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SHLD vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SHLD vs. ORCL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X Defense Tech ETF (SHLD) and Oracle Corporation (ORCL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SHLD achieves a -1.50% return, which is significantly higher than ORCL's -4.95% return.


SHLD

1D
-2.04%
1M
0.05%
YTD
-1.50%
6M
-1.03%
1Y
10.40%
3Y*
5Y*
10Y*

ORCL

1D
0.02%
1M
-2.97%
YTD
-4.95%
6M
-2.48%
1Y
-6.95%
3Y*
17.80%
5Y*
18.90%
10Y*
18.60%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SHLD vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023
SHLD
Global X Defense Tech ETF
-1.50%74.16%35.03%12.89%
ORCL
Oracle Corporation
-4.95%18.13%59.99%-3.46%

Correlation

The correlation between SHLD and ORCL is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Sep 13, 2023

0.32

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Return for Risk

SHLD vs. ORCL — Risk / Return Rank

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

SHLD
SHLD Risk / Return Rank: 1616
Overall Rank
SHLD Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SHLD Sortino Ratio Rank: 1717
Sortino Ratio Rank
SHLD Omega Ratio Rank: 1616
Omega Ratio Rank
SHLD Calmar Ratio Rank: 1616
Calmar Ratio Rank
SHLD Martin Ratio Rank: 1616
Martin Ratio Rank

ORCL
ORCL Risk / Return Rank: 3939
Overall Rank
ORCL Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 4040
Sortino Ratio Rank
ORCL Omega Ratio Rank: 3939
Omega Ratio Rank
ORCL Calmar Ratio Rank: 3939
Calmar Ratio Rank
ORCL Martin Ratio Rank: 4040
Martin Ratio Rank
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.

SHLD vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X Defense Tech ETF (SHLD) 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.

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.


SHLDORCLDifference
Sharpe ratioReturn per unit of total volatility

+0.53

Sortino ratioReturn per unit of downside risk

+0.45

Omega ratioGain probability vs. loss probability

1.09

1.04

+0.05

Calmar ratioReturn relative to maximum drawdown

0.52

-0.12

+0.64

Martin ratioReturn relative to average drawdown

1.28

-0.20

+1.48

SHLD vs. ORCL - Sharpe Ratio Comparison

The current SHLD Sharpe Ratio is 0.43, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SHLD 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.


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Drawdowns

SHLD vs. ORCL - Drawdown Comparison

The maximum SHLD drawdown since its inception was -20.10%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SHLD and ORCL.


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Drawdown Indicators


SHLDORCLDifference

Max Drawdown

Largest peak-to-trough decline

-20.10%

-84.19%

+64.09%

Max Drawdown (1Y)

Largest decline over 1 year

-20.10%

-58.25%

+38.15%

Max Drawdown (3Y)

Largest decline over 3 years

-58.25%

Max Drawdown (5Y)

Largest decline over 5 years

-58.25%

Max Drawdown (10Y)

Largest decline over 10 years

-58.25%

Current Drawdown

Current decline from peak

-18.20%

-43.48%

+25.28%

Average Drawdown

Average peak-to-trough decline

-3.34%

-29.11%

+25.77%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.12%

35.41%

-27.29%

Volatility

SHLD vs. ORCL - Volatility Comparison

The current volatility for Global X Defense Tech ETF (SHLD) is 9.05%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that SHLD 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.


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Volatility by Period


SHLDORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.05%

23.44%

-14.39%

Volatility (6M)

Calculated over the trailing 6-month period

19.94%

43.42%

-23.48%

Volatility (1Y)

Calculated over the trailing 1-year period

24.55%

65.91%

-41.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.29%

42.16%

-20.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.29%

35.12%

-13.83%

Dividends

SHLD vs. ORCL - Dividend Comparison

SHLD's dividend yield for the trailing twelve months is around 0.56%, less than ORCL's 1.09% yield.


PositionTTM20252024202320222021202020192018201720162015
ORCL
Oracle Corporation
1.09%0.97%0.96%1.44%1.57%1.38%1.48%1.72%1.68%1.52%1.56%1.56%
SHLD
Global X Defense Tech ETF
0.56%0.55%0.53%0.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


SHLD and ORCL have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ORCL has higher volatility (23.44%) compared to SHLD (9.05%). In terms of maximum drawdown, SHLD dropped -20.10% vs ORCL's -84.19%.

SHLD currently has the higher Sharpe Ratio (0.43 vs -0.11), 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.

Portfolio Optimizer

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