ORCL vs. IUSB
ORCL (Oracle Corporation) is a stock, while IUSB (iShares Core Universal USD Bond ETF) is Intermediate Core-Plus Bond fund tracking the Bloomberg U.S. Universal Index. Over the past 10 years, ORCL returned 18.60%/yr vs 1.97%/yr for IUSB. At a 0.02 correlation, their price movements are largely independent.
Performance
ORCL vs. IUSB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly lower than IUSB's 0.67% return. Over the past 10 years, ORCL has outperformed IUSB with an annualized return of 18.60%, while IUSB has yielded a comparatively lower 1.97% 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%
IUSB
- 1D
- -0.07%
- 1M
- 1.10%
- YTD
- 0.67%
- 6M
- 1.05%
- 1Y
- 5.21%
- 3Y*
- 4.70%
- 5Y*
- 0.39%
- 10Y*
- 1.97%
ORCL vs. IUSB - 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% |
IUSB iShares Core Universal USD Bond ETF | 0.67% | 7.38% | 2.11% | 6.23% | -13.04% | -1.33% | 7.62% | 9.13% | -0.27% | 3.82% |
Correlation
The correlation between ORCL and IUSB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Jun 12, 2014 | 0.02 |
The correlation between ORCL and IUSB shifts across timeframes, from 0.02 (all time) to 0.14 (5 years), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORCL vs. IUSB — Risk / Return Rank
ORCL
IUSB
ORCL vs. IUSB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and iShares Core Universal USD Bond ETF (IUSB). 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 | IUSB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.46 | ||
| Sortino ratioReturn per unit of downside risk | -1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.24 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.92 | -2.04 |
| Martin ratioReturn relative to average drawdown | -0.20 | 5.62 | -5.81 |
Loading charts...
Drawdowns
ORCL vs. IUSB - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than IUSB's maximum drawdown of -17.90%. Use the drawdown chart below to compare losses from any high point for ORCL and IUSB.
Loading charts...
Drawdown Indicators
| ORCL | IUSB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -17.90% | -66.29% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -2.53% | -55.72% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -5.82% | -52.43% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -17.87% | -40.38% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -17.90% | -40.35% |
Current DrawdownCurrent decline from peak | -43.48% | -1.09% | -42.39% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -3.58% | -25.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 0.86% | +34.55% |
Volatility
ORCL vs. IUSB - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to iShares Core Universal USD Bond ETF (IUSB) at 1.30%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than IUSB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ORCL | IUSB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 1.30% | +22.14% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 2.69% | +40.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 3.59% | +62.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 5.80% | +36.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 5.04% | +30.08% |
Dividends
ORCL vs. IUSB - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, less than IUSB's 4.22% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IUSB iShares Core Universal USD Bond ETF | 4.22% | 4.17% | 4.04% | 3.46% | 2.53% | 1.74% | 2.68% | 3.04% | 2.98% | 2.56% | 2.60% | 1.95% |
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 IUSB have a correlation of 0.11, 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 IUSB (1.30%). In terms of maximum drawdown, ORCL dropped -84.19% vs IUSB's -17.90%.
IUSB currently has the higher Sharpe Ratio (1.35 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.
Find the right allocation for ORCL and IUSB
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer