ORCL vs. VGT
ORCL (Oracle Corporation) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, ORCL returned 13.99%/yr vs 24.06%/yr for VGT. Their 0.64 correlation means they have sometimes moved together and sometimes differently.
Performance
ORCL vs. VGT - Performance Comparison
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Returns By Period
In the year-to-date period, ORCL achieves a -32.73% return, which is significantly lower than VGT's 20.36% return. Over the past 10 years, ORCL has underperformed VGT with an annualized return of 13.99%, while VGT has yielded a comparatively higher 24.06% annualized return.
ORCL
- 1D
- 1.81%
- 1M
- -7.09%
- 6M
- -20.54%
- YTD
- -32.73%
- 1Y
- -46.26%
- 3Y*
- 4.50%
- 5Y*
- 9.78%
- 10Y*
- 13.99%
- ALL TIME*
- 21.48%
VGT
- 1D
- -0.38%
- 1M
- -1.30%
- 6M
- 21.30%
- YTD
- 20.36%
- 1Y
- 34.81%
- 3Y*
- 26.48%
- 5Y*
- 17.81%
- 10Y*
- 24.06%
- ALL TIME*
- 14.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $4.11B | $5.04B | $5.06B | |
| $440.89M | $515.41M | $573.34M |
ORCL vs. VGT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | -32.73% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
VGT Vanguard Information Technology ETF | 20.36% | 21.77% | 29.30% | 52.66% | -29.70% | 30.45% | 46.04% | 48.62% | 2.46% | 37.08% |
Correlation
The correlation between ORCL and VGT is 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.58 |
Correlation (3Y) Balances recent behavior with more history. | 0.62 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.60 |
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004 | 0.64 |
The correlation between ORCL and VGT has been stable across timeframes, ranging from 0.58 to 0.64 - a consistent structural relationship.
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Return for Risk
ORCL vs. VGT — Risk / Return Rank
ORCL
VGT
ORCL vs. VGT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Vanguard Information Technology ETF (VGT). 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 | VGT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.04 | ||
| Sortino ratioReturn per unit of downside risk | -2.94 | ||
| Omega ratioGain probability vs. loss probability | 0.88 | 1.23 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | -0.75 | 1.94 | -2.69 |
| Martin ratioReturn relative to average drawdown | -1.18 | 5.23 | -6.41 |
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Drawdowns
ORCL vs. VGT - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for ORCL and VGT.
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Drawdown Indicators
| ORCL | VGT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -54.63% | -29.56% |
Max Drawdown (1Y)Largest decline over 1 year | -64.58% | -16.40% | -48.18% |
Max Drawdown (3Y)Largest decline over 3 years | -64.58% | -27.23% | -37.35% |
Max Drawdown (5Y)Largest decline over 5 years | -64.58% | -35.07% | -29.51% |
Max Drawdown (10Y)Largest decline over 10 years | -64.58% | -35.07% | -29.51% |
Current DrawdownCurrent decline from peak | -59.99% | -9.93% | -50.06% |
Average DrawdownAverage peak-to-trough decline | -29.19% | -7.95% | -21.24% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 40.89% | 6.07% | +34.82% |
Volatility
ORCL vs. VGT - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 17.63% compared to Vanguard Information Technology ETF (VGT) at 8.42%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | VGT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 17.63% | 8.42% | +9.21% |
Volatility (6M)Calculated over the trailing 6-month period | 43.80% | 20.14% | +23.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 66.36% | 24.28% | +42.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.96% | 25.83% | +17.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.67% | 24.89% | +10.78% |
Dividends
ORCL vs. VGT - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.54%, more than VGT's 0.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.54% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
VGT Vanguard Information Technology ETF | 0.38% | 0.40% | 0.60% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% |
Frequently Asked Questions
ORCL and VGT have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (17.63%) compared to VGT (8.42%). In terms of maximum drawdown, ORCL dropped -84.19% vs VGT's -54.63%.
VGT currently has the higher Sharpe Ratio (1.31 vs -0.73), 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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