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ORCL vs. ADI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ORCLADI
YTD Return17.41%17.65%
1Y Return19.54%37.45%
3Y Return (Ann)17.80%14.49%
5Y Return (Ann)20.37%21.05%
10Y Return (Ann)13.13%18.50%
Sharpe Ratio0.831.36
Daily Std Dev32.33%27.08%
Max Drawdown-84.19%-82.87%
Current Drawdown-4.59%-3.19%

Fundamentals


ORCLADI
Market Cap$337.82B$115.38B
EPS$3.79$4.28
PE Ratio32.4354.32
PEG Ratio1.023.61
Revenue (TTM)$52.51B$10.46B
Gross Profit (TTM)$36.39B$7.88B
EBITDA (TTM)$20.80B$4.87B

Correlation

-0.50.00.51.00.4

The correlation between ORCL and ADI is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

ORCL vs. ADI - Performance Comparison

The year-to-date returns for both investments are quite close, with ORCL having a 17.41% return and ADI slightly higher at 17.65%. Over the past 10 years, ORCL has underperformed ADI with an annualized return of 13.13%, while ADI has yielded a comparatively higher 18.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%December2024FebruaryMarchAprilMay
231,805.66%
9,736.70%
ORCL
ADI

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Oracle Corporation

Analog Devices, Inc.

Risk-Adjusted Performance

ORCL vs. ADI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Analog Devices, Inc. (ADI). 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.


ORCL
Sharpe ratio
The chart of Sharpe ratio for ORCL, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.004.000.83
Sortino ratio
The chart of Sortino ratio for ORCL, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.006.001.23
Omega ratio
The chart of Omega ratio for ORCL, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for ORCL, currently valued at 1.30, compared to the broader market0.002.004.006.001.30
Martin ratio
The chart of Martin ratio for ORCL, currently valued at 2.55, compared to the broader market-10.000.0010.0020.0030.002.55
ADI
Sharpe ratio
The chart of Sharpe ratio for ADI, currently valued at 1.36, compared to the broader market-2.00-1.000.001.002.003.004.001.36
Sortino ratio
The chart of Sortino ratio for ADI, currently valued at 2.08, compared to the broader market-4.00-2.000.002.004.006.002.08
Omega ratio
The chart of Omega ratio for ADI, currently valued at 1.24, compared to the broader market0.501.001.502.001.24
Calmar ratio
The chart of Calmar ratio for ADI, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for ADI, currently valued at 4.76, compared to the broader market-10.000.0010.0020.0030.004.76

ORCL vs. ADI - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is 0.83, which is lower than the ADI Sharpe Ratio of 1.36. The chart below compares the 12-month rolling Sharpe Ratio of ORCL and ADI.


Rolling 12-month Sharpe Ratio0.000.501.001.50December2024FebruaryMarchAprilMay
0.83
1.36
ORCL
ADI

Dividends

ORCL vs. ADI - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.30%, less than ADI's 1.51% yield.


TTM20232022202120202019201820172016201520142013
ORCL
Oracle Corporation
1.30%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
ADI
Analog Devices, Inc.
1.51%1.73%1.85%1.57%1.68%1.82%2.24%2.02%2.31%2.89%2.67%2.67%

Drawdowns

ORCL vs. ADI - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, roughly equal to the maximum ADI drawdown of -82.87%. Use the drawdown chart below to compare losses from any high point for ORCL and ADI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.59%
-3.19%
ORCL
ADI

Volatility

ORCL vs. ADI - Volatility Comparison

The current volatility for Oracle Corporation (ORCL) is 5.84%, while Analog Devices, Inc. (ADI) has a volatility of 12.06%. This indicates that ORCL experiences smaller price fluctuations and is considered to be less risky than ADI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
5.84%
12.06%
ORCL
ADI

Financials

ORCL vs. ADI - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and Analog Devices, Inc.. 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



Values in USD except per share items