ORCL vs. VNQ
ORCL (Oracle Corporation) is a stock, while VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index. Over the past 10 years, ORCL returned 13.12%/yr vs 4.89%/yr for VNQ. At a 0.40 correlation, their price movements are largely independent.
Performance
ORCL vs. VNQ - 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 VNQ's 14.62% return. Over the past 10 years, ORCL has outperformed VNQ with an annualized return of 13.12%, while VNQ has yielded a comparatively lower 4.89% 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%
VNQ
- 1D
- -0.54%
- 1M
- 5.02%
- 6M
- 9.51%
- YTD
- 14.62%
- 1Y
- 14.89%
- 3Y*
- 9.14%
- 5Y*
- 2.64%
- 10Y*
- 4.89%
- ALL TIME*
- 7.76%
ORCL vs. VNQ - 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% |
VNQ Vanguard Real Estate ETF | 14.62% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
Correlation
The correlation between ORCL and VNQ is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.40 |
The correlation between ORCL and VNQ shifts across timeframes, from -0.12 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORCL vs. VNQ — Risk / Return Rank
ORCL
VNQ
ORCL vs. VNQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Vanguard Real Estate ETF (VNQ). 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 | VNQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.84 | ||
| Sortino ratioReturn per unit of downside risk | -2.78 | ||
| Omega ratioGain probability vs. loss probability | 0.87 | 1.19 | -0.32 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.79 | -2.59 |
| Martin ratioReturn relative to average drawdown | -1.28 | 5.63 | -6.91 |
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Drawdowns
ORCL vs. VNQ - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than VNQ's maximum drawdown of -73.07%. Use the drawdown chart below to compare losses from any high point for ORCL and VNQ.
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Drawdown Indicators
| ORCL | VNQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.19% | -73.07% | -11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -62.61% | -8.34% | -54.27% |
Max Drawdown (3Y)Largest decline over 3 years | -62.61% | -17.46% | -45.15% |
Max Drawdown (5Y)Largest decline over 5 years | -62.61% | -34.48% | -28.13% |
Max Drawdown (10Y)Largest decline over 10 years | -62.61% | -42.40% | -20.21% |
Current DrawdownCurrent decline from peak | -62.61% | -0.59% | -62.02% |
Average DrawdownAverage peak-to-trough decline | -29.16% | -13.56% | -15.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.16% | 2.65% | +36.51% |
Volatility
ORCL vs. VNQ - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 13.67% compared to Vanguard Real Estate ETF (VNQ) at 4.55%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than VNQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORCL | VNQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.67% | 4.55% | +9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 42.95% | 10.81% | +32.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 65.37% | 14.01% | +51.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.65% | 18.87% | +23.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.47% | 20.76% | +14.71% |
Dividends
ORCL vs. VNQ - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 1.65%, less than VNQ's 3.49% 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% |
VNQ Vanguard Real Estate ETF | 3.49% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
ORCL and VNQ 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.
ORCL has higher volatility (13.67%) compared to VNQ (4.55%). In terms of maximum drawdown, ORCL dropped -84.19% vs VNQ's -73.07%.
VNQ currently has the higher Sharpe Ratio (1.07 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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