PortfoliosLab logoPortfoliosLab logo
ORCL vs. PG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ORCL vs. PG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and The Procter & Gamble Company (PG). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, ORCL achieves a -4.95% return, which is significantly lower than PG's 5.93% return. Over the past 10 years, ORCL has outperformed PG with an annualized return of 18.60%, while PG has yielded a comparatively lower 8.96% 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%

PG

1D
0.86%
1M
5.68%
YTD
5.93%
6M
6.28%
1Y
-3.97%
3Y*
3.69%
5Y*
4.73%
10Y*
8.96%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. PG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORCL
Oracle Corporation
-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%
PG
The Procter & Gamble Company
5.93%-12.26%17.25%-0.86%-5.05%20.52%14.15%39.70%3.57%12.69%

Correlation

The correlation between ORCL and PG is -0.32, 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

-0.32

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.19

Correlation (All Time)
Calculated using the full available price history since Mar 12, 1986

0.22

The correlation between ORCL and PG shifts across timeframes, from -0.32 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ORCL:

$536.74B

PG:

$361.53B

EPS

ORCL:

$5.86

PG:

$5.23

PE Ratio

ORCL:

31.41

PG:

28.63

PEG Ratio

ORCL:

1.29

PG:

7.00

PS Ratio

ORCL:

7.97

PG:

4.20

PB Ratio

ORCL:

12.47

PG:

6.70

Total Revenue (TTM)

ORCL:

$67.36B

PG:

$86.72B

Gross Profit (TTM)

ORCL:

$79.58B

PG:

$43.64B

EBITDA (TTM)

ORCL:

$6.20B

PG:

$22.63B

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. PG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
Martin Ratio Rank

PG
PG Risk / Return Rank: 2828
Overall Rank
PG Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
PG Sortino Ratio Rank: 2525
Sortino Ratio Rank
PG Omega Ratio Rank: 2626
Omega Ratio Rank
PG Calmar Ratio Rank: 3131
Calmar Ratio Rank
PG Martin Ratio Rank: 3131
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ORCL vs. PG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and The Procter & Gamble Company (PG). 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.


ORCLPGDifference
Sharpe ratioReturn per unit of total volatility

+0.20

Sortino ratioReturn per unit of downside risk

+0.64

Omega ratioGain probability vs. loss probability

1.04

0.97

+0.07

Calmar ratioReturn relative to maximum drawdown

-0.12

-0.37

+0.25

Martin ratioReturn relative to average drawdown

-0.20

-0.68

+0.48

ORCL vs. PG - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is higher than the PG Sharpe Ratio of -0.30. The chart below compares the historical Sharpe Ratios of ORCL and PG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

ORCL vs. PG - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than PG's maximum drawdown of -54.25%. Use the drawdown chart below to compare losses from any high point for ORCL and PG.


Loading charts...

Drawdown Indicators


ORCLPGDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

-54.25%

-29.94%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-15.52%

-42.73%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

-21.15%

-37.10%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-23.77%

-34.48%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

-23.77%

-34.48%

Current Drawdown

Current decline from peak

-43.48%

-13.29%

-30.19%

Average Drawdown

Average peak-to-trough decline

-29.11%

-12.16%

-16.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.41%

8.80%

+26.61%

Volatility

ORCL vs. PG - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to The Procter & Gamble Company (PG) at 6.99%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than PG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


ORCLPGDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

6.99%

+16.45%

Volatility (6M)

Calculated over the trailing 6-month period

43.42%

15.01%

+28.41%

Volatility (1Y)

Calculated over the trailing 1-year period

65.91%

18.78%

+47.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.16%

17.82%

+24.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.12%

19.05%

+16.07%

Dividends

ORCL vs. PG - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.09%, less than PG's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
PG
The Procter & Gamble Company
2.85%2.91%2.36%2.55%2.38%2.08%2.24%2.37%3.09%2.98%3.18%3.31%

Financials

ORCL vs. PG - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and The Procter & Gamble Company. 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


10.00B12.00B14.00B16.00B18.00B20.00B22.00B20222023202420252026
19.18B
21.24B
(ORCL) Total Revenue
(PG) Total Revenue
Values in USD except per share items

Frequently Asked Questions


ORCL and PG have a correlation of -0.32, 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 PG (6.99%). In terms of maximum drawdown, ORCL dropped -84.19% vs PG's -54.25%.

ORCL currently has the higher Sharpe Ratio (-0.11 vs -0.30), 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.

Portfolio Optimizer

Find the right allocation for ORCL and PG

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