ORCL vs. XLV

Last updated Jul 8, 2026

ORCL (Oracle Corporation) is a stock, while XLV (State Street Health Care Select Sector SPDR ETF) is Health & Biotech Equities fund tracking the Health Care Select Sector Index. Over the past 10 years, ORCL returned 14.96%/yr vs 10.19%/yr for XLV. At a 0.43 correlation, their price movements are largely independent.

Performance

ORCL vs. XLV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oracle Corporation (ORCL) and State Street Health Care Select Sector SPDR ETF (XLV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ORCL achieves a -26.50% return, which is significantly lower than XLV's 7.13% return. Over the past 10 years, ORCL has outperformed XLV with an annualized return of 14.96%, while XLV has yielded a comparatively lower 10.19% annualized return.

ORCL

• 1D: -1.50%
• 1M: -33.36%
• 6M: -26.06%
• YTD: -26.50%
• 1Y: -38.08%
• 3Y*: 8.78%
• 5Y*: 12.22%
• 10Y*: 14.96%

XLV

• 1D: 1.53%
• 1M: 7.94%
• 6M: 4.90%
• YTD: 7.13%
• 1Y: 24.52%
• 3Y*: 10.26%
• 5Y*: 6.81%
• 10Y*: 10.19%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORCL vs. XLV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORCL Oracle Corporation	-26.50%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%
XLV State Street Health Care Select Sector SPDR ETF	7.13%	14.50%	2.47%	2.07%	-2.08%	26.04%	13.30%	20.45%	6.28%	21.77%

Correlation

The correlation between ORCL and XLV is -0.15, 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	-0.15
Correlation (3Y) Calculated over the trailing 3-year period	0.14
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998	0.43

The correlation between ORCL and XLV shifts across timeframes, from -0.15 (1 year) to 0.43 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ORCL vs. XLV — Risk / Return Rank

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

ORCL

ORCL Risk / Return Rank: 18
ORCL Sharpe Ratio Rank: 17
ORCL Sortino Ratio Rank: 17
ORCL Omega Ratio Rank: 18
ORCL Calmar Ratio Rank: 18
ORCL Martin Ratio Rank: 21

XLV

XLV Risk / Return Rank: 53
XLV Sharpe Ratio Rank: 55
XLV Sortino Ratio Rank: 63
XLV Omega Ratio Rank: 51
XLV Calmar Ratio Rank: 57
XLV Martin Ratio Rank: 41

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. XLV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oracle Corporation (ORCL) and State Street Health Care Select Sector SPDR ETF (XLV). 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	XLV	Difference
Sharpe ratio: Return per unit of total volatility	-0.59	1.57	-2.16
Sortino ratio: Return per unit of downside risk	-0.73	2.45	-3.19
Omega ratio: Gain probability vs. loss probability	0.92	1.27	-0.36
Calmar ratio: Return relative to maximum drawdown	-0.66	2.35	-3.01
Martin ratio: Return relative to average drawdown	-1.02	5.57	-6.58

ORCL vs. XLV - Sharpe Ratio Comparison

The current ORCL Sharpe Ratio is -0.59, which is lower than the XLV Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of ORCL and XLV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ORCL vs. XLV - Drawdown Comparison

The maximum ORCL drawdown since its inception was -84.19%, which is greater than XLV's maximum drawdown of -39.17%. Use the drawdown chart below to compare losses from any high point for ORCL and XLV.

Drawdown Indicators

	ORCL	XLV	Difference
Max Drawdown Largest peak-to-trough decline	-84.19%	-39.17%	-45.02%
Max Drawdown (1Y) Largest decline over 1 year	-58.25%	-10.47%	-47.78%
Max Drawdown (3Y) Largest decline over 3 years	-58.25%	-17.11%	-41.14%
Max Drawdown (5Y) Largest decline over 5 years	-58.25%	-17.11%	-41.14%
Max Drawdown (10Y) Largest decline over 10 years	-58.25%	-28.40%	-29.85%
Current Drawdown Current decline from peak	-56.29%	0.00%	-56.29%
Average Drawdown Average peak-to-trough decline	-29.14%	-7.11%	-22.03%
Ulcer Index Depth and duration of drawdowns from previous peaks	37.52%	4.42%	+33.10%

Volatility

ORCL vs. XLV - Volatility Comparison

Oracle Corporation (ORCL) has a higher volatility of 15.27% compared to State Street Health Care Select Sector SPDR ETF (XLV) at 5.68%. This indicates that ORCL's price experiences larger fluctuations and is considered to be riskier than XLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORCL	XLV	Difference
Volatility (1M) Calculated over the trailing 1-month period	15.27%	5.68%	+9.59%
Volatility (6M) Calculated over the trailing 6-month period	42.12%	11.66%	+30.46%
Volatility (1Y) Calculated over the trailing 1-year period	64.51%	15.70%	+48.81%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	42.38%	14.92%	+27.46%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	35.28%	16.60%	+18.68%

Dividends

ORCL vs. XLV - Dividend Comparison

ORCL's dividend yield for the trailing twelve months is around 1.99%, more than XLV's 1.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORCL Oracle Corporation	1.99%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
XLV State Street Health Care Select Sector SPDR ETF	1.54%	1.60%	1.67%	1.59%	1.47%	1.33%	1.49%	2.17%	1.57%	1.47%	1.60%	1.43%

Frequently Asked Questions

Can I hold both ORCL and XLV in my portfolio?

ORCL and XLV have a correlation of -0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ORCL or XLV?

ORCL has higher volatility (15.27%) compared to XLV (5.68%). In terms of maximum drawdown, ORCL dropped -84.19% vs XLV's -39.17%.

Which has better risk-adjusted returns?

XLV currently has the higher Sharpe Ratio (1.57 vs -0.59), 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.