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

Key characteristics


ORCLQQQ
YTD Return17.41%11.97%
1Y Return19.54%35.70%
3Y Return (Ann)17.80%11.93%
5Y Return (Ann)20.37%21.62%
10Y Return (Ann)13.13%18.54%
Sharpe Ratio0.832.42
Daily Std Dev32.33%16.11%
Max Drawdown-84.19%-82.98%
Current Drawdown-4.59%0.00%

Correlation

-0.50.00.51.00.7

The correlation between ORCL and QQQ is 0.65, 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. QQQ - Performance Comparison

In the year-to-date period, ORCL achieves a 17.41% return, which is significantly higher than QQQ's 11.97% return. Over the past 10 years, ORCL has underperformed QQQ with an annualized return of 13.13%, while QQQ has yielded a comparatively higher 18.54% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2024FebruaryMarchAprilMay
1,492.82%
949.92%
ORCL
QQQ

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Oracle Corporation

Invesco QQQ

Risk-Adjusted Performance

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.


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
QQQ
Sharpe ratio
The chart of Sharpe ratio for QQQ, currently valued at 2.42, compared to the broader market-2.00-1.000.001.002.003.004.002.42
Sortino ratio
The chart of Sortino ratio for QQQ, currently valued at 3.28, compared to the broader market-4.00-2.000.002.004.006.003.28
Omega ratio
The chart of Omega ratio for QQQ, currently valued at 1.41, compared to the broader market0.501.001.502.001.41
Calmar ratio
The chart of Calmar ratio for QQQ, currently valued at 2.59, compared to the broader market0.002.004.006.002.59
Martin ratio
The chart of Martin ratio for QQQ, currently valued at 11.74, compared to the broader market-10.000.0010.0020.0030.0011.74

ORCL vs. QQQ - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is 0.83, which is lower than the QQQ Sharpe Ratio of 2.42. The chart below compares the 12-month rolling Sharpe Ratio of ORCL and QQQ.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00December2024FebruaryMarchAprilMay
0.83
2.42
ORCL
QQQ

Dividends

ORCL vs. QQQ - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.30%, more than QQQ's 0.58% yield.


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%
QQQ
Invesco QQQ
0.58%0.62%0.80%0.43%0.55%0.74%0.91%0.84%1.06%0.99%1.41%1.01%

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.


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

Volatility

ORCL vs. QQQ - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 5.84% compared to Invesco QQQ (QQQ) at 4.01%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%16.00%December2024FebruaryMarchAprilMay
5.84%
4.01%
ORCL
QQQ