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ORCL vs. QQQ
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ORCL and QQQ is 0.63, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

ORCL vs. QQQ - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
1,715.00%
990.35%
ORCL
QQQ

Key characteristics

Sharpe Ratio

ORCL:

0.52

QQQ:

0.47

Sortino Ratio

ORCL:

1.02

QQQ:

0.82

Omega Ratio

ORCL:

1.14

QQQ:

1.11

Calmar Ratio

ORCL:

0.61

QQQ:

0.52

Martin Ratio

ORCL:

1.80

QQQ:

1.79

Ulcer Index

ORCL:

12.07%

QQQ:

6.64%

Daily Std Dev

ORCL:

42.17%

QQQ:

25.28%

Max Drawdown

ORCL:

-84.19%

QQQ:

-82.98%

Current Drawdown

ORCL:

-27.58%

QQQ:

-12.28%

Returns By Period

In the year-to-date period, ORCL achieves a -16.38% return, which is significantly lower than QQQ's -7.43% return. Over the past 10 years, ORCL has underperformed QQQ with an annualized return of 13.81%, while QQQ has yielded a comparatively higher 16.64% annualized return.


ORCL

YTD

-16.38%

1M

-5.96%

6M

-19.69%

1Y

21.90%

5Y*

23.05%

10Y*

13.81%

QQQ

YTD

-7.43%

1M

-2.44%

6M

-4.30%

1Y

12.01%

5Y*

17.97%

10Y*

16.64%

*Annualized

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Risk-Adjusted Performance

ORCL vs. QQQ — Risk-Adjusted Performance Rank

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

ORCL
The Risk-Adjusted Performance Rank of ORCL is 7070
Overall Rank
The Sharpe Ratio Rank of ORCL is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ORCL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ORCL is 6767
Omega Ratio Rank
The Calmar Ratio Rank of ORCL is 7676
Calmar Ratio Rank
The Martin Ratio Rank of ORCL is 7272
Martin Ratio Rank

QQQ
The Risk-Adjusted Performance Rank of QQQ is 5757
Overall Rank
The Sharpe Ratio Rank of QQQ is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of QQQ is 5656
Sortino Ratio Rank
The Omega Ratio Rank of QQQ is 5656
Omega Ratio Rank
The Calmar Ratio Rank of QQQ is 6262
Calmar Ratio Rank
The Martin Ratio Rank of QQQ is 5555
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ORCL vs. QQQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Invesco QQQ (QQQ). 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.


The chart of Sharpe ratio for ORCL, currently valued at 0.52, compared to the broader market-2.00-1.000.001.002.003.00
ORCL: 0.52
QQQ: 0.47
The chart of Sortino ratio for ORCL, currently valued at 1.02, compared to the broader market-6.00-4.00-2.000.002.004.00
ORCL: 1.02
QQQ: 0.82
The chart of Omega ratio for ORCL, currently valued at 1.14, compared to the broader market0.501.001.502.00
ORCL: 1.14
QQQ: 1.11
The chart of Calmar ratio for ORCL, currently valued at 0.61, compared to the broader market0.001.002.003.004.005.00
ORCL: 0.61
QQQ: 0.52
The chart of Martin ratio for ORCL, currently valued at 1.80, compared to the broader market-5.000.005.0010.0015.0020.00
ORCL: 1.80
QQQ: 1.79

The current ORCL Sharpe Ratio is 0.52, which is comparable to the QQQ Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of ORCL and QQQ, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00NovemberDecember2025FebruaryMarchApril
0.52
0.47
ORCL
QQQ

Dividends

ORCL vs. QQQ - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.23%, more than QQQ's 0.63% yield.


TTM20242023202220212020201920182017201620152014
ORCL
Oracle Corporation
1.23%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%
QQQ
Invesco QQQ
0.63%0.56%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%

Drawdowns

ORCL vs. QQQ - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, roughly equal to the maximum QQQ drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for ORCL and QQQ. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-27.58%
-12.28%
ORCL
QQQ

Volatility

ORCL vs. QQQ - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 18.92% compared to Invesco QQQ (QQQ) at 16.86%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.92%
16.86%
ORCL
QQQ