ORCL vs. VGT
Compare and contrast key facts about Oracle Corporation (ORCL) and Vanguard Information Technology ETF (VGT).
VGT is a passively managed fund by Vanguard that tracks the performance of the MSCI US Investable Market Information Technology 25/50 Index. It was launched on Jan 26, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORCL or VGT.
Key characteristics
| ORCL | VGT | |
|---|---|---|
| YTD Return | 11.96% | 4.37% |
| 1Y Return | 25.10% | 33.52% |
| 3Y Return (Ann) | 17.77% | 10.11% |
| 5Y Return (Ann) | 18.07% | 19.92% |
| 10Y Return (Ann) | 13.09% | 20.10% |
| Sharpe Ratio | 0.83 | 1.98 |
| Daily Std Dev | 32.33% | 18.20% |
| Max Drawdown | -84.19% | -54.63% |
| Current Drawdown | -9.02% | -4.72% |
Correlation
The correlation between ORCL and VGT is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ORCL vs. VGT - Performance Comparison
In the year-to-date period, ORCL achieves a 11.96% return, which is significantly higher than VGT's 4.37% return. Over the past 10 years, ORCL has underperformed VGT with an annualized return of 13.09%, while VGT has yielded a comparatively higher 20.10% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ORCL vs. VGT - Risk-Adjusted Performance 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.
Dividends
ORCL vs. VGT - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.37%, more than VGT's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 1.37% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
VGT Vanguard Information Technology ETF | 0.72% | 0.65% | 0.91% | 0.64% | 0.82% | 1.11% | 1.29% | 0.99% | 1.31% | 1.28% | 1.12% | 1.05% |
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. For additional features, visit the drawdowns tool.
Volatility
ORCL vs. VGT - Volatility Comparison
The current volatility for Oracle Corporation (ORCL) is 5.18%, while Vanguard Information Technology ETF (VGT) has a volatility of 5.97%. This indicates that ORCL experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.