ORCL vs. DUK
ORCL (Oracle Corporation) and DUK (Duke Energy Corporation) are both stocks. ORCL operates in Software - Infrastructure (Technology), while DUK operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, ORCL returned 20.30%/yr vs 8.48%/yr for DUK. At a 0.16 correlation, their price movements are largely independent.
Performance
ORCL vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a 9.34% return, which is significantly higher than DUK's 5.92% return. Over the past 10 years, ORCL has outperformed DUK with an annualized return of 20.30%, while DUK has yielded a comparatively lower 8.48% annualized return.
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
DUK
- 1D
- -1.75%
- 1M
- -0.86%
- YTD
- 5.92%
- 6M
- 7.75%
- 1Y
- 9.62%
- 3Y*
- 14.39%
- 5Y*
- 7.87%
- 10Y*
- 8.48%
ORCL vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
DUK Duke Energy Corporation | 5.92% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between ORCL and DUK is -0.32, 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 | -0.32 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Mar 13, 1986 | 0.16 |
The correlation between ORCL and DUK shifts across timeframes, from -0.32 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ORCL:
$617.24B
DUK:
$95.08B
ORCL:
$5.56
DUK:
$6.61
ORCL:
38.09
DUK:
18.47
ORCL:
8.54
DUK:
1.45
ORCL:
9.64
DUK:
2.85
ORCL:
15.81
DUK:
1.78
ORCL:
$64.08B
DUK:
$33.29B
ORCL:
$58.10B
DUK:
$19.45B
ORCL:
$17.85B
DUK:
$15.91B
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Return for Risk
ORCL vs. DUK — Risk / Return Rank
ORCL
DUK
ORCL vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Duke Energy Corporation (DUK). 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 | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.31 | ||
| Sortino ratioReturn per unit of downside risk | +0.11 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.12 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.40 | 0.89 | -0.49 |
| Martin ratioReturn relative to average drawdown | 0.66 | 2.14 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ORCL | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.35 | 0.66 | -0.31 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.44 | +0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.58 | 0.42 | +0.16 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.49 | 0.49 | 0.00 |
Drawdowns
ORCL vs. DUK - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than DUK's maximum drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for ORCL and DUK.
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Drawdown Indicators
| ORCL | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -71.92% | -12.27% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -10.88% | -47.37% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -11.59% | -46.66% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -24.16% | -34.09% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -37.37% | -20.88% |
Current DrawdownCurrent decline from peak | -34.98% | -7.76% | -27.22% |
Average DrawdownAverage peak-to-trough decline | -29.10% | -10.85% | -18.25% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.04% | 4.51% | +30.53% |
Volatility
ORCL vs. DUK - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 21.62% compared to Duke Energy Corporation (DUK) at 5.37%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 21.62% | 5.37% | +16.25% |
Volatility (6M)Calculated over the trailing 6-month period | 42.42% | 11.14% | +31.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.38% | 14.64% | +50.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.98% | 17.83% | +24.15% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.01% | 20.40% | +14.61% |
Dividends
ORCL vs. DUK - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 0.94%, less than DUK's 3.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DUK Duke Energy Corporation | 3.49% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
Financials
ORCL vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Oracle Corporation and Duke Energy Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ORCL and DUK have a correlation of -0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to DUK (5.37%). In terms of maximum drawdown, ORCL dropped -84.19% vs DUK's -71.92%.
DUK currently has the higher Sharpe Ratio (0.66 vs 0.35), 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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