ORCL vs. IGV
ORCL (Oracle Corporation) is a stock, while IGV (iShares Expanded Tech-Software Sector ETF) is Technology Equities fund tracking the S&P North American Expanded Technology Software Index. Over the past 10 years, ORCL returned 18.60%/yr vs 15.87%/yr for IGV. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
ORCL vs. IGV - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly higher than IGV's -14.18% return. Over the past 10 years, ORCL has outperformed IGV with an annualized return of 18.60%, while IGV has yielded a comparatively lower 15.87% annualized return.
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
IGV
- 1D
- -0.24%
- 1M
- -1.18%
- YTD
- -14.18%
- 6M
- -16.00%
- 1Y
- -14.65%
- 3Y*
- 10.04%
- 5Y*
- 3.91%
- 10Y*
- 15.87%
ORCL vs. IGV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
IGV iShares Expanded Tech-Software Sector ETF | -14.18% | 5.56% | 23.41% | 58.56% | -35.65% | 12.30% | 52.86% | 34.33% | 12.44% | 42.16% |
Correlation
The correlation between ORCL and IGV is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.66 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2001 | 0.67 |
The correlation between ORCL and IGV has been stable across timeframes, ranging from 0.62 to 0.70 - a consistent structural relationship.
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Return for Risk
ORCL vs. IGV — Risk / Return Rank
ORCL
IGV
ORCL vs. IGV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and iShares Expanded Tech-Software Sector ETF (IGV). 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 | IGV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.44 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.93 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.42 | +0.30 |
| Martin ratioReturn relative to average drawdown | -0.20 | -0.87 | +0.67 |
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Drawdowns
ORCL vs. IGV - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than IGV's maximum drawdown of -63.45%. Use the drawdown chart below to compare losses from any high point for ORCL and IGV.
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Drawdown Indicators
| ORCL | IGV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -63.45% | -20.74% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -36.61% | -21.64% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -36.61% | -21.64% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -45.85% | -12.40% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -45.85% | -12.40% |
Current DrawdownCurrent decline from peak | -43.48% | -23.00% | -20.48% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -14.45% | -14.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 17.55% | +17.86% |
Volatility
ORCL vs. IGV - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to iShares Expanded Tech-Software Sector ETF (IGV) at 12.57%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than IGV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | IGV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 12.57% | +10.87% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 24.80% | +18.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 28.06% | +37.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 27.92% | +14.24% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 26.39% | +8.73% |
Dividends
ORCL vs. IGV - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, while IGV has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IGV iShares Expanded Tech-Software Sector ETF | 0.00% | 0.00% | 0.00% | 0.01% | 0.01% | 0.00% | 0.35% | 0.02% | 0.16% | 0.09% | 0.82% | 0.22% |
ORCL Oracle Corporation | 1.09% | 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 IGV have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (23.44%) compared to IGV (12.57%). In terms of maximum drawdown, ORCL dropped -84.19% vs IGV's -63.45%.
ORCL currently has the higher Sharpe Ratio (-0.11 vs -0.55), 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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