COMP vs. ORCL
COMP (Compass, Inc.) and ORCL (Oracle Corporation) are both stocks. Both are in the Technology sector — COMP in Software - Application, ORCL in Software - Infrastructure. Over the past 5 years, COMP returned -12.67%/yr vs 21.81%/yr for ORCL. At a 0.25 correlation, their price movements are largely independent.
Performance
COMP vs. ORCL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COMP achieves a -28.29% return, which is significantly lower than ORCL's 9.34% return.
COMP
- 1D
- -1.69%
- 1M
- -13.07%
- YTD
- -28.29%
- 6M
- -27.26%
- 1Y
- 20.51%
- 3Y*
- 29.13%
- 5Y*
- -12.67%
- 10Y*
- —
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%
COMP vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
COMP Compass, Inc. | -28.29% | 80.68% | 55.59% | 61.37% | -74.37% | -57.22% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 25.72% |
Correlation
The correlation between COMP and ORCL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2021 | 0.25 |
The correlation between COMP and ORCL shifts across timeframes, from 0.14 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
COMP:
$6.24B
ORCL:
$617.24B
COMP:
$0.02
ORCL:
$5.56
COMP:
340.65
ORCL:
38.09
COMP:
0.58
ORCL:
9.64
COMP:
2.21
ORCL:
15.81
COMP:
$8.31B
ORCL:
$64.08B
COMP:
$893.40M
ORCL:
$58.10B
COMP:
-$177.70M
ORCL:
$17.85B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COMP vs. ORCL — Risk / Return Rank
COMP
ORCL
COMP vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Compass, Inc. (COMP) 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.
| COMP | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.13 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.41 | 0.40 | +0.01 |
| Martin ratioReturn relative to average drawdown | 0.86 | 0.66 | +0.21 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| COMP | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.33 | 0.35 | -0.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.16 | 0.52 | -0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.22 | 0.49 | -0.71 |
Drawdowns
COMP vs. ORCL - Drawdown Comparison
The maximum COMP drawdown since its inception was -90.82%, which is greater than ORCL's maximum drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for COMP and ORCL.
Loading charts...
Drawdown Indicators
| COMP | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.82% | -84.19% | -6.63% |
Max Drawdown (1Y)Largest decline over 1 year | -50.81% | -58.25% | +7.44% |
Max Drawdown (3Y)Largest decline over 3 years | -57.24% | -58.25% | +1.01% |
Max Drawdown (5Y)Largest decline over 5 years | -89.25% | -58.25% | -31.00% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.25% | — |
Current DrawdownCurrent decline from peak | -62.38% | -34.98% | -27.40% |
Average DrawdownAverage peak-to-trough decline | -66.53% | -29.10% | -37.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.81% | 35.04% | -11.23% |
Volatility
COMP vs. ORCL - Volatility Comparison
The current volatility for Compass, Inc. (COMP) is 19.24%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that COMP 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.
Loading charts...
Volatility by Period
| COMP | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 19.24% | 21.62% | -2.38% |
Volatility (6M)Calculated over the trailing 6-month period | 50.82% | 42.42% | +8.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 63.40% | 65.38% | -1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 79.89% | 41.98% | +37.91% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 79.07% | 35.01% | +44.06% |
Dividends
COMP vs. ORCL - Dividend Comparison
COMP has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 0.94%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COMP Compass, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
COMP vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Compass, 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
COMP and ORCL have a correlation of 0.14, 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 COMP (19.24%). In terms of maximum drawdown, COMP dropped -90.82% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (0.35 vs 0.33), 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.
Find the right allocation for COMP and ORCL
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer