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ORC.DE vs. AVAL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ORC.DE vs. AVAL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Oracle Corporation (ORC.DE) and Grupo Aval Acciones y Valores S.A. (AVAL). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

ORC.DE is traded in EUR, while AVAL is traded in USD. To make them comparable, the AVAL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, ORC.DE achieves a 20.61% return, which is significantly lower than AVAL's 26.26% return. Over the past 10 years, ORC.DE has outperformed AVAL with an annualized return of 20.74%, while AVAL has yielded a comparatively lower 0.79% annualized return.


ORC.DE

1D
-3.80%
1M
28.96%
YTD
20.61%
6M
14.25%
1Y
36.60%
3Y*
27.45%
5Y*
25.20%
10Y*
20.74%

AVAL

1D
1.03%
1M
16.19%
YTD
26.26%
6M
21.60%
1Y
73.39%
3Y*
34.46%
5Y*
2.87%
10Y*
0.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORC.DE vs. AVAL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORC.DE
Oracle Corporation
20.61%4.78%68.40%28.33%-1.33%49.94%12.25%22.81%0.56%9.83%
AVAL
Grupo Aval Acciones y Valores S.A.
26.26%83.15%-5.23%0.20%-43.86%-16.03%-23.00%58.45%-24.92%-1.55%

Correlation

The correlation between ORC.DE and AVAL is 0.04, 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

0.04

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.09

Correlation (All Time)
Calculated using the full available price history since Sep 24, 2014

0.12

The correlation between ORC.DE and AVAL shifts across timeframes, from 0.01 (3 years) to 0.12 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

ORC.DE vs. AVAL — Risk / Return Rank

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

ORC.DE
ORC.DE Risk / Return Rank: 5858
Overall Rank
ORC.DE Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
ORC.DE Sortino Ratio Rank: 6464
Sortino Ratio Rank
ORC.DE Omega Ratio Rank: 6161
Omega Ratio Rank
ORC.DE Calmar Ratio Rank: 5555
Calmar Ratio Rank
ORC.DE Martin Ratio Rank: 5252
Martin Ratio Rank

AVAL
AVAL Risk / Return Rank: 8181
Overall Rank
AVAL Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
AVAL Sortino Ratio Rank: 8383
Sortino Ratio Rank
AVAL Omega Ratio Rank: 8080
Omega Ratio Rank
AVAL Calmar Ratio Rank: 7878
Calmar Ratio Rank
AVAL Martin Ratio Rank: 8282
Martin Ratio Rank
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.

ORC.DE vs. AVAL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORC.DE) and Grupo Aval Acciones y Valores S.A. (AVAL). 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.


ORC.DEAVALDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.10

Omega ratioGain probability vs. loss probability

1.17

1.30

-0.13

Calmar ratioReturn relative to maximum drawdown

0.62

2.48

-1.86

Martin ratioReturn relative to average drawdown

1.01

8.04

-7.04

ORC.DE vs. AVAL - Sharpe Ratio Comparison

The current ORC.DE Sharpe Ratio is 0.52, which is lower than the AVAL Sharpe Ratio of 1.71. The chart below compares the historical Sharpe Ratios of ORC.DE and AVAL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


ORC.DEAVALDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.52

1.71

-1.18

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.08

+0.51

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.02

+0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.37

-0.07

+0.44

Drawdowns

ORC.DE vs. AVAL - Drawdown Comparison

The maximum ORC.DE drawdown since its inception was -85.14%, which is greater than AVAL's maximum drawdown of -73.58%. Use the drawdown chart below to compare losses from any high point for ORC.DE and AVAL.


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Drawdown Indicators


ORC.DEAVALDifference

Max Drawdown

Largest peak-to-trough decline

-85.14%

-73.58%

-11.56%

Max Drawdown (1Y)

Largest decline over 1 year

-59.21%

-29.80%

-29.41%

Max Drawdown (3Y)

Largest decline over 3 years

-59.21%

-33.53%

-25.68%

Max Drawdown (5Y)

Largest decline over 5 years

-59.21%

-60.77%

+1.56%

Max Drawdown (10Y)

Largest decline over 10 years

-59.21%

-72.11%

+12.90%

Current Drawdown

Current decline from peak

-30.98%

-28.30%

-2.68%

Average Drawdown

Average peak-to-trough decline

-41.11%

-40.23%

-0.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

36.31%

9.19%

+27.12%

Volatility

ORC.DE vs. AVAL - Volatility Comparison

Oracle Corporation (ORC.DE) and Grupo Aval Acciones y Valores S.A. (AVAL) have volatilities of 18.68% and 18.89%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORC.DEAVALDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.68%

18.89%

-0.21%

Volatility (6M)

Calculated over the trailing 6-month period

42.10%

36.61%

+5.49%

Volatility (1Y)

Calculated over the trailing 1-year period

69.52%

43.20%

+26.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.26%

36.46%

+5.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

34.17%

34.61%

-0.44%

Dividends

ORC.DE vs. AVAL - Dividend Comparison

ORC.DE's dividend yield for the trailing twelve months is around 0.74%, less than AVAL's 2.87% yield.


PositionTTM20252024202320222021202020192018201720162015
AVAL
Grupo Aval Acciones y Valores S.A.
2.87%3.14%6.85%6.98%12.61%5.75%4.67%4.15%4.52%4.70%4.84%6.56%
ORC.DE
Oracle Corporation
0.74%0.88%0.79%1.26%1.39%1.12%1.39%1.47%1.40%1.41%1.27%1.28%

Financials

ORC.DE vs. AVAL - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and Grupo Aval Acciones y Valores S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Please note, different currencies. ORC.DE values in EUR, AVAL values in USD

Frequently Asked Questions


ORC.DE and AVAL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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