ORCL vs. SPGI
ORCL (Oracle Corporation) and SPGI (S&P Global Inc.) are both stocks. ORCL operates in Software - Infrastructure (Technology), while SPGI operates in Financial Data & Stock Exchanges (Financial Services). Over the past 10 years, ORCL returned 18.60%/yr vs 15.70%/yr for SPGI. At a 0.41 correlation, their price movements are largely independent.
Performance
ORCL vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -4.95% return, which is significantly higher than SPGI's -19.47% return. Over the past 10 years, ORCL has outperformed SPGI with an annualized return of 18.60%, while SPGI has yielded a comparatively lower 15.70% annualized return.
ORCL
- 1D
- 0.02%
- 1M
- -4.57%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
SPGI
- 1D
- 1.35%
- 1M
- 4.15%
- YTD
- -19.47%
- 6M
- -16.00%
- 1Y
- -15.77%
- 3Y*
- 3.19%
- 5Y*
- 2.16%
- 10Y*
- 15.70%
ORCL vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -4.95% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
SPGI S&P Global Inc. | -19.47% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between ORCL and SPGI is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2001 | 0.41 |
Over the past year, the correlation between ORCL and SPGI has dropped to 0.12 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
ORCL:
$536.74B
SPGI:
$124.67B
ORCL:
$5.86
SPGI:
$15.79
ORCL:
31.41
SPGI:
26.53
ORCL:
1.29
SPGI:
3.47
ORCL:
7.97
SPGI:
8.06
ORCL:
12.47
SPGI:
3.98
ORCL:
$67.36B
SPGI:
$15.73B
ORCL:
$79.58B
SPGI:
$8.15B
ORCL:
$6.20B
SPGI:
$7.83B
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Return for Risk
ORCL vs. SPGI — Risk / Return Rank
ORCL
SPGI
ORCL vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and S&P Global Inc. (SPGI). 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 | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.96 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.91 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | -0.54 | +0.42 |
| Martin ratioReturn relative to average drawdown | -0.20 | -1.03 | +0.83 |
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Drawdowns
ORCL vs. SPGI - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than SPGI's maximum drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for ORCL and SPGI.
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Drawdown Indicators
| ORCL | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -74.67% | -9.52% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -30.48% | -27.77% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -30.48% | -27.77% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -39.76% | -18.49% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -39.76% | -18.49% |
Current DrawdownCurrent decline from peak | -43.48% | -25.12% | -18.36% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -15.23% | -13.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 16.07% | +19.34% |
Volatility
ORCL vs. SPGI - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to S&P Global Inc. (SPGI) at 7.62%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 7.62% | +15.82% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 24.13% | +19.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 27.63% | +38.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 24.51% | +17.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 26.03% | +9.09% |
Dividends
ORCL vs. SPGI - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, more than SPGI's 0.92% 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% |
SPGI S&P Global Inc. | 0.92% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
ORCL vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Oracle Corporation and S&P Global Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ORCL and SPGI have a correlation of 0.12, 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 SPGI (7.62%). In terms of maximum drawdown, ORCL dropped -84.19% vs SPGI's -74.67%.
ORCL currently has the higher Sharpe Ratio (-0.11 vs -0.60), 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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