ORCL vs. SHLD
ORCL (Oracle Corporation) is a stock, while SHLD (Global X Defense Tech ETF) is Aerospace & Defense fund tracking the Global X Defense Tech Index. Over the past year, ORCL returned -6.95% vs 10.40% for SHLD. At a 0.32 correlation, their price movements are largely independent.
Performance
ORCL vs. SHLD - 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 SHLD's -1.50% 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%
SHLD
- 1D
- -2.04%
- 1M
- 0.05%
- YTD
- -1.50%
- 6M
- -1.03%
- 1Y
- 10.40%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORCL vs. SHLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | -3.46% |
SHLD Global X Defense Tech ETF | -1.50% | 74.16% | 35.03% | 12.89% |
Correlation
The correlation between ORCL and SHLD is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 2023 | 0.32 |
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Return for Risk
ORCL vs. SHLD — Risk / Return Rank
ORCL
SHLD
ORCL vs. SHLD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Global X Defense Tech ETF (SHLD). 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 | SHLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.53 | ||
| Sortino ratioReturn per unit of downside risk | -0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.09 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.52 | -0.64 |
| Martin ratioReturn relative to average drawdown | -0.20 | 1.28 | -1.48 |
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Drawdowns
ORCL vs. SHLD - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than SHLD's maximum drawdown of -20.10%. Use the drawdown chart below to compare losses from any high point for ORCL and SHLD.
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Drawdown Indicators
| ORCL | SHLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -20.10% | -64.09% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -20.10% | -38.15% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | — | — |
Current DrawdownCurrent decline from peak | -43.48% | -18.20% | -25.28% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -3.34% | -25.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 8.12% | +27.29% |
Volatility
ORCL vs. SHLD - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Global X Defense Tech ETF (SHLD) at 9.05%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than SHLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | SHLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 9.05% | +14.39% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 19.94% | +23.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 24.55% | +41.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 21.29% | +20.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 21.29% | +13.83% |
Dividends
ORCL vs. SHLD - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, more than SHLD's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SHLD Global X Defense Tech ETF | 0.56% | 0.55% | 0.53% | 0.26% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORCL and SHLD have a correlation of 0.27, 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 SHLD (9.05%). In terms of maximum drawdown, ORCL dropped -84.19% vs SHLD's -20.10%.
SHLD currently has the higher Sharpe Ratio (0.43 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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