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 13.12%/yr vs 15.43%/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 -37.12% return, which is significantly lower than TD's 30.87% return. Over the past 10 years, ORCL has underperformed TD with an annualized return of 13.12%, while TD has yielded a comparatively higher 15.43% annualized return.
ORCL
- 1D
- -3.98%
- 1M
- -33.91%
- 6M
- -36.04%
- YTD
- -37.12%
- 1Y
- -49.98%
- 3Y*
- 2.24%
- 5Y*
- 7.68%
- 10Y*
- 13.12%
- ALL TIME*
- 21.29%
TD
- 1D
- -2.51%
- 1M
- 1.69%
- 6M
- 30.27%
- YTD
- 30.87%
- 1Y
- 69.13%
- 3Y*
- 28.36%
- 5Y*
- 17.86%
- 10Y*
- 15.43%
- ALL TIME*
- 15.67%
ORCL vs. TD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -37.12% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
TD The Toronto-Dominion Bank | 30.87% | 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 |
Over the past year, the correlation between ORCL and TD has dropped to 0.13 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
ORCL:
$349.60B
TD:
$203.58B
ORCL:
$5.86
TD:
CA$10.11
ORCL:
20.71
TD:
16.69
ORCL:
0.85
TD:
0.60
ORCL:
5.25
TD:
2.21
ORCL:
8.22
TD:
1.84
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 | -4.79 | ||
| Sortino ratioReturn per unit of downside risk | -6.17 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.65 | -0.78 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 9.26 | -10.06 |
| Martin ratioReturn relative to average drawdown | -1.28 | 35.62 | -36.90 |
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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 | -62.61% | -7.50% | -55.11% |
Max Drawdown (3Y)Largest decline over 3 years | -62.61% | -19.19% | -43.42% |
Max Drawdown (5Y)Largest decline over 5 years | -62.61% | -30.93% | -31.68% |
Max Drawdown (10Y)Largest decline over 10 years | -62.61% | -41.98% | -20.63% |
Current DrawdownCurrent decline from peak | -62.61% | -3.45% | -59.16% |
Average DrawdownAverage peak-to-trough decline | -29.16% | -11.19% | -17.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.16% | 1.95% | +37.21% |
Volatility
ORCL vs. TD - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 13.67% compared to The Toronto-Dominion Bank (TD) at 5.94%. 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 | 13.67% | 5.94% | +7.73% |
Volatility (6M)Calculated over the trailing 6-month period | 42.95% | 13.41% | +29.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.37% | 17.32% | +48.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.65% | 19.81% | +22.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.47% | 21.72% | +13.75% |
Dividends
ORCL vs. TD - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.65%, less than TD's 2.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.65% | 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 | 2.57% | 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 (13.67%) compared to TD (5.94%). In terms of maximum drawdown, ORCL dropped -84.19% vs TD's -64.18%.
TD currently has the higher Sharpe Ratio (4.02 vs -0.77), 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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