Summary
USO
Prices · period metrics · 12M
NAV as of 03/09/2026
02/04/2025 → 02/04/2026
Return 89.88% 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: 03/09/2026

Current price: $142.09

Expense ratio: 0.86%

Assets under management
$2.0B
-0.02% 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

16.35%

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

0.87%

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

57.53%

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

89.88%

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

99.87%

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

82.73%

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: 03/09/2025 - 03/09/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.301%

Best day

12.937%

06/03/2026
Worst day

-9.777%

08/04/2026
Days with data

252

Recent price history (last 90 days)

Date Open High Low Close Volume
03/09/2026 $142.12 $143.46 $140.97 $142.09 4,036,600
02/09/2026 $139.42 $142.18 $138.44 $141.15 4,700,100
01/09/2026 $137.19 $141.04 $136.09 $141.00 8,187,700
31/08/2026 $133.01 $134.34 $132.38 $133.70 4,205,400
28/08/2026 $128.13 $130.14 $128.00 $129.70 2,121,700
27/08/2026 $128.15 $130.96 $127.48 $130.01 3,058,600
26/08/2026 $125.47 $129.46 $125.41 $127.35 3,351,500
25/08/2026 $128.09 $129.71 $126.09 $126.15 5,395,400
24/08/2026 $133.50 $133.74 $131.15 $132.21 3,433,400
21/08/2026 $134.98 $135.91 $133.89 $134.64 3,550,000