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ORCL vs. NVDA
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


ORCLNVDA
YTD Return17.41%115.00%
1Y Return19.54%180.42%
3Y Return (Ann)17.80%89.78%
5Y Return (Ann)20.37%96.93%
10Y Return (Ann)13.13%72.94%
Sharpe Ratio0.834.96
Daily Std Dev32.33%50.11%
Max Drawdown-84.19%-89.72%
Current Drawdown-4.59%0.00%

Fundamentals


ORCLNVDA
Market Cap$337.82B$2.62T
EPS$3.79$17.14
PE Ratio32.4362.12
PEG Ratio1.021.19
Revenue (TTM)$52.51B$79.77B
Gross Profit (TTM)$36.39B$15.36B
EBITDA (TTM)$20.80B$49.27B

Correlation

-0.50.00.51.00.4

The correlation between ORCL and NVDA is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

ORCL vs. NVDA - Performance Comparison

In the year-to-date period, ORCL achieves a 17.41% return, which is significantly lower than NVDA's 115.00% return. Over the past 10 years, ORCL has underperformed NVDA with an annualized return of 13.13%, while NVDA has yielded a comparatively higher 72.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%50,000.00%100,000.00%150,000.00%200,000.00%250,000.00%300,000.00%December2024FebruaryMarchAprilMay
1,717.36%
282,911.70%
ORCL
NVDA

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Oracle Corporation

NVIDIA Corporation

Risk-Adjusted Performance

ORCL vs. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and NVIDIA Corporation (NVDA). 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
Sharpe ratio
The chart of Sharpe ratio for ORCL, currently valued at 0.83, compared to the broader market-2.00-1.000.001.002.003.004.000.83
Sortino ratio
The chart of Sortino ratio for ORCL, currently valued at 1.23, compared to the broader market-4.00-2.000.002.004.006.001.23
Omega ratio
The chart of Omega ratio for ORCL, currently valued at 1.20, compared to the broader market0.501.001.502.001.20
Calmar ratio
The chart of Calmar ratio for ORCL, currently valued at 1.30, compared to the broader market0.002.004.006.001.30
Martin ratio
The chart of Martin ratio for ORCL, currently valued at 2.55, compared to the broader market-10.000.0010.0020.0030.002.55
NVDA
Sharpe ratio
The chart of Sharpe ratio for NVDA, currently valued at 4.96, compared to the broader market-2.00-1.000.001.002.003.004.004.96
Sortino ratio
The chart of Sortino ratio for NVDA, currently valued at 5.37, compared to the broader market-4.00-2.000.002.004.006.005.37
Omega ratio
The chart of Omega ratio for NVDA, currently valued at 1.67, compared to the broader market0.501.001.502.001.67
Calmar ratio
The chart of Calmar ratio for NVDA, currently valued at 12.57, compared to the broader market0.002.004.006.0012.57
Martin ratio
The chart of Martin ratio for NVDA, currently valued at 36.11, compared to the broader market-10.000.0010.0020.0030.0036.11

ORCL vs. NVDA - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is 0.83, which is lower than the NVDA Sharpe Ratio of 4.96. The chart below compares the 12-month rolling Sharpe Ratio of ORCL and NVDA.


Rolling 12-month Sharpe Ratio1.002.003.004.005.006.00December2024FebruaryMarchAprilMay
0.83
4.96
ORCL
NVDA

Dividends

ORCL vs. NVDA - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.30%, while NVDA has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
ORCL
Oracle Corporation
1.30%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%
NVDA
NVIDIA Corporation
0.00%0.00%0.01%0.01%0.01%0.03%0.05%0.03%0.05%0.12%0.17%0.19%

Drawdowns

ORCL vs. NVDA - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ORCL and NVDA. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-4.59%
0
ORCL
NVDA

Volatility

ORCL vs. NVDA - Volatility Comparison

The current volatility for Oracle Corporation (ORCL) is 5.84%, while NVIDIA Corporation (NVDA) has a volatility of 13.68%. This indicates that ORCL experiences smaller price fluctuations and is considered to be less risky than NVDA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%December2024FebruaryMarchAprilMay
5.84%
13.68%
ORCL
NVDA

Financials

ORCL vs. NVDA - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and NVIDIA 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items