ORCL vs. NVS
ORCL (Oracle Corporation) and NVS (Novartis AG) are both stocks. ORCL operates in Software - Infrastructure (Technology), while NVS operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ORCL returned 18.60%/yr vs 11.14%/yr for NVS. At a 0.24 correlation, their price movements are largely independent.
Performance
ORCL vs. NVS - 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 NVS's 14.40% return. Over the past 10 years, ORCL has outperformed NVS with an annualized return of 18.60%, while NVS has yielded a comparatively lower 11.14% 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%
NVS
- 1D
- -0.55%
- 1M
- 2.22%
- YTD
- 14.40%
- 6M
- 18.98%
- 1Y
- 30.60%
- 3Y*
- 19.57%
- 5Y*
- 14.77%
- 10Y*
- 11.14%
ORCL vs. NVS - 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% |
NVS Novartis AG | 14.40% | 46.95% | 0.02% | 16.14% | 8.06% | -3.65% | 3.34% | 13.92% | 5.95% | 19.42% |
Correlation
The correlation between ORCL and NVS is -0.13, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Nov 7, 1996 | 0.24 |
The correlation between ORCL and NVS shifts across timeframes, from -0.13 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ORCL:
$536.74B
NVS:
$293.28B
ORCL:
$5.86
NVS:
$6.99
ORCL:
31.41
NVS:
21.90
ORCL:
1.29
NVS:
1.48
ORCL:
7.97
NVS:
5.29
ORCL:
12.47
NVS:
7.62
ORCL:
$67.36B
NVS:
$56.05B
ORCL:
$79.58B
NVS:
$42.19B
ORCL:
$6.20B
NVS:
$22.40B
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Return for Risk
ORCL vs. NVS — Risk / Return Rank
ORCL
NVS
ORCL vs. NVS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Novartis AG (NVS). 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 | NVS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.58 | ||
| Sortino ratioReturn per unit of downside risk | -1.77 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.26 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.43 | -2.55 |
| Martin ratioReturn relative to average drawdown | -0.20 | 5.88 | -6.08 |
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Drawdowns
ORCL vs. NVS - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than NVS's maximum drawdown of -42.10%. Use the drawdown chart below to compare losses from any high point for ORCL and NVS.
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Drawdown Indicators
| ORCL | NVS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -42.10% | -42.09% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -12.65% | -45.60% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -19.95% | -38.30% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -20.42% | -37.83% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -26.03% | -32.22% |
Current DrawdownCurrent decline from peak | -43.48% | -6.46% | -37.02% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -10.92% | -18.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 5.23% | +30.18% |
Volatility
ORCL vs. NVS - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Novartis AG (NVS) at 7.18%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than NVS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | NVS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 7.18% | +16.26% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 14.96% | +28.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 21.02% | +44.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 18.89% | +23.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 19.64% | +15.48% |
Dividends
ORCL vs. NVS - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, less than NVS's 3.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NVS Novartis AG | 3.12% | 2.90% | 3.84% | 3.44% | 3.70% | 3.86% | 3.22% | 3.03% | 3.47% | 3.24% | 3.73% | 3.10% |
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. NVS - Financials Comparison
This section allows you to compare key financial metrics between Oracle Corporation and Novartis AG. 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 NVS have a correlation of -0.13, 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 NVS (7.18%). In terms of maximum drawdown, ORCL dropped -84.19% vs NVS's -42.10%.
NVS currently has the higher Sharpe Ratio (1.47 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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