PortfoliosLab logoPortfoliosLab logo
SSUMY vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

SSUMY vs. ORCL - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, SSUMY achieves a 14.53% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, SSUMY has underperformed ORCL with an annualized return of 16.17%, while ORCL has yielded a comparatively higher 18.60% annualized return.


SSUMY

1D
0.03%
1M
-18.73%
YTD
14.53%
6M
15.03%
1Y
56.14%
3Y*
24.25%
5Y*
24.16%
10Y*
16.17%

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)

SSUMY vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SSUMY
Sumitomo Corp ADR
14.53%62.35%1.75%30.25%13.31%10.42%-9.80%4.75%-17.14%47.06%
ORCL
Oracle Corporation
-4.95%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

Correlation

The correlation between SSUMY and ORCL is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

Correlation (3Y)
Calculated over the trailing 3-year period

0.19

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Jul 13, 2007

0.28

The correlation between SSUMY and ORCL shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

SSUMY:

$47.41B

ORCL:

$536.74B

EPS

SSUMY:

¥505.22

ORCL:

$5.86

PE Ratio

SSUMY:

12.55

ORCL:

31.41

PEG Ratio

SSUMY:

0.95

ORCL:

1.29

PS Ratio

SSUMY:

1.03

ORCL:

7.97

PB Ratio

SSUMY:

1.63

ORCL:

12.47

Total Revenue (TTM)

SSUMY:

¥7.44T

ORCL:

$67.36B

Gross Profit (TTM)

SSUMY:

¥1.53T

ORCL:

$79.58B

EBITDA (TTM)

SSUMY:

¥697.96B

ORCL:

$6.20B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

SSUMY vs. ORCL — Risk / Return Rank

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

SSUMY
SSUMY Risk / Return Rank: 8484
Overall Rank
SSUMY Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
SSUMY Sortino Ratio Rank: 8787
Sortino Ratio Rank
SSUMY Omega Ratio Rank: 8383
Omega Ratio Rank
SSUMY Calmar Ratio Rank: 8282
Calmar Ratio Rank
SSUMY Martin Ratio Rank: 8383
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.

SSUMY vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sumitomo Corp ADR (SSUMY) 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.


SSUMYORCLDifference
Sharpe ratioReturn per unit of total volatility

+1.84

Sortino ratioReturn per unit of downside risk

+2.41

Omega ratioGain probability vs. loss probability

1.32

1.04

+0.28

Calmar ratioReturn relative to maximum drawdown

2.68

-0.12

+2.80

Martin ratioReturn relative to average drawdown

7.46

-0.20

+7.66

SSUMY vs. ORCL - Sharpe Ratio Comparison

The current SSUMY Sharpe Ratio is 1.73, which is higher than the ORCL Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of SSUMY 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.


Loading charts...

Drawdowns

SSUMY vs. ORCL - Drawdown Comparison

The maximum SSUMY drawdown since its inception was -68.39%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for SSUMY and ORCL.


Loading charts...

Drawdown Indicators


SSUMYORCLDifference

Max Drawdown

Largest peak-to-trough decline

-68.39%

-84.19%

+15.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.05%

-58.25%

+37.20%

Max Drawdown (3Y)

Largest decline over 3 years

-28.69%

-58.25%

+29.56%

Max Drawdown (5Y)

Largest decline over 5 years

-32.33%

-58.25%

+25.92%

Max Drawdown (10Y)

Largest decline over 10 years

-43.45%

-58.25%

+14.80%

Current Drawdown

Current decline from peak

-18.73%

-43.48%

+24.75%

Average Drawdown

Average peak-to-trough decline

-22.16%

-29.11%

+6.95%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.55%

35.41%

-27.86%

Volatility

SSUMY vs. ORCL - Volatility Comparison

The current volatility for Sumitomo Corp ADR (SSUMY) is 7.62%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that SSUMY 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.


Loading charts...

Volatility by Period


SSUMYORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.62%

23.44%

-15.82%

Volatility (6M)

Calculated over the trailing 6-month period

28.13%

43.42%

-15.29%

Volatility (1Y)

Calculated over the trailing 1-year period

32.62%

65.91%

-33.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.12%

42.16%

-15.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.21%

35.12%

-9.91%

Dividends

SSUMY vs. ORCL - Dividend Comparison

SSUMY has not paid dividends to shareholders, while ORCL's dividend yield for the trailing twelve months is around 1.09%.


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%
SSUMY
Sumitomo Corp ADR
0.00%1.27%2.00%0.00%0.00%0.00%0.00%0.00%0.00%1.31%3.94%3.97%

Financials

SSUMY vs. ORCL - Financials Comparison

This section allows you to compare key financial metrics between Sumitomo Corp ADR 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


0.00500.00B1.00T1.50T2.00T20222023202420252026
1.99T
19.18B
(SSUMY) Total Revenue
(ORCL) Total Revenue
Please note, different currencies. SSUMY values in JPY, ORCL values in USD

Frequently Asked Questions


SSUMY and ORCL have a correlation of 0.11, 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 SSUMY (7.62%). In terms of maximum drawdown, SSUMY dropped -68.39% vs ORCL's -84.19%.

SSUMY currently has the higher Sharpe Ratio (1.73 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

Find the right allocation for SSUMY and ORCL

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer