United States Oil Fund, LP (USO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
United States Oil Fund, LP (USO): 1Y return 117.7%, Sharpe ratio 1.79, volatility 48.6%, max drawdown -32.5%. A ETF in the Commodity asset class. Compare USO with other assets and invest through your own broker with pfolio.
United States Oil Fund, LP (USO) Overview
- Type: ETF
- Asset Class: Commodity
- Region: Americas
- Country: US (Developed)
- Currency: USD
USO Performance
- MTD
- Return: 3.7%, Sharpe: 3.82, Volatility: 31.1%, Max Drawdown: -4.1%
- YTD
- Return: 118.4%, Sharpe: 2.08, Volatility: 53.5%, Max Drawdown: -32.5%
- 1Y
- Return: 117.7%, Sharpe: 1.79, Volatility: 48.6%, Max Drawdown: -32.5%
- 5Y
- Return: 169.2%, Sharpe: 0.70, Volatility: 36.9%, Max Drawdown: -36.2%
- 10Y
- Return: 65.2%, Sharpe: 0.32, Volatility: 38.7%, Max Drawdown: -86.8%
Frequently Asked Questions
- What is United States Oil Fund, LP (USO)?
- United States Oil Fund, LP (USO) is a ETF in the Commodity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does USO compare to other assets?
- You can compare USO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USO through pfolio?
- pfolio helps you build diversified portfolios that may include USO. You invest through your own broker — pfolio provides the analytics.