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

Performance

ORCL vs. CDNS - Performance Comparison

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

-20.00%0.00%20.00%40.00%60.00%JuneJulyAugustSeptemberOctoberNovember
49.67%
-0.94%
ORCL
CDNS

Returns By Period

In the year-to-date period, ORCL achieves a 78.03% return, which is significantly higher than CDNS's 6.37% return. Over the past 10 years, ORCL has underperformed CDNS with an annualized return of 18.04%, while CDNS has yielded a comparatively higher 31.90% annualized return.


ORCL

YTD

78.03%

1M

6.15%

6M

49.67%

1Y

62.70%

5Y (annualized)

29.03%

10Y (annualized)

18.04%

CDNS

YTD

6.37%

1M

12.06%

6M

0.31%

1Y

7.99%

5Y (annualized)

33.56%

10Y (annualized)

31.90%

Fundamentals


ORCLCDNS
Market Cap$525.34B$81.67B
EPS$3.88$3.79
PE Ratio48.8678.57
PEG Ratio2.302.99
Total Revenue (TTM)$53.82B$4.35B
Gross Profit (TTM)$37.63B$4.10B
EBITDA (TTM)$23.06B$1.19B

Key characteristics


ORCLCDNS
Sharpe Ratio1.900.26
Sortino Ratio2.790.64
Omega Ratio1.411.08
Calmar Ratio3.100.37
Martin Ratio11.410.79
Ulcer Index5.58%11.40%
Daily Std Dev33.53%33.98%
Max Drawdown-84.19%-93.13%
Current Drawdown-2.22%-11.27%

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Correlation

-0.50.00.51.00.4

The correlation between ORCL and CDNS is 0.38, 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.

Risk-Adjusted Performance

ORCL vs. CDNS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Cadence Design Systems, Inc. (CDNS). 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.


Sharpe ratio
The chart of Sharpe ratio for ORCL, currently valued at 1.90, compared to the broader market-4.00-2.000.002.004.001.900.25
The chart of Sortino ratio for ORCL, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.790.62
The chart of Omega ratio for ORCL, currently valued at 1.41, compared to the broader market0.501.001.502.001.411.07
The chart of Calmar ratio for ORCL, currently valued at 3.10, compared to the broader market0.002.004.006.003.100.35
The chart of Martin ratio for ORCL, currently valued at 11.41, compared to the broader market0.0010.0020.0030.0011.410.75
ORCL
CDNS

The current ORCL Sharpe Ratio is 1.90, which is higher than the CDNS Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of ORCL and CDNS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.90
0.25
ORCL
CDNS

Dividends

ORCL vs. CDNS - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 0.86%, while CDNS has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ORCL
Oracle Corporation
0.86%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
CDNS
Cadence Design Systems, 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%

Drawdowns

ORCL vs. CDNS - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, smaller than the maximum CDNS drawdown of -93.13%. Use the drawdown chart below to compare losses from any high point for ORCL and CDNS. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.22%
-11.27%
ORCL
CDNS

Volatility

ORCL vs. CDNS - Volatility Comparison

The current volatility for Oracle Corporation (ORCL) is 8.36%, while Cadence Design Systems, Inc. (CDNS) has a volatility of 15.37%. This indicates that ORCL experiences smaller price fluctuations and is considered to be less risky than CDNS 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%18.00%JuneJulyAugustSeptemberOctoberNovember
8.36%
15.37%
ORCL
CDNS

Financials

ORCL vs. CDNS - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and Cadence Design Systems, 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