ORCL vs. JPM
ORCL (Oracle Corporation) and JPM (JPMorgan Chase & Co.) are both stocks. ORCL operates in Software - Infrastructure (Technology), while JPM operates in Banks - Diversified (Financial Services). Over the past 10 years, ORCL returned 18.60%/yr vs 21.02%/yr for JPM. At a 0.32 correlation, their price movements are largely independent.
Performance
ORCL vs. JPM - 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 JPM's 0.50% return. Over the past 10 years, ORCL has underperformed JPM with an annualized return of 18.60%, while JPM has yielded a comparatively higher 21.02% 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%
JPM
- 1D
- 2.31%
- 1M
- 7.69%
- YTD
- 0.50%
- 6M
- 1.66%
- 1Y
- 23.40%
- 3Y*
- 34.22%
- 5Y*
- 17.82%
- 10Y*
- 21.02%
ORCL vs. JPM - 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% |
JPM JPMorgan Chase & Co. | 0.50% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
Correlation
The correlation between ORCL and JPM is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 12, 1986 | 0.32 |
Over the past year, the correlation between ORCL and JPM has dropped to 0.12 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
ORCL:
$536.74B
JPM:
$896.00B
ORCL:
$5.86
JPM:
$21.08
ORCL:
31.41
JPM:
15.21
ORCL:
1.29
JPM:
1.68
ORCL:
7.97
JPM:
3.14
ORCL:
12.47
JPM:
2.60
ORCL:
$67.36B
JPM:
$285.09B
ORCL:
$79.58B
JPM:
$173.52B
ORCL:
$6.20B
JPM:
$81.46B
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Return for Risk
ORCL vs. JPM — Risk / Return Rank
ORCL
JPM
ORCL vs. JPM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and JPMorgan Chase & Co. (JPM). 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 | JPM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.10 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 1.42 | -1.54 |
| Martin ratioReturn relative to average drawdown | -0.20 | 3.36 | -3.55 |
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Drawdowns
ORCL vs. JPM - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than JPM's maximum drawdown of -76.16%. Use the drawdown chart below to compare losses from any high point for ORCL and JPM.
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Drawdown Indicators
| ORCL | JPM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -76.16% | -8.03% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -15.47% | -42.78% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -24.42% | -33.83% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -38.77% | -19.48% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -43.63% | -14.62% |
Current DrawdownCurrent decline from peak | -43.48% | -3.66% | -39.82% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -17.62% | -11.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 6.54% | +28.87% |
Volatility
ORCL vs. JPM - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to JPMorgan Chase & Co. (JPM) at 6.35%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | JPM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 6.35% | +17.09% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 16.67% | +26.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 21.76% | +44.15% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 24.46% | +17.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 27.39% | +7.73% |
Dividends
ORCL vs. JPM - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, less than JPM's 1.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.84% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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% |
Financials
ORCL vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Oracle Corporation and JPMorgan Chase & Co.. 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 JPM have a correlation of 0.12, 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 JPM (6.35%). In terms of maximum drawdown, ORCL dropped -84.19% vs JPM's -76.16%.
JPM currently has the higher Sharpe Ratio (1.01 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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