Summary
USO
Prices · period metrics · 12M
NAV as of 19/10/2026
02/04/2025 → 02/04/2026
Return 137.08% Volatility 40.54% Sharpe 1.83
Official loaded data — not a live quote.

United States Oil Fund

Symbol: USO

Exchange: NYSE

Sector: N/A

Category: Commodities Focused

Inception date: 10/04/2006

Latest date: 19/10/2026

Current price: $160.81

Expense ratio: 0.86%

Assets under management
$1.7B
1.14% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

8.54%

Ann. 15109.23% (Sharpe / Sortino numerator)

Volatility

79.38%

Sharpe ratio

190.298

VaR 95%

-4.16%

CVaR 95%: -6.77%
Max drawdown: -9.13%
Sortino ratio: 351.193
Calmar ratio: 1654.67

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

28.13%

Ann. 1573.17% (Sharpe / Sortino numerator)

Volatility

56.46%

Sharpe ratio

27.799

VaR 95%

-4.11%

CVaR 95%: -5.77%
Max drawdown: -9.13%
Sortino ratio: 45.744
Calmar ratio: 172.28

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

32.55%

Ann. 275.59% (Sharpe / Sortino numerator)

Volatility

44.51%

Sharpe ratio

6.110

VaR 95%

-3.53%

CVaR 95%: -5.03%
Max drawdown: -10.01%
Sortino ratio: 10.205
Calmar ratio: 27.53

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

137.08%

Ann. 77.82% (Sharpe / Sortino numerator)

Volatility

40.54%

Sharpe ratio

1.830

VaR 95%

-3.47%

CVaR 95%: -5.33%
Max drawdown: -20.39%
Sortino ratio: 2.830
Calmar ratio: 3.82

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

122.54%

Ann. 30.80% (Sharpe / Sortino numerator)

Volatility

34.41%

Sharpe ratio

0.789

VaR 95%

-3.17%

CVaR 95%: -4.57%
Max drawdown: -26.05%
Sortino ratio: 1.226
Calmar ratio: 1.18

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

96.88%

Ann. 27.69% (Sharpe / Sortino numerator)

Volatility

32.74%

Sharpe ratio

0.735

VaR 95%

-3.19%

CVaR 95%: -4.50%
Max drawdown: -26.05%
Sortino ratio: 1.121
Calmar ratio: 1.06

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 20/10/2025 - 19/10/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.394%

Best day

12.937%

06/03/2026
Worst day

-9.777%

08/04/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
19/10/2026 $159.00 $162.99 $158.76 $160.81 3,891,700
16/10/2026 $156.97 $162.38 $155.80 $161.76 6,744,400
15/10/2026 $154.78 $158.10 $153.80 $157.31 4,512,400
14/10/2026 $154.09 $154.82 $152.96 $153.56 2,976,500
13/10/2026 $150.10 $153.81 $149.84 $153.09 3,653,500
12/10/2026 $151.60 $152.65 $150.92 $151.03 2,571,600
09/10/2026 $146.85 $149.03 $146.74 $148.20 2,832,200
08/10/2026 $148.33 $150.48 $145.00 $147.58 6,029,500
07/10/2026 $146.23 $147.07 $142.47 $143.91 3,086,400
06/10/2026 $142.32 $145.09 $141.76 $144.91 3,439,600