ORCL vs. VTSAX
Compare and contrast key facts about Oracle Corporation (ORCL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORCL or VTSAX.
Performance
ORCL vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, ORCL achieves a 78.03% return, which is significantly higher than VTSAX's 23.58% return. Over the past 10 years, ORCL has outperformed VTSAX with an annualized return of 18.04%, while VTSAX has yielded a comparatively lower 12.59% annualized return.
ORCL
78.03%
6.15%
49.67%
62.70%
29.03%
18.04%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| ORCL | VTSAX | |
|---|---|---|
| Sharpe Ratio | 1.90 | 2.57 |
| Sortino Ratio | 2.79 | 3.44 |
| Omega Ratio | 1.41 | 1.47 |
| Calmar Ratio | 3.10 | 3.77 |
| Martin Ratio | 11.41 | 16.47 |
| Ulcer Index | 5.58% | 1.96% |
| Daily Std Dev | 33.53% | 12.55% |
| Max Drawdown | -84.19% | -55.34% |
| Current Drawdown | -2.22% | -2.42% |
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Correlation
The correlation between ORCL and VTSAX is 0.63, 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.
Risk-Adjusted Performance
ORCL vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
ORCL's dividend yield for the trailing twelve months is around 0.86%, less than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 0.86% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% | 1.07% | 0.63% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ORCL vs. VTSAX - Drawdown Comparison
The maximum ORCL drawdown since its inception was -84.19%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ORCL and VTSAX. For additional features, visit the drawdowns tool.
Volatility
ORCL vs. VTSAX - Volatility Comparison
Oracle Corporation (ORCL) has a higher volatility of 8.36% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.24%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.