ORCL vs. SCHD

Last updated Jun 4, 2026

ORCL (Oracle Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, ORCL returned 21.20%/yr vs 12.77%/yr for SCHD. At a 0.49 correlation, their price movements are largely independent.

Performance

ORCL vs. SCHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and Schwab U.S. Dividend Equity ETF (SCHD). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

The year-to-date returns for both investments are quite close, with ORCL having a 18.90% return and SCHD slightly higher at 19.01%. Over the past 10 years, ORCL has outperformed SCHD with an annualized return of 21.20%, while SCHD has yielded a comparatively lower 12.77% annualized return.

ORCL

• 1D: -5.83%
• 1M: 27.76%
• YTD: 18.90%
• 6M: 11.56%
• 1Y: 37.54%
• 3Y*: 31.10%
• 5Y*: 24.35%
• 10Y*: 21.20%

SCHD

• 1D: 0.00%
• 1M: 2.70%
• YTD: 19.01%
• 6M: 18.63%
• 1Y: 27.16%
• 3Y*: 15.09%
• 5Y*: 8.36%
• 10Y*: 12.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. SCHD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORCL Oracle Corporation	18.90%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%
SCHD Schwab U.S. Dividend Equity ETF	19.01%	4.34%	11.66%	4.54%	-3.26%	29.87%	15.03%	27.29%	-5.56%	20.85%

Correlation

The correlation between ORCL and SCHD is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.06
Correlation (3Y) Calculated over the trailing 3-year period	0.17
Correlation (5Y) Calculated over the trailing 5-year period	0.33
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Oct 21, 2011	0.49

The correlation between ORCL and SCHD shifts across timeframes, from -0.06 (1 year) to 0.49 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ORCL vs. SCHD — Risk / Return Rank

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

ORCL

ORCL Risk / Return Rank: 58
ORCL Sharpe Ratio Rank: 60
ORCL Sortino Ratio Rank: 64
ORCL Omega Ratio Rank: 60
ORCL Calmar Ratio Rank: 55
ORCL Martin Ratio Rank: 52

SCHD

SCHD Risk / Return Rank: 80
SCHD Sharpe Ratio Rank: 75
SCHD Sortino Ratio Rank: 84
SCHD Omega Ratio Rank: 73
SCHD Calmar Ratio Rank: 91
SCHD Martin Ratio Rank: 75

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. SCHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Schwab U.S. Dividend Equity ETF (SCHD). 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	SCHD	Difference
Sharpe ratio: Return per unit of total volatility	0.58	2.49	-1.91
Sortino ratio: Return per unit of downside risk	1.46	3.87	-2.40
Omega ratio: Gain probability vs. loss probability	1.17	1.45	-0.28
Calmar ratio: Return relative to maximum drawdown	0.65	5.91	-5.27
Martin ratio: Return relative to average drawdown	1.08	14.53	-13.45
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORCL vs. SCHD - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is 0.58, which is lower than the SCHD Sharpe Ratio of 2.49. The chart below compares the historical Sharpe Ratios of ORCL and SCHD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ORCL	SCHD	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.58	2.49	-1.91
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	0.58	0.00
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.61	0.77	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.50	0.86	-0.36

Drawdowns

ORCL vs. SCHD - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ORCL and SCHD.

Drawdown Indicators

	ORCL	SCHD	Difference
Max Drawdown Largest peak-to-trough decline	-84.19%	-33.37%	-50.82%
Max Drawdown (1Y) Largest decline over 1 year	-58.25%	-4.61%	-53.64%
Max Drawdown (3Y) Largest decline over 3 years	-58.25%	-16.13%	-42.12%
Max Drawdown (5Y) Largest decline over 5 years	-58.25%	-16.85%	-41.40%
Max Drawdown (10Y) Largest decline over 10 years	-58.25%	-33.37%	-24.88%
Current Drawdown Current decline from peak	-29.29%	-1.40%	-27.89%
Average Drawdown Average peak-to-trough decline	-29.10%	-3.32%	-25.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	34.86%	1.88%	+32.98%

Volatility

ORCL vs. SCHD - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 18.88% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 2.66%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORCL	SCHD	Difference
Volatility (1M) Calculated over the trailing 1-month period	18.88%	2.66%	+16.22%
Volatility (6M) Calculated over the trailing 6-month period	41.33%	7.66%	+33.67%
Volatility (1Y) Calculated over the trailing 1-year period	64.51%	10.96%	+53.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.75%	14.38%	+27.37%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.86%	16.72%	+18.14%

Dividends

ORCL vs. SCHD - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 0.87%, less than SCHD's 3.26% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORCL Oracle Corporation	0.87%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
SCHD Schwab U.S. Dividend Equity ETF	3.26%	3.82%	3.64%	3.49%	3.39%	2.78%	3.16%	2.98%	3.06%	2.63%	2.89%	2.97%

Frequently Asked Questions

Can I hold both ORCL and SCHD in my portfolio?

ORCL and SCHD have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ORCL or SCHD?

ORCL has higher volatility (18.88%) compared to SCHD (2.66%). In terms of maximum drawdown, ORCL dropped -84.19% vs SCHD's -33.37%.

Which has better risk-adjusted returns?

SCHD currently has the higher Sharpe Ratio (2.49 vs 0.58), 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.