IDXX vs. ORCL

Last updated Jun 13, 2026

IDXX (IDEXX Laboratories, Inc.) and ORCL (Oracle Corporation) are both stocks. IDXX operates in Diagnostics & Research (Healthcare), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, IDXX returned 20.14%/yr vs 18.60%/yr for ORCL. At a 0.28 correlation, their price movements are largely independent.

Performance

IDXX vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in IDEXX Laboratories, Inc. (IDXX) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDXX achieves a -17.09% return, which is significantly lower than ORCL's -4.95% return. Over the past 10 years, IDXX has outperformed ORCL with an annualized return of 20.14%, while ORCL has yielded a comparatively lower 18.60% annualized return.

IDXX

• 1D: 0.53%
• 1M: 6.09%
• YTD: -17.09%
• 6M: -20.35%
• 1Y: 6.45%
• 3Y*: 6.18%
• 5Y*: -0.82%
• 10Y*: 20.14%

ORCL

• 1D: 0.02%
• 1M: -2.97%
• YTD: -4.95%
• 6M: -2.48%
• 1Y: -6.95%
• 3Y*: 17.80%
• 5Y*: 18.90%
• 10Y*: 18.60%

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDXX vs. ORCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
IDXX IDEXX Laboratories, Inc.	-17.09%	63.63%	-25.51%	36.06%	-38.04%	31.73%	91.43%	40.38%	18.95%	33.35%
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 IDXX and ORCL is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jun 24, 1991	0.28

The correlation between IDXX and ORCL shifts across timeframes, from 0.12 (1 year) to 0.36 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS IDXX : $18.08 ORCL : $5.86
PE Ratio IDXX : 31.03 ORCL : 31.41
PEG Ratio IDXX : 2.68 ORCL : 1.29
PS Ratio IDXX : 7.64 ORCL : 7.97
Total Revenue (TTM) IDXX : $4.45B ORCL : $67.36B
Gross Profit (TTM) IDXX : $2.76B ORCL : $79.58B
EBITDA (TTM) IDXX : $1.52B ORCL : $6.20B

Return for Risk

IDXX vs. ORCL — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IDXX

IDXX Risk / Return Rank: 48
IDXX Sharpe Ratio Rank: 48
IDXX Sortino Ratio Rank: 48
IDXX Omega Ratio Rank: 48
IDXX Calmar Ratio Rank: 48
IDXX Martin Ratio Rank: 48

ORCL

ORCL Risk / Return Rank: 39
ORCL Sharpe Ratio Rank: 39
ORCL Sortino Ratio Rank: 40
ORCL Omega Ratio Rank: 39
ORCL Calmar Ratio Rank: 39
ORCL Martin Ratio Rank: 40

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IDXX vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for IDEXX Laboratories, Inc. (IDXX) 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.

	IDXX	ORCL	Difference
Sharpe ratio: Return per unit of total volatility	0.16	-0.11	+0.26
Sortino ratio: Return per unit of downside risk	0.67	0.33	+0.35
Omega ratio: Gain probability vs. loss probability	1.08	1.04	+0.05
Calmar ratio: Return relative to maximum drawdown	0.21	-0.12	+0.33
Martin ratio: Return relative to average drawdown	0.42	-0.20	+0.62

IDXX vs. ORCL - Sharpe Ratio Comparison

The current IDXX Sharpe Ratio is 0.16, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of IDXX and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDXX vs. ORCL - Drawdown Comparison

The maximum IDXX drawdown since its inception was -81.42%, roughly equal to the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for IDXX and ORCL.

Drawdown Indicators

	IDXX	ORCL	Difference
Max Drawdown Largest peak-to-trough decline	-81.42%	-84.19%	+2.77%
Max Drawdown (1Y) Largest decline over 1 year	-31.04%	-58.25%	+27.21%
Max Drawdown (3Y) Largest decline over 3 years	-37.41%	-58.25%	+20.84%
Max Drawdown (5Y) Largest decline over 5 years	-54.00%	-58.25%	+4.25%
Max Drawdown (10Y) Largest decline over 10 years	-54.00%	-58.25%	+4.25%
Current Drawdown Current decline from peak	-26.84%	-43.48%	+16.64%
Average Drawdown Average peak-to-trough decline	-21.00%	-29.11%	+8.11%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.39%	35.41%	-20.02%

Volatility

IDXX vs. ORCL - Volatility Comparison

The current volatility for IDEXX Laboratories, Inc. (IDXX) is 8.02%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that IDXX 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.

Volatility by Period

	IDXX	ORCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.02%	23.44%	-15.42%
Volatility (6M) Calculated over the trailing 6-month period	20.47%	43.42%	-22.95%
Volatility (1Y) Calculated over the trailing 1-year period	41.63%	65.91%	-24.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	35.31%	42.16%	-6.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.03%	35.12%	-2.09%

Dividends

IDXX vs. ORCL - Dividend Comparison

IDXX has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDXX IDEXX Laboratories, 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	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

Frequently Asked Questions

Can I hold both IDXX and ORCL in my portfolio?

IDXX and ORCL have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDXX or ORCL?

ORCL has higher volatility (23.44%) compared to IDXX (8.02%). In terms of maximum drawdown, IDXX dropped -81.42% vs ORCL's -84.19%.

Which has better risk-adjusted returns?

IDXX currently has the higher Sharpe Ratio (0.16 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.