United States Oil Fund (USO): analysis and statistics
Return, volatility, Sharpe ratio and risk for United States Oil Fund, in the Macro. Data as of 2026-10-29.
| Last close price | $166.57 |
| Sector (GICS) | Macro |
| Annualized return (3.0 yr) | +28.75% |
| Total return over period | +112.57% |
| Annualized volatility | 37.55% |
| Period volatility | 64.87% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.54 |
| Sortino ratio | 2.30 |
| Max drawdown | -32.49% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.14% |
| Correlation with the S&P 500 | -0.05 |
| Period range | $62.37 – $169.53 |
| Trading days analyzed | 752 |
Over the last 3.0 years, United States Oil Fund (USO) has posted an annualized return of +28.75% with annual volatility of 37.55%, a Sharpe ratio of 1.54. Its worst stretch (max drawdown from a peak) was -32.49%. Its correlation with the S&P 500 is -0.05, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how USO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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