GOLF vs. ORCL
GOLF (Acushnet Holdings Corp.) and ORCL (Oracle Corporation) are both stocks. GOLF operates in Leisure (Consumer Cyclical), while ORCL operates in Software - Infrastructure (Technology). Over the past 5 years, GOLF returned 15.83%/yr vs 18.90%/yr for ORCL. At a 0.28 correlation, their price movements are largely independent.
Performance
GOLF vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, GOLF achieves a 23.65% return, which is significantly higher than ORCL's -4.95% return.
GOLF
- 1D
- -1.29%
- 1M
- 14.41%
- YTD
- 23.65%
- 6M
- 16.38%
- 1Y
- 42.41%
- 3Y*
- 25.86%
- 5Y*
- 15.83%
- 10Y*
- —
ORCL
- 1D
- 0.02%
- 1M
- -5.87%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
GOLF vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 23.65% | 14.09% | 13.96% | 51.02% | -18.69% | 32.71% | 27.13% | 57.63% | 2.09% | 9.84% |
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between GOLF and ORCL is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Oct 28, 2016 | 0.28 |
Over the past year, the correlation between GOLF and ORCL has dropped to 0.01 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
GOLF:
$5.89B
ORCL:
$536.74B
GOLF:
$2.83
ORCL:
$5.86
GOLF:
34.73
ORCL:
31.41
GOLF:
4.83
ORCL:
1.29
GOLF:
2.27
ORCL:
7.97
GOLF:
7.14
ORCL:
12.47
GOLF:
$2.61B
ORCL:
$67.36B
GOLF:
$1.24B
ORCL:
$79.58B
GOLF:
$321.92M
ORCL:
$6.20B
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Return for Risk
GOLF vs. ORCL — Risk / Return Rank
GOLF
ORCL
GOLF vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Acushnet Holdings Corp. (GOLF) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GOLF | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.48 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.04 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | -0.12 | +2.26 |
| Martin ratioReturn relative to average drawdown | 5.43 | -0.20 | +5.63 |
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Drawdowns
GOLF vs. ORCL - Drawdown Comparison
The maximum GOLF drawdown since its inception was -35.46%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for GOLF and ORCL.
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Drawdown Indicators
| GOLF | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.46% | -84.19% | +48.73% |
Max Drawdown (1Y)Largest decline over 1 year | -17.93% | -58.25% | +40.32% |
Max Drawdown (3Y)Largest decline over 3 years | -25.49% | -58.25% | +32.76% |
Max Drawdown (5Y)Largest decline over 5 years | -33.37% | -58.25% | +24.88% |
Max Drawdown (10Y)Largest decline over 10 years | — | -58.25% | — |
Current DrawdownCurrent decline from peak | -4.44% | -43.48% | +39.04% |
Average DrawdownAverage peak-to-trough decline | -9.38% | -29.11% | +19.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.06% | 35.41% | -28.35% |
Volatility
GOLF vs. ORCL - Volatility Comparison
The current volatility for Acushnet Holdings Corp. (GOLF) is 7.56%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that GOLF 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
| GOLF | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.56% | 23.44% | -15.88% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 43.42% | -22.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.03% | 65.91% | -37.88% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.28% | 42.16% | -10.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.44% | 35.12% | -3.68% |
Dividends
GOLF vs. ORCL - Dividend Comparison
GOLF's dividend yield for the trailing twelve months is around 1.25%, more than ORCL's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOLF Acushnet Holdings Corp. | 1.25% | 1.49% | 1.21% | 1.23% | 1.70% | 1.24% | 1.53% | 1.72% | 2.47% | 2.28% | 0.00% | 0.00% |
ORCL Oracle Corporation | 1.09% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
GOLF vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between Acushnet Holdings Corp. 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
GOLF and ORCL have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to GOLF (7.56%). In terms of maximum drawdown, GOLF dropped -35.46% vs ORCL's -84.19%.
GOLF currently has the higher Sharpe Ratio (1.37 vs -0.11), 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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