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ORCL vs. USD=X
Performance
Return for Risk
Drawdowns
Volatility

Performance

ORCL vs. USD=X - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and USD Cash (USD=X). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


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%

USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. USD=X - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ORCL
Oracle Corporation
9.34%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

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Return for Risk

ORCL vs. USD=X — Risk / Return Rank

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

ORCL
ORCL Risk / Return Rank: 5454
Overall Rank
ORCL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 5858
Sortino Ratio Rank
ORCL Omega Ratio Rank: 5555
Omega Ratio Rank
ORCL Calmar Ratio Rank: 5252
Calmar Ratio Rank
ORCL Martin Ratio Rank: 5050
Martin Ratio Rank

USD=X
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. USD=X - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and USD Cash (USD=X). 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.


ORCLUSD=XDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.13

Calmar ratioReturn relative to maximum drawdown

0.40

Martin ratioReturn relative to average drawdown

0.66

ORCL vs. USD=X - Sharpe Ratio Comparison


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Sharpe Ratios by Period


ORCLUSD=XDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Drawdowns

ORCL vs. USD=X - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than USD=X's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for ORCL and USD=X.


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Drawdown Indicators


ORCLUSD=XDifference

Max Drawdown

Largest peak-to-trough decline

-84.19%

0.00%

-84.19%

Max Drawdown (1Y)

Largest decline over 1 year

-58.25%

0.00%

-58.25%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

0.00%

-58.25%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

0.00%

-58.25%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

0.00%

-58.25%

Current Drawdown

Current decline from peak

-34.98%

0.00%

-34.98%

Average Drawdown

Average peak-to-trough decline

-29.10%

0.00%

-29.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

35.04%

0.00%

+35.04%

Volatility

ORCL vs. USD=X - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 21.62% compared to USD Cash (USD=X) at 0.00%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than USD=X based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORCLUSD=XDifference

Volatility (1M)

Calculated over the trailing 1-month period

21.62%

0.00%

+21.62%

Volatility (6M)

Calculated over the trailing 6-month period

42.42%

0.00%

+42.42%

Volatility (1Y)

Calculated over the trailing 1-year period

65.38%

0.00%

+65.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

41.98%

0.00%

+41.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

35.01%

0.00%

+35.01%

Frequently Asked Questions


ORCL has higher volatility (21.62%) compared to USD=X (0.00%). In terms of maximum drawdown, ORCL dropped -84.19% vs USD=X's 0.00%.

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