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ORCL vs. SSUMY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ORCL vs. SSUMY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and Sumitomo Corp ADR (SSUMY). 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 SSUMY's 14.53% return. Over the past 10 years, ORCL has outperformed SSUMY with an annualized return of 18.60%, while SSUMY has yielded a comparatively lower 16.17% annualized 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%

SSUMY

1D
0.03%
1M
-18.73%
YTD
14.53%
6M
15.03%
1Y
56.14%
3Y*
24.25%
5Y*
24.16%
10Y*
16.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. SSUMY - 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%
SSUMY
Sumitomo Corp ADR
14.53%62.35%1.75%30.25%13.31%10.42%-9.80%4.75%-17.14%47.06%

Correlation

The correlation between ORCL and SSUMY is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

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

0.23

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

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.28

The correlation between ORCL and SSUMY shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ORCL:

$536.74B

SSUMY:

$47.41B

EPS

ORCL:

$5.86

SSUMY:

¥505.22

PE Ratio

ORCL:

31.41

SSUMY:

12.55

PEG Ratio

ORCL:

1.29

SSUMY:

0.95

PS Ratio

ORCL:

7.97

SSUMY:

1.03

PB Ratio

ORCL:

12.47

SSUMY:

1.63

Total Revenue (TTM)

ORCL:

$67.36B

SSUMY:

¥7.44T

Gross Profit (TTM)

ORCL:

$79.58B

SSUMY:

¥1.53T

EBITDA (TTM)

ORCL:

$6.20B

SSUMY:

¥697.96B

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Return for Risk

ORCL vs. SSUMY — 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

SSUMY
SSUMY Risk / Return Rank: 8484
Overall Rank
SSUMY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSUMY Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSUMY Omega Ratio Rank: 8383
Omega Ratio Rank
SSUMY Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSUMY Martin Ratio Rank: 8383
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. SSUMY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Sumitomo Corp ADR (SSUMY). 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.


ORCLSSUMYDifference
Sharpe ratioReturn per unit of total volatility

-1.84

Sortino ratioReturn per unit of downside risk

-2.41

Omega ratioGain probability vs. loss probability

1.04

1.32

-0.28

Calmar ratioReturn relative to maximum drawdown

-0.12

2.68

-2.80

Martin ratioReturn relative to average drawdown

-0.20

7.46

-7.66

ORCL vs. SSUMY - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.11, which is lower than the SSUMY Sharpe Ratio of 1.73. The chart below compares the historical Sharpe Ratios of ORCL and SSUMY, 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. SSUMY - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than SSUMY's maximum drawdown of -68.39%. Use the drawdown chart below to compare losses from any high point for ORCL and SSUMY.


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Drawdown Indicators


ORCLSSUMYDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

-68.39%

-15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

-21.05%

-37.20%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

-28.69%

-29.56%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

-32.33%

-25.92%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

-43.45%

-14.80%

Current Drawdown

Current decline from peak

-43.48%

-18.73%

-24.75%

Average Drawdown

Average peak-to-trough decline

-29.11%

-22.16%

-6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.41%

7.55%

+27.86%

Volatility

ORCL vs. SSUMY - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to Sumitomo Corp ADR (SSUMY) at 7.62%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than SSUMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORCLSSUMYDifference

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%

28.13%

+15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

65.91%

32.62%

+33.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

42.16%

27.12%

+15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.12%

25.21%

+9.91%

Dividends

ORCL vs. SSUMY - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.09%, while SSUMY has not paid dividends to shareholders.


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%
SSUMY
Sumitomo Corp ADR
0.00%1.27%2.00%0.00%0.00%0.00%0.00%0.00%0.00%1.31%3.94%3.97%

Financials

ORCL vs. SSUMY - Financials Comparison

This section allows you to compare key financial metrics between Oracle Corporation and Sumitomo Corp ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00500.00B1.00T1.50T2.00T20222023202420252026
19.18B
1.99T
(ORCL) Total Revenue
(SSUMY) Total Revenue
Please note, different currencies. ORCL values in USD, SSUMY values in JPY

Frequently Asked Questions


ORCL and SSUMY have a correlation of 0.11, 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 SSUMY (7.62%). In terms of maximum drawdown, ORCL dropped -84.19% vs SSUMY's -68.39%.

SSUMY currently has the higher Sharpe Ratio (1.73 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 SSUMY

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