ORCL vs. TD
ORCL (Oracle Corporation) and TD (The Toronto-Dominion Bank) are both stocks. ORCL operates in Software - Infrastructure (Technology), while TD operates in Banks - Diversified (Financial Services). Over the past 10 years, ORCL returned 18.60%/yr vs 15.16%/yr for TD. At a 0.33 correlation, their price movements are largely independent.
Performance
ORCL vs. TD - 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 TD's 26.58% return. Over the past 10 years, ORCL has outperformed TD with an annualized return of 18.60%, while TD has yielded a comparatively lower 15.16% 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%
TD
- 1D
- 0.93%
- 1M
- 9.00%
- YTD
- 26.58%
- 6M
- 30.43%
- 1Y
- 71.79%
- 3Y*
- 31.09%
- 5Y*
- 15.31%
- 10Y*
- 15.16%
ORCL vs. TD - 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% |
TD The Toronto-Dominion Bank | 26.58% | 85.32% | -13.40% | 5.04% | -12.19% | 41.25% | 5.58% | 17.45% | -12.10% | 22.85% |
Correlation
The correlation between ORCL and TD is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Aug 30, 1996 | 0.33 |
The correlation between ORCL and TD shifts across timeframes, from 0.13 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ORCL:
$536.74B
TD:
$143.77B
ORCL:
$5.86
TD:
CA$10.11
ORCL:
31.41
TD:
16.22
ORCL:
1.29
TD:
0.58
ORCL:
7.97
TD:
2.15
ORCL:
12.47
TD:
1.78
ORCL:
$67.36B
TD:
CA$112.63B
ORCL:
$79.58B
TD:
CA$59.49B
ORCL:
$6.20B
TD:
CA$19.99B
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Return for Risk
ORCL vs. TD — Risk / Return Rank
ORCL
TD
ORCL vs. TD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and The Toronto-Dominion Bank (TD). 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 | TD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.47 | ||
| Sortino ratioReturn per unit of downside risk | -5.12 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.71 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 9.63 | -9.75 |
| Martin ratioReturn relative to average drawdown | -0.20 | 37.58 | -37.78 |
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Drawdowns
ORCL vs. TD - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than TD's maximum drawdown of -64.18%. Use the drawdown chart below to compare losses from any high point for ORCL and TD.
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Drawdown Indicators
| ORCL | TD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -64.18% | -20.01% |
Max Drawdown (1Y)Largest decline over 1 year | -58.25% | -7.50% | -50.75% |
Max Drawdown (3Y)Largest decline over 3 years | -58.25% | -19.19% | -39.06% |
Max Drawdown (5Y)Largest decline over 5 years | -58.25% | -30.93% | -27.32% |
Max Drawdown (10Y)Largest decline over 10 years | -58.25% | -41.98% | -16.27% |
Current DrawdownCurrent decline from peak | -43.48% | 0.00% | -43.48% |
Average DrawdownAverage peak-to-trough decline | -29.11% | -11.22% | -17.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 35.41% | 1.92% | +33.49% |
Volatility
ORCL vs. TD - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 23.44% compared to The Toronto-Dominion Bank (TD) at 5.00%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than TD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | TD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.44% | 5.00% | +18.44% |
Volatility (6M)Calculated over the trailing 6-month period | 43.42% | 12.55% | +30.87% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.91% | 16.57% | +49.34% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.16% | 19.83% | +22.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.12% | 21.72% | +13.40% |
Dividends
ORCL vs. TD - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.09%, less than TD's 2.62% 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% |
TD The Toronto-Dominion Bank | 2.62% | 3.17% | 5.65% | 4.80% | 4.24% | 3.27% | 4.10% | 3.89% | 4.08% | 3.03% | 3.58% | 5.11% |
Financials
ORCL vs. TD - Financials Comparison
This section allows you to compare key financial metrics between Oracle Corporation and The Toronto-Dominion Bank. 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 TD have a correlation of 0.13, 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 TD (5.00%). In terms of maximum drawdown, ORCL dropped -84.19% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.36 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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