PRK vs. ORCL

Last updated Jun 4, 2026

PRK (Park National Corporation) and ORCL (Oracle Corporation) are both stocks. PRK operates in Banks - Regional (Financial Services), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, PRK returned 10.04%/yr vs 21.20%/yr for ORCL. At a 0.25 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, PRK achieves a 11.84% return, which is significantly lower than ORCL's 18.90% return. Over the past 10 years, PRK has underperformed ORCL with an annualized return of 10.04%, while ORCL has yielded a comparatively higher 21.20% annualized return.

PRK

• 1D: -2.31%
• 1M: -1.34%
• YTD: 11.84%
• 6M: 7.32%
• 1Y: 7.46%
• 3Y*: 19.66%
• 5Y*: 9.53%
• 10Y*: 10.04%

ORCL

• 1D: -5.83%
• 1M: 27.76%
• YTD: 18.90%
• 6M: 11.56%
• 1Y: 37.54%
• 3Y*: 31.10%
• 5Y*: 24.35%
• 10Y*: 21.20%

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

PRK vs. ORCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
PRK Park National Corporation	11.84%	-8.13%	33.01%	-2.00%	6.13%	35.56%	7.61%	25.91%	-15.07%	-9.87%
ORCL Oracle Corporation	18.90%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%

Correlation

The correlation between PRK and ORCL is -0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since May 9, 1991	0.25

The correlation between PRK and ORCL shifts across timeframes, from -0.08 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PRK : $2.93B ORCL : $671.18B
EPS PRK : $10.87 ORCL : $5.56
PE Ratio PRK : 15.45 ORCL : 41.42
PEG Ratio PRK : 2.90 ORCL : 9.29
PS Ratio PRK : 4.20 ORCL : 10.48
PB Ratio PRK : 1.85 ORCL : 17.19
Total Revenue (TTM) PRK : $661.25M ORCL : $64.08B
Gross Profit (TTM) PRK : $416.34M ORCL : $58.10B
EBITDA (TTM) PRK : $175.77M ORCL : $17.85B

Return for Risk

PRK vs. ORCL — Risk / Return Rank

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

PRK

PRK Risk / Return Rank: 48
PRK Sharpe Ratio Rank: 51
PRK Sortino Ratio Rank: 44
PRK Omega Ratio Rank: 43
PRK Calmar Ratio Rank: 52
PRK Martin Ratio Rank: 52

ORCL

ORCL Risk / Return Rank: 58
ORCL Sharpe Ratio Rank: 60
ORCL Sortino Ratio Rank: 64
ORCL Omega Ratio Rank: 60
ORCL Calmar Ratio Rank: 55
ORCL Martin Ratio Rank: 52

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.

PRK vs. ORCL - Risk-Adjusted Trends 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.

	PRK	ORCL	Difference
Sharpe ratio Return per unit of total volatility	0.30	0.58	-0.29
Sortino ratio Return per unit of downside risk	0.59	1.46	-0.87
Omega ratio Gain probability vs. loss probability	1.07	1.17	-0.09
Calmar ratio Return relative to maximum drawdown	0.49	0.65	-0.16
Martin ratio Return relative to average drawdown	1.02	1.08	-0.06
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRK vs. ORCL - Sharpe Ratio Comparison

The current PRK Sharpe Ratio is 0.30, which is lower than the ORCL Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of PRK and ORCL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	PRK	ORCL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.30	0.58	-0.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.31	0.59	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.31	0.61	-0.30
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.50	-0.19

Drawdowns

PRK vs. ORCL - Drawdown Comparison

The maximum PRK drawdown since its inception was -65.53%, 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.

Drawdown Indicators

	PRK	ORCL	Difference
Max Drawdown Largest peak-to-trough decline	-65.53%	-84.19%	+18.66%
Max Drawdown (1Y) Largest decline over 1 year	-15.31%	-58.25%	+42.94%
Max Drawdown (3Y) Largest decline over 3 years	-30.36%	-58.25%	+27.89%
Max Drawdown (5Y) Largest decline over 5 years	-36.90%	-58.25%	+21.35%
Max Drawdown (10Y) Largest decline over 10 years	-40.26%	-58.25%	+17.99%
Current Drawdown Current decline from peak	-14.01%	-29.29%	+15.28%
Average Drawdown Average peak-to-trough decline	-16.19%	-29.10%	+12.91%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.30%	34.86%	-27.56%

Volatility

PRK vs. ORCL - Volatility Comparison

The current volatility for Park National Corporation (PRK) is 5.76%, while Oracle Corporation (ORCL) has a volatility of 18.88%. 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.

Volatility by Period

	PRK	ORCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.76%	18.88%	-13.12%
Volatility (6M) Calculated over the trailing 6-month period	17.79%	41.33%	-23.54%
Volatility (1Y) Calculated over the trailing 1-year period	25.24%	64.51%	-39.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.44%	41.75%	-11.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.38%	34.86%	-2.48%

Dividends

PRK vs. ORCL - Dividend Comparison

PRK's dividend yield for the trailing twelve months is around 3.33%, more than ORCL's 0.87% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORCL Oracle Corporation	0.87%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
PRK Park National Corporation	3.33%	3.63%	2.76%	3.16%	3.31%	3.29%	4.08%	4.14%	4.79%	3.62%	3.14%	4.16%

Financials

Frequently Asked Questions

Can I hold both PRK and ORCL in my portfolio?

PRK and ORCL have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRK or ORCL?

ORCL has higher volatility (18.88%) compared to PRK (5.76%). In terms of maximum drawdown, PRK dropped -65.53% vs ORCL's -84.19%.

Which has better risk-adjusted returns?

ORCL currently has the higher Sharpe Ratio (0.58 vs 0.30), 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.