CBOE vs. ORCL
CBOE (Cboe Global Markets, Inc.) and ORCL (Oracle Corporation) are both stocks. CBOE operates in Financial Data & Stock Exchanges (Financial Services), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, CBOE returned 17.38%/yr vs 20.30%/yr for ORCL. At a 0.18 correlation, their price movements are largely independent.
Performance
CBOE vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, CBOE achieves a 12.19% return, which is significantly higher than ORCL's 9.34% return. Over the past 10 years, CBOE has underperformed ORCL with an annualized return of 17.38%, while ORCL has yielded a comparatively higher 20.30% annualized return.
CBOE
- 1D
- -0.56%
- 1M
- -19.41%
- YTD
- 12.19%
- 6M
- 11.21%
- 1Y
- 27.25%
- 3Y*
- 27.99%
- 5Y*
- 21.30%
- 10Y*
- 17.38%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
CBOE vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 12.19% | 29.96% | 10.74% | 44.37% | -2.16% | 42.23% | -21.17% | 24.16% | -20.60% | 70.49% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between CBOE and ORCL is -0.11, 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 | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 15, 2010 | 0.18 |
The correlation between CBOE and ORCL shifts across timeframes, from -0.11 (1 year) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CBOE:
$29.43B
ORCL:
$617.24B
CBOE:
$11.77
ORCL:
$5.56
CBOE:
23.83
ORCL:
38.09
CBOE:
0.44
ORCL:
8.54
CBOE:
6.14
ORCL:
9.64
CBOE:
5.48
ORCL:
15.81
CBOE:
$4.79B
ORCL:
$64.08B
CBOE:
$2.50B
ORCL:
$58.10B
CBOE:
$1.87B
ORCL:
$17.85B
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Return for Risk
CBOE vs. ORCL — Risk / Return Rank
CBOE
ORCL
CBOE vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cboe Global Markets, Inc. (CBOE) and Oracle Corporation (ORCL). 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.
| CBOE | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.66 | ||
| Sortino ratioReturn per unit of downside risk | +0.33 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.13 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.11 | 0.40 | +0.71 |
| Martin ratioReturn relative to average drawdown | 5.44 | 0.66 | +4.78 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CBOE | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.01 | 0.35 | +0.66 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.52 | +0.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.69 | 0.58 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.66 | 0.49 | +0.16 |
Drawdowns
CBOE vs. ORCL - Drawdown Comparison
The maximum CBOE drawdown since its inception was -43.23%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for CBOE and ORCL.
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Drawdown Indicators
| CBOE | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.23% | -84.19% | +40.96% |
Max Drawdown (1Y)Largest decline over 1 year | -24.69% | -58.25% | +33.56% |
Max Drawdown (3Y)Largest decline over 3 years | -24.69% | -58.25% | +33.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.69% | -58.25% | +33.56% |
Max Drawdown (10Y)Largest decline over 10 years | -43.23% | -58.25% | +15.02% |
Current DrawdownCurrent decline from peak | -23.40% | -34.98% | +11.58% |
Average DrawdownAverage peak-to-trough decline | -11.40% | -29.10% | +17.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.02% | 35.04% | -30.02% |
Volatility
CBOE vs. ORCL - Volatility Comparison
The current volatility for Cboe Global Markets, Inc. (CBOE) is 15.60%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that CBOE experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CBOE | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.60% | 21.62% | -6.02% |
Volatility (6M)Calculated over the trailing 6-month period | 23.74% | 42.42% | -18.68% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.02% | 65.38% | -38.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.17% | 41.98% | -18.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.32% | 35.01% | -9.69% |
Dividends
CBOE vs. ORCL - Dividend Comparison
CBOE's dividend yield for the trailing twelve months is around 1.03%, more than ORCL's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CBOE Cboe Global Markets, Inc. | 1.03% | 1.08% | 1.21% | 1.18% | 1.56% | 1.38% | 1.68% | 1.12% | 1.19% | 0.83% | 1.30% | 1.36% |
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
CBOE vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Cboe Global Markets, Inc. and Oracle Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CBOE and ORCL have a correlation of -0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to CBOE (15.60%). In terms of maximum drawdown, CBOE dropped -43.23% vs ORCL's -84.19%.
CBOE currently has the higher Sharpe Ratio (1.01 vs 0.35), 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.
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