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PRK vs. ORCL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRK and ORCL is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

PRK vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Park National Corporation (PRK) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JulyAugustSeptemberOctoberNovemberDecember
31.54%
23.79%
PRK
ORCL

Key characteristics

Sharpe Ratio

PRK:

1.02

ORCL:

1.97

Sortino Ratio

PRK:

1.72

ORCL:

3.15

Omega Ratio

PRK:

1.22

ORCL:

1.40

Calmar Ratio

PRK:

2.20

ORCL:

3.36

Martin Ratio

PRK:

5.07

ORCL:

12.71

Ulcer Index

PRK:

7.26%

ORCL:

4.99%

Daily Std Dev

PRK:

36.08%

ORCL:

32.20%

Max Drawdown

PRK:

-65.54%

ORCL:

-84.19%

Current Drawdown

PRK:

-14.05%

ORCL:

-10.92%

Fundamentals

Market Cap

PRK:

$2.97B

ORCL:

$474.67B

EPS

PRK:

$8.46

ORCL:

$4.09

PE Ratio

PRK:

21.75

ORCL:

41.49

PEG Ratio

PRK:

4.82

ORCL:

1.82

Total Revenue (TTM)

PRK:

$613.02M

ORCL:

$54.93B

Gross Profit (TTM)

PRK:

$645.71M

ORCL:

$38.41B

EBITDA (TTM)

PRK:

$180.23M

ORCL:

$22.74B

Returns By Period

In the year-to-date period, PRK achieves a 36.60% return, which is significantly lower than ORCL's 64.57% return. Over the past 10 years, PRK has underperformed ORCL with an annualized return of 11.38%, while ORCL has yielded a comparatively higher 15.85% annualized return.


PRK

YTD

36.60%

1M

-11.97%

6M

31.54%

1Y

36.77%

5Y*

15.57%

10Y*

11.38%

ORCL

YTD

64.57%

1M

-10.86%

6M

23.79%

1Y

63.38%

5Y*

28.23%

10Y*

15.85%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

PRK vs. ORCL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Park National Corporation (PRK) and Oracle Corporation (ORCL). 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.


Sharpe ratio
The chart of Sharpe ratio for PRK, currently valued at 1.02, compared to the broader market-4.00-2.000.002.001.021.97
The chart of Sortino ratio for PRK, currently valued at 1.72, compared to the broader market-4.00-2.000.002.004.001.723.15
The chart of Omega ratio for PRK, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.40
The chart of Calmar ratio for PRK, currently valued at 2.20, compared to the broader market0.002.004.006.002.203.36
The chart of Martin ratio for PRK, currently valued at 5.07, compared to the broader market0.0010.0020.005.0712.71
PRK
ORCL

The current PRK Sharpe Ratio is 1.02, which is lower than the ORCL Sharpe Ratio of 1.97. The chart below compares the historical Sharpe Ratios of PRK and ORCL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.02
1.97
PRK
ORCL

Dividends

PRK vs. ORCL - Dividend Comparison

PRK's dividend yield for the trailing twelve months is around 2.69%, more than ORCL's 0.93% yield.


TTM20232022202120202019201820172016201520142013
PRK
Park National Corporation
2.69%3.16%3.31%3.29%4.08%4.14%4.79%3.62%3.14%4.16%4.25%4.42%
ORCL
Oracle Corporation
0.93%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%1.07%0.63%

Drawdowns

PRK vs. ORCL - Drawdown Comparison

The maximum PRK drawdown since its inception was -65.54%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for PRK and ORCL. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.05%
-10.92%
PRK
ORCL

Volatility

PRK vs. ORCL - Volatility Comparison

The current volatility for Park National Corporation (PRK) is 7.99%, while Oracle Corporation (ORCL) has a volatility of 10.68%. This indicates that PRK experiences smaller price fluctuations and is considered to be less risky than ORCL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.99%
10.68%
PRK
ORCL

Financials

PRK vs. ORCL - Financials Comparison

This section allows you to compare key financial metrics between Park National Corporation and Oracle Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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