TDG vs. ORCL
TDG (TransDigm Group Incorporated) and ORCL (Oracle Corporation) are both stocks. TDG operates in Aerospace & Defense (Industrials), while ORCL operates in Software - Infrastructure (Technology). Over the past 10 years, TDG returned 22.15%/yr vs 20.30%/yr for ORCL. At a 0.38 correlation, their price movements are largely independent.
Performance
TDG vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, TDG achieves a -9.29% return, which is significantly lower than ORCL's 9.34% return. Over the past 10 years, TDG has outperformed ORCL with an annualized return of 22.15%, while ORCL has yielded a comparatively lower 20.30% annualized return.
TDG
- 1D
- -2.62%
- 1M
- -0.72%
- YTD
- -9.29%
- 6M
- -10.46%
- 1Y
- -12.05%
- 3Y*
- 20.83%
- 5Y*
- 16.93%
- 10Y*
- 22.15%
ORCL
- 1D
- -0.87%
- 1M
- 8.10%
- YTD
- 9.34%
- 6M
- -3.36%
- 1Y
- 22.94%
- 3Y*
- 25.94%
- 5Y*
- 21.81%
- 10Y*
- 20.30%
TDG vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | -9.29% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
ORCL Oracle Corporation | 9.34% | 18.13% | 59.99% | 30.94% | -4.65% | 36.89% | 24.25% | 19.34% | -2.97% | 24.94% |
Correlation
The correlation between TDG and ORCL is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 16, 2006 | 0.38 |
Over the past year, the correlation between TDG and ORCL has dropped to 0.09 - well below their long-term average of 0.38, suggesting their price drivers have been diverging.
Fundamentals
TDG:
$70.21B
ORCL:
$617.24B
TDG:
$34.79
ORCL:
$5.56
TDG:
34.67
ORCL:
38.09
TDG:
1.03
ORCL:
8.54
TDG:
7.38
ORCL:
9.64
TDG:
$9.50B
ORCL:
$64.08B
TDG:
$5.61B
ORCL:
$58.10B
TDG:
$4.78B
ORCL:
$17.85B
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Return for Risk
TDG vs. ORCL — Risk / Return Rank
TDG
ORCL
TDG vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransDigm Group Incorporated (TDG) 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.
| TDG | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.79 | ||
| Sortino ratioReturn per unit of downside risk | -1.52 | ||
| Omega ratioGain probability vs. loss probability | 0.94 | 1.13 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.48 | 0.40 | -0.87 |
| Martin ratioReturn relative to average drawdown | -0.83 | 0.66 | -1.48 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TDG | ORCL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.44 | 0.35 | -0.79 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.61 | 0.52 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.66 | 0.58 | +0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.85 | 0.49 | +0.35 |
Drawdowns
TDG vs. ORCL - Drawdown Comparison
The maximum TDG drawdown since its inception was -62.64%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for TDG and ORCL.
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Drawdown Indicators
| TDG | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.64% | -84.19% | +21.55% |
Max Drawdown (1Y)Largest decline over 1 year | -25.30% | -58.25% | +32.95% |
Max Drawdown (3Y)Largest decline over 3 years | -25.30% | -58.25% | +32.95% |
Max Drawdown (5Y)Largest decline over 5 years | -25.30% | -58.25% | +32.95% |
Max Drawdown (10Y)Largest decline over 10 years | -62.64% | -58.25% | -4.39% |
Current DrawdownCurrent decline from peak | -20.46% | -34.98% | +14.52% |
Average DrawdownAverage peak-to-trough decline | -7.95% | -29.10% | +21.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 35.04% | -20.46% |
Volatility
TDG vs. ORCL - Volatility Comparison
The current volatility for TransDigm Group Incorporated (TDG) is 7.72%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that TDG 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
| TDG | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.72% | 21.62% | -13.90% |
Volatility (6M)Calculated over the trailing 6-month period | 21.00% | 42.42% | -21.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.63% | 65.38% | -37.75% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.81% | 41.98% | -14.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.78% | 35.01% | -1.23% |
Dividends
TDG vs. ORCL - Dividend Comparison
TDG's dividend yield for the trailing twelve months is around 7.46%, more than ORCL's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORCL Oracle Corporation | 0.94% | 0.97% | 0.96% | 1.44% | 1.57% | 1.38% | 1.48% | 1.72% | 1.68% | 1.52% | 1.56% | 1.56% |
TDG TransDigm Group Incorporated | 7.46% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
TDG vs. ORCL - Financials Comparison
This section allows you to compare key financial metrics between TransDigm Group Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TDG and ORCL have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (21.62%) compared to TDG (7.72%). In terms of maximum drawdown, TDG dropped -62.64% vs ORCL's -84.19%.
ORCL currently has the higher Sharpe Ratio (0.35 vs -0.44), 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.
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