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ORCL vs. SPYV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

ORCL vs. SPYV

Last updated Jun 13, 2026

ORCL (Oracle Corporation) is a stock, while SPYV (SPDR Portfolio S&P 500 Value ETF) is S&P 500 fund tracking the S&P 500 Value Index. Over the past 10 years, ORCL returned 18.60%/yr vs 12.08%/yr for SPYV. A 0.50 correlation means they provide meaningful diversification when combined.

Performance

ORCL vs. SPYV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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 SPYV's 8.25% return. Over the past 10 years, ORCL has outperformed SPYV with an annualized return of 18.60%, while SPYV has yielded a comparatively lower 12.08% annualized return.

ORCL

1D
0.02%
1M
-5.87%
YTD
-4.95%
6M
-2.48%
1Y
-13.59%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%

SPYV

1D
0.69%
1M
1.59%
YTD
8.25%
6M
8.02%
1Y
21.87%
3Y*
15.13%
5Y*
10.98%
10Y*
12.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. SPYV - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
ORCL
Oracle Corporation		-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%
SPYV
SPDR Portfolio S&P 500 Value ETF		8.25%13.18%12.24%22.20%-5.28%24.91%1.38%31.70%-9.01%15.40%

Correlation

The correlation between ORCL and SPYV 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

0.32

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 2, 2000

0.50

Over the past year, the correlation between ORCL and SPYV has dropped to 0.12 - well below their long-term average of 0.50, suggesting their price drivers have been diverging.

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Oracle Corporation

SPDR Portfolio S&P 500 Value ETF

Often compared with ORCL:
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Often compared with SPYV:
SPYV vs. SPYGSPYV vs. VTVSPYV vs. SPYSPYV vs. SCHDSPYV vs. BRK-BSPYV vs. SPHQSPYV vs. SPYD

Return for Risk

ORCL vs. SPYV — 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
SPYV
SPYV Risk / Return Rank: 7575
Overall Rank
SPYV Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
SPYV Sortino Ratio Rank: 7676
Sortino Ratio Rank
SPYV Omega Ratio Rank: 7373
Omega Ratio Rank
SPYV Calmar Ratio Rank: 7575
Calmar Ratio Rank
SPYV Martin Ratio Rank: 7777
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. SPYV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and SPDR Portfolio S&P 500 Value ETF (SPYV). 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.

ORCLSPYVDifference
Sharpe ratioReturn per unit of total volatility
-0.11
2.08

-2.19

Sortino ratioReturn per unit of downside risk
0.33
2.92

-2.59

Omega ratioGain probability vs. loss probability

1.04

1.37

-0.33

Calmar ratioReturn relative to maximum drawdown

-0.12

3.33

-3.45

Martin ratioReturn relative to average drawdown

-0.20

12.73

-12.92

ORCL vs. SPYV - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is lower than the SPYV Sharpe Ratio of 2.08. The chart below compares the historical Sharpe Ratios of ORCL and SPYV, 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. SPYV - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than SPYV's maximum drawdown of -58.45%. Use the drawdown chart below to compare losses from any high point for ORCL and SPYV.

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Drawdown Indicators

ORCLSPYVDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

-58.45%

-25.74%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-6.22%

-52.03%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

-17.54%

-40.71%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-17.89%

-40.36%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

-36.89%

-21.36%

Current Drawdown

Current decline from peak

-43.48%

-0.18%

-43.30%

Average Drawdown

Average peak-to-trough decline

-29.11%

-8.71%

-20.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.41%

1.63%

+33.78%

Volatility

ORCL vs. SPYV - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to SPDR Portfolio S&P 500 Value ETF (SPYV) at 2.70%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than SPYV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

ORCLSPYVDifference

Volatility (1M)

Calculated over the trailing 1-month period

23.44%

2.70%

+20.74%

Volatility (6M)

Calculated over the trailing 6-month period

43.42%

7.26%

+36.16%

Volatility (1Y)

Calculated over the trailing 1-year period

65.91%

9.97%

+55.94%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.16%

14.42%

+27.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.12%

16.94%

+18.18%

Dividends

ORCL vs. SPYV - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.09%, less than SPYV's 1.68% 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%
SPYV
SPDR Portfolio S&P 500 Value ETF		1.68%1.77%2.29%1.75%2.22%2.10%2.38%2.25%2.97%2.77%2.39%2.53%

Frequently Asked Questions

ORCL and SPYV 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 SPYV (2.70%). In terms of maximum drawdown, ORCL dropped -84.19% vs SPYV's -58.45%.

SPYV currently has the higher Sharpe Ratio (2.08 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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