ORCL vs. ITOT
ORCL (Oracle Corporation) is a stock, while ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index. Over the past 10 years, ORCL returned 18.60%/yr vs 14.99%/yr for ITOT. A 0.62 correlation means they provide meaningful diversification when combined.
Performance
ORCL vs. ITOT - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly lower than ITOT's 9.69% return. Over the past 10 years, ORCL has outperformed ITOT with an annualized return of 18.60%, while ITOT has yielded a comparatively lower 14.99% annualized return.
ORCL
- 1D
- 0.02%
- 1M
- -2.97%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -6.95%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
ITOT
- 1D
- 0.59%
- 1M
- 0.46%
- YTD
- 9.69%
- 6M
- 9.77%
- 1Y
- 24.78%
- 3Y*
- 20.61%
- 5Y*
- 12.20%
- 10Y*
- 14.99%
ORCL vs. ITOT - 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.69% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
Correlation
The correlation between ORCL and ITOT is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.58 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.62 |
Over the past year, the correlation between ORCL and ITOT has dropped to 0.41 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
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Return for Risk
ORCL vs. ITOT — Risk / Return Rank
ORCL
ITOT
ORCL vs. ITOT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and iShares Core S&P Total U.S. Stock Market ETF (ITOT). 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 | ITOT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.07 | ||
| Sortino ratioReturn per unit of downside risk | -2.33 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.35 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.80 | -2.92 |
| Martin ratioReturn relative to average drawdown | -0.20 | 12.50 | -12.69 |
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Drawdowns
ORCL vs. ITOT - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than ITOT's maximum drawdown of -55.20%. Use the drawdown chart below to compare losses from any high point for ORCL and ITOT.
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Drawdown Indicators
| ORCL | ITOT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -55.20% | -28.99% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -8.90% | -49.35% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -19.44% | -38.81% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -25.36% | -32.89% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -35.00% | -23.25% |
Current DrawdownCurrent decline from peak | -43.48% | -2.12% | -41.36% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -6.96% | -22.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 1.99% | +33.42% |
Volatility
ORCL vs. ITOT - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to iShares Core S&P Total U.S. Stock Market ETF (ITOT) at 4.57%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than ITOT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | ITOT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 4.57% | +18.87% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 9.85% | +33.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 12.69% | +53.22% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 17.43% | +24.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 18.29% | +16.83% |
Dividends
ORCL vs. ITOT - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, more than ITOT's 0.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 0.99% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
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 ITOT have a correlation of 0.41, 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 ITOT (4.57%). In terms of maximum drawdown, ORCL dropped -84.19% vs ITOT's -55.20%.
ITOT currently has the higher Sharpe Ratio (1.96 vs -0.11), 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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