SLV vs. ORCL

Last updated Jul 21, 2026

SLV (iShares Silver Trust) is Silver fund tracking the LBMA Silver Price, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, SLV returned 10.57%/yr vs 13.12%/yr for ORCL. At a 0.11 correlation, their price movements are largely independent.

Performance

SLV vs. ORCL - Performance Comparison

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

Returns By Period

In the year-to-date period, SLV achieves a -20.86% return, which is significantly higher than ORCL's -37.12% return. Over the past 10 years, SLV has underperformed ORCL with an annualized return of 10.57%, while ORCL has yielded a comparatively higher 13.12% annualized return.

SLV

• 1D: 0.39%
• 1M: -14.33%
• 6M: -37.08%
• YTD: -20.86%
• 1Y: 47.30%
• 3Y*: 31.21%
• 5Y*: 16.83%
• 10Y*: 10.57%
• ALL TIME*: 7.03%

ORCL

• 1D: -3.98%
• 1M: -33.91%
• 6M: -36.04%
• YTD: -37.12%
• 1Y: -49.98%
• 3Y*: 2.24%
• 5Y*: 7.68%
• 10Y*: 13.12%
• ALL TIME*: 21.29%

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

SLV vs. ORCL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SLV iShares Silver Trust	-20.86%	144.66%	20.89%	-1.09%	2.37%	-12.45%	47.30%	14.88%	-9.19%	5.82%
ORCL Oracle Corporation	-37.12%	18.13%	59.99%	30.94%	-4.65%	36.89%	24.25%	19.34%	-2.97%	24.94%

Correlation

The correlation between SLV and ORCL is 0.14, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.14
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.13
Correlation (10Y) Calculated over the trailing 10-year period	0.09
Correlation (All Time) Calculated using the full available price history since Apr 28, 2006	0.11

Return for Risk

SLV vs. ORCL — Risk / Return Rank

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

SLV

SLV Risk / Return Rank: 28
SLV Sharpe Ratio Rank: 28
SLV Sortino Ratio Rank: 29
SLV Omega Ratio Rank: 37
SLV Calmar Ratio Rank: 25
SLV Martin Ratio Rank: 22

ORCL

ORCL Risk / Return Rank: 12
ORCL Sharpe Ratio Rank: 12
ORCL Sortino Ratio Rank: 10
ORCL Omega Ratio Rank: 13
ORCL Calmar Ratio Rank: 13
ORCL Martin Ratio Rank: 13

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.

SLV vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Silver Trust (SLV) 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.

	SLV	ORCL	Difference
Sharpe ratio: Return per unit of total volatility	0.78	-0.77	+1.55
Sortino ratio: Return per unit of downside risk	1.23	-1.23	+2.46
Omega ratio: Gain probability vs. loss probability	1.19	0.87	+0.33
Calmar ratio: Return relative to maximum drawdown	0.91	-0.80	+1.71
Martin ratio: Return relative to average drawdown	1.85	-1.28	+3.13

SLV vs. ORCL - Sharpe Ratio Comparison

The current SLV Sharpe Ratio is 0.78, which is higher than the ORCL Sharpe Ratio of -0.77. The chart below compares the historical Sharpe Ratios of SLV 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.

Drawdowns

SLV vs. ORCL - Drawdown Comparison

The maximum SLV drawdown since its inception was -76.28%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SLV and ORCL.

Drawdown Indicators

	SLV	ORCL	Difference
Max Drawdown Largest peak-to-trough decline	-76.28%	-84.19%	+7.91%
Max Drawdown (1Y) Largest decline over 1 year	-52.28%	-62.61%	+10.33%
Max Drawdown (3Y) Largest decline over 3 years	-52.28%	-62.61%	+10.33%
Max Drawdown (5Y) Largest decline over 5 years	-52.28%	-62.61%	+10.33%
Max Drawdown (10Y) Largest decline over 10 years	-52.28%	-62.61%	+10.33%
Current Drawdown Current decline from peak	-51.72%	-62.61%	+10.89%
Average Drawdown Average peak-to-trough decline	-44.67%	-29.16%	-15.51%
Ulcer Index Depth and duration of drawdowns from previous peaks	25.64%	39.16%	-13.52%

Volatility

SLV vs. ORCL - Volatility Comparison

The current volatility for iShares Silver Trust (SLV) is 12.54%, while Oracle Corporation (ORCL) has a volatility of 13.67%. This indicates that SLV 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

	SLV	ORCL	Difference
Volatility (1M) Calculated over the trailing 1-month period	12.54%	13.67%	-1.13%
Volatility (6M) Calculated over the trailing 6-month period	56.50%	42.95%	+13.55%
Volatility (1Y) Calculated over the trailing 1-year period	61.24%	65.37%	-4.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.87%	42.65%	-5.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	32.18%	35.47%	-3.29%

Dividends

SLV vs. ORCL - Dividend Comparison

SLV has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.65%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORCL Oracle Corporation	1.65%	0.97%	0.96%	1.44%	1.57%	1.38%	1.48%	1.72%	1.68%	1.52%	1.56%	1.56%
SLV iShares Silver Trust	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both SLV and ORCL in my portfolio?

SLV and ORCL have a correlation of 0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SLV or ORCL?

ORCL has higher volatility (13.67%) compared to SLV (12.54%). In terms of maximum drawdown, SLV dropped -76.28% vs ORCL's -84.19%.

Which has better risk-adjusted returns?

SLV currently has the higher Sharpe Ratio (0.78 vs -0.77), 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.