PRK vs. ORCL

In the year-to-date period, PRK achieves a -4.38% return, which is significantly higher than ORCL's -9.22% return. Over the past 10 years, PRK has underperformed ORCL with an annualized return of 11.18%, while ORCL has yielded a comparatively higher 14.94% annualized return.

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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.

The current PRK Sharpe Ratio is 0.53, which is comparable to the ORCL Sharpe Ratio of 0.72. 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.

PRK's dividend yield for the trailing twelve months is around 2.92%, more than ORCL's 1.13% yield.

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.

Park National Corporation (PRK) and Oracle Corporation (ORCL) have volatilities of 11.20% and 11.43%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

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.