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ORCL vs. SHLD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

ORCL vs. SHLD - Performance Comparison

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

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

ORCL vs. SHLD - Yearly Performance Comparison


2026 (YTD)202520242023
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

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
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. 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.


ORCLSHLDDifference
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

ORCL vs. SHLD - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is lower than the SHLD Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of ORCL and SHLD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


ORCLSHLDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-43.48%

-18.20%

-25.28%

Average Drawdown

Average peak-to-trough decline

-29.11%

-3.34%

-25.77%

Ulcer Index

Depth 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


ORCLSHLDDifference

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.


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%
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.

Portfolio Optimizer

Find the right allocation for ORCL and SHLD

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