ORCL vs. TD.TO

Last updated Jun 9, 2026

ORCL (Oracle Corporation) and TD.TO (The Toronto-Dominion Bank) are both stocks. ORCL operates in Software - Infrastructure (Technology), while TD.TO operates in Banks - Diversified (Financial Services). Over the past 10 years, ORCL returned 20.30%/yr vs 14.53%/yr for TD.TO. At a 0.33 correlation, their price movements are largely independent.

Performance

ORCL vs. TD.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and The Toronto-Dominion Bank (TD.TO). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

ORCL is traded in USD, while TD.TO is traded in CAD. To make them comparable, the TD.TO values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, ORCL achieves a 9.34% return, which is significantly lower than TD.TO's 23.04% return. Over the past 10 years, ORCL has outperformed TD.TO with an annualized return of 20.30%, while TD.TO has yielded a comparatively lower 14.53% annualized return.

ORCL

• 1D: -0.87%
• 1M: 8.10%
• YTD: 9.34%
• 6M: -3.36%
• 1Y: 22.94%
• 3Y*: 25.94%
• 5Y*: 21.81%
• 10Y*: 20.30%

TD.TO

• 1D: 0.82%
• 1M: 6.31%
• YTD: 23.04%
• 6M: 31.64%
• 1Y: 68.16%
• 3Y*: 30.33%
• 5Y*: 14.50%
• 10Y*: 14.53%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. TD.TO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORCL Oracle Corporation	9.34%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%
TD.TO The Toronto-Dominion Bank	23.04%	85.53%	-13.39%	4.83%	-11.62%	40.22%	6.24%	16.46%	-11.97%	23.52%

Correlation

The correlation between ORCL and TD.TO 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	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.24
Correlation (10Y) Calculated over the trailing 10-year period	0.26
Correlation (All Time) Calculated using the full available price history since Jul 7, 2006	0.33

Over the past year, the correlation between ORCL and TD.TO has dropped to 0.12 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.

Fundamentals

Market Cap ORCL : $617.24B TD.TO : CA$265.60B
EPS ORCL : $5.56 TD.TO : CA$8.81
PE Ratio ORCL : 38.09 TD.TO : 18.10
PEG Ratio ORCL : 8.54 TD.TO : 0.65
PS Ratio ORCL : 9.64 TD.TO : 2.40
PB Ratio ORCL : 15.81 TD.TO : 2.36
Total Revenue (TTM) ORCL : $64.08B TD.TO : CA$112.59B
Gross Profit (TTM) ORCL : $58.10B TD.TO : CA$59.48B
EBITDA (TTM) ORCL : $17.85B TD.TO : CA$19.98B

Return for Risk

ORCL vs. TD.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORCL

ORCL Risk / Return Rank: 54
ORCL Sharpe Ratio Rank: 55
ORCL Sortino Ratio Rank: 58
ORCL Omega Ratio Rank: 55
ORCL Calmar Ratio Rank: 52
ORCL Martin Ratio Rank: 50

TD.TO

TD.TO Risk / Return Rank: 98
TD.TO Sharpe Ratio Rank: 99
TD.TO Sortino Ratio Rank: 99
TD.TO Omega Ratio Rank: 98
TD.TO Calmar Ratio Rank: 98
TD.TO Martin Ratio Rank: 99

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. TD.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and The Toronto-Dominion Bank (TD.TO). 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.

	ORCL	TD.TO	Difference
Sharpe ratio: Return per unit of total volatility	0.35	4.42	-4.06
Sortino ratio: Return per unit of downside risk	1.12	5.41	-4.29
Omega ratio: Gain probability vs. loss probability	1.13	1.74	-0.62
Calmar ratio: Return relative to maximum drawdown	0.40	9.37	-8.97
Martin ratio: Return relative to average drawdown	0.66	37.39	-36.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORCL vs. TD.TO - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is 0.35, which is lower than the TD.TO Sharpe Ratio of 4.42. The chart below compares the historical Sharpe Ratios of ORCL and TD.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ORCL	TD.TO	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.35	4.42	-4.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.79	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.58	0.71	-0.13
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.53	-0.04

Drawdowns

ORCL vs. TD.TO - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than TD.TO's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for ORCL and TD.TO.

Drawdown Indicators

	ORCL	TD.TO	Difference
Max Drawdown Largest peak-to-trough decline	-84.19%	-62.28%	-21.91%
Max Drawdown (1Y) Largest decline over 1 year	-58.25%	-7.31%	-50.94%
Max Drawdown (3Y) Largest decline over 3 years	-58.25%	-19.57%	-38.68%
Max Drawdown (5Y) Largest decline over 5 years	-58.25%	-31.55%	-26.70%
Max Drawdown (10Y) Largest decline over 10 years	-58.25%	-41.46%	-16.79%
Current Drawdown Current decline from peak	-34.98%	-0.08%	-34.90%
Average Drawdown Average peak-to-trough decline	-29.10%	-10.67%	-18.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	35.04%	1.83%	+33.21%

Volatility

ORCL vs. TD.TO - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 21.62% compared to The Toronto-Dominion Bank (TD.TO) at 5.24%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORCL	TD.TO	Difference
Volatility (1M) Calculated over the trailing 1-month period	21.62%	5.24%	+16.38%
Volatility (6M) Calculated over the trailing 6-month period	42.42%	12.12%	+30.30%
Volatility (1Y) Calculated over the trailing 1-year period	65.38%	15.55%	+49.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	41.98%	18.37%	+23.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.01%	20.45%	+14.56%

Dividends

ORCL vs. TD.TO - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 0.94%, less than TD.TO's 2.67% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORCL Oracle Corporation	0.94%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
TD.TO The Toronto-Dominion Bank	2.67%	3.25%	5.33%	4.48%	4.06%	3.26%	4.32%	3.97%	3.85%	3.19%	3.26%	3.69%

Financials

Frequently Asked Questions

Can I hold both ORCL and TD.TO in my portfolio?

ORCL and TD.TO 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.