ORCL vs. DHS
ORCL (Oracle Corporation) is a stock, while DHS (WisdomTree US High Dividend Fund) is Large Cap Value Equities fund tracking the WisdomTree U.S. High Dividend Index. Over the past 10 years, ORCL returned 13.29%/yr vs 9.47%/yr for DHS. At a 0.48 correlation, their price movements are largely independent.
Performance
ORCL vs. DHS - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -35.30% return, which is significantly lower than DHS's 16.74% return. Over the past 10 years, ORCL has outperformed DHS with an annualized return of 13.29%, while DHS has yielded a comparatively lower 9.47% annualized return.
ORCL
- 1D
- -6.25%
- 1M
- -33.45%
- 6M
- -33.75%
- YTD
- -35.30%
- 1Y
- -47.65%
- 3Y*
- 2.86%
- 5Y*
- 8.84%
- 10Y*
- 13.29%
DHS
- 1D
- 2.06%
- 1M
- 3.39%
- 6M
- 12.17%
- YTD
- 16.74%
- 1Y
- 23.96%
- 3Y*
- 17.92%
- 5Y*
- 12.50%
- 10Y*
- 9.47%
ORCL vs. DHS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -35.30% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
DHS WisdomTree US High Dividend Fund | 16.74% | 12.87% | 18.02% | -0.19% | 7.97% | 23.20% | -5.70% | 22.59% | -7.41% | 11.69% |
Correlation
The correlation between ORCL and DHS is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2006 | 0.48 |
The correlation between ORCL and DHS shifts across timeframes, from -0.21 (1 year) to 0.48 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORCL vs. DHS — Risk / Return Rank
ORCL
DHS
ORCL vs. DHS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and WisdomTree US High Dividend Fund (DHS). 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.
| ORCL | DHS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.07 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.41 | -0.53 |
| Calmar ratioReturn relative to maximum drawdown | -0.78 | 3.82 | -4.60 |
| Martin ratioReturn relative to average drawdown | -1.23 | 13.87 | -15.10 |
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Drawdowns
ORCL vs. DHS - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than DHS's maximum drawdown of -67.25%. Use the drawdown chart below to compare losses from any high point for ORCL and DHS.
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Drawdown Indicators
| ORCL | DHS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -67.25% | -16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -61.52% | -6.30% | -55.22% |
Max Drawdown (3Y)Largest decline over 3 years | -61.52% | -11.87% | -49.65% |
Max Drawdown (5Y)Largest decline over 5 years | -61.52% | -15.28% | -46.24% |
Max Drawdown (10Y)Largest decline over 10 years | -61.52% | -37.35% | -24.17% |
Current DrawdownCurrent decline from peak | -61.52% | 0.00% | -61.52% |
Average DrawdownAverage peak-to-trough decline | -29.16% | -9.50% | -19.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 38.76% | 1.73% | +37.03% |
Volatility
ORCL vs. DHS - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 12.94% compared to WisdomTree US High Dividend Fund (DHS) at 3.68%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than DHS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | DHS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.94% | 3.68% | +9.26% |
Volatility (6M)Calculated over the trailing 6-month period | 42.92% | 7.86% | +35.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.24% | 10.31% | +54.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.61% | 13.90% | +28.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.43% | 16.08% | +19.35% |
Dividends
ORCL vs. DHS - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 2.26%, less than DHS's 3.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHS WisdomTree US High Dividend Fund | 3.09% | 3.32% | 3.66% | 4.31% | 3.42% | 3.29% | 4.14% | 3.69% | 3.76% | 3.00% | 3.25% | 3.53% |
ORCL Oracle Corporation | 2.26% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Frequently Asked Questions
ORCL and DHS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (12.94%) compared to DHS (3.68%). In terms of maximum drawdown, ORCL dropped -84.19% vs DHS's -67.25%.
DHS currently has the higher Sharpe Ratio (2.34 vs -0.73), 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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