4, 2009

0.25

The correlation between YINN and USO shifts across timeframes, from -0.17 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

YINN vs. USO — Risk / Return Rank

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

YINN
YINN Risk / Return Rank: 66
Overall Rank
YINN Sharpe Ratio Rank: 66
Sharpe Ratio Rank
YINN Sortino Ratio Rank: 77
Sortino Ratio Rank
YINN Omega Ratio Rank: 77
Omega Ratio Rank
YINN Calmar Ratio Rank: 66
Calmar Ratio Rank
YINN Martin Ratio Rank: 66
Martin Ratio Rank

USO
USO Risk / Return Rank: 6666
Overall Rank
USO Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
USO Sortino Ratio Rank: 6060
Sortino Ratio Rank
USO Omega Ratio Rank: 6161
Omega Ratio Rank
USO Calmar Ratio Rank: 8787
Calmar Ratio Rank
USO Martin Ratio Rank: 5454
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.

YINN vs. USO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Direxion Daily China 3x Bull Shares (YINN) 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.


YINNUSODifference
Sharpe ratioReturn per unit of total volatility

-2.58

Sortino ratioReturn per unit of downside risk

-2.90

Omega ratioGain probability vs. loss probability

1.00

1.38

-0.38

Calmar ratioReturn relative to maximum drawdown

-0.34

5.01

-5.34

Martin ratioReturn relative to average drawdown

-0.66

9.42

-10.08

YINN vs. USO - Sharpe Ratio Comparison

The current YINN Sharpe Ratio is -0.27, which is lower than the USO Sharpe Ratio of 2.31. The chart below compares the historical Sharpe Ratios of YINN and USO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


YINNUSODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

2.31

-2.58

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.41

0.68

-1.09

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.23

0.10

-0.33

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.22

-0.18

-0.04

Drawdowns

YINN vs. USO - Drawdown Comparison

The maximum YINN drawdown since its inception was -98.87%, roughly equal to the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for YINN and USO.


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Drawdown Indicators


YINNUSODifference

Max Drawdown

Largest peak-to-trough decline

-98.87%

-98.19%

-0.68%

Max Drawdown (1Y)

Largest decline over 1 year

-47.74%

-20.39%

-27.35%

Max Drawdown (3Y)

Largest decline over 3 years

-69.08%

-26.05%

-43.03%

Max Drawdown (5Y)

Largest decline over 5 years

-96.28%

-36.23%

-60.05%

Max Drawdown (10Y)

Largest decline over 10 years

-98.59%

-86.75%

-11.84%

Current Drawdown

Current decline from peak

-97.44%

-85.01%

-12.43%

Average Drawdown

Average peak-to-trough decline

-68.47%

-75.30%

+6.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.22%

10.82%

+13.40%

Volatility

YINN vs. USO - Volatility Comparison

Direxion Daily China 3x Bull Shares (YINN) has a higher volatility of 21.19% compared to United States Oil Fund LP (USO) at 14.87%. This indicates that YINN's price experiences larger fluctuations and is considered to be riskier than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


YINNUSODifference

Volatility (1M)

Calculated over the trailing 1-month period

21.19%

14.87%

+6.32%

Volatility (6M)

Calculated over the trailing 6-month period

42.61%

38.23%

+4.38%

Volatility (1Y)

Calculated over the trailing 1-year period

58.82%

44.20%

+14.62%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

94.20%

36.06%

+58.14%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

81.79%

39.00%

+42.79%

YINN vs. USO - Expense Ratio Comparison

YINN has a 1.52% expense ratio, which is higher than USO's 0.86% expense ratio.


Dividends

YINN vs. USO - Dividend Comparison

YINN's dividend yield for the trailing twelve months is around 1.38%, while USO has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
USO
United States Oil Fund LP
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
YINN
Direxion Daily China 3x Bull Shares
1.38%1.12%1.81%4.17%1.16%0.73%0.76%1.38%1.02%1.11%

Frequently Asked Questions


YINN and USO have a correlation of -0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

YINN has higher volatility (21.19%) compared to USO (14.87%). In terms of maximum drawdown, YINN dropped -98.87% vs USO's -98.19%.

On 10-year performance, USO leads with 4.07% vs -18.76% for YINN. On fees, USO is cheaper at 0.86% per year. On volatility, USO has been the lower-risk option at 14.87%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, USO has performed better with a 4.07% return vs -18.76%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

USO is cheaper with a 0.86% expense ratio, compared with 1.52% for YINN.

YINN has the higher dividend yield at 1.38%, compared with 0.00% for USO.

YINN is categorized as Leveraged Equities, while USO is Oil & Gas. YINN tracks FTSE China 50 Index (300%), while USO tracks Front Month Light Sweet Crude Oil. They also come from different issuers: Direxion and USCF. Their fees differ too: 1.52% for YINN and 0.86% for USO.

USO currently has the higher Sharpe Ratio (2.31 vs -0.27), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for YINN and USO

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