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USD=X vs. ORCL
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. ORCL - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

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

USD=X vs. ORCL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORCL
Oracle Corporation
9.34%18.13%59.99%30.94%-4.65%36.89%24.25%19.34%-2.97%24.94%

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Return for Risk

USD=X vs. ORCL — Risk / Return Rank

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

USD=X

ORCL
ORCL Risk / Return Rank: 5454
Overall Rank
ORCL Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
ORCL Sortino Ratio Rank: 5858
Sortino Ratio Rank
ORCL Omega Ratio Rank: 5555
Omega Ratio Rank
ORCL Calmar Ratio Rank: 5252
Calmar Ratio Rank
ORCL Martin Ratio Rank: 5050
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.

USD=X vs. ORCL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

USD=X vs. ORCL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


USD=XORCLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.58

Sharpe Ratio (All Time)

Calculated using the full available price history

0.49

Drawdowns

USD=X vs. ORCL - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for USD=X and ORCL.


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Drawdown Indicators


USD=XORCLDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-84.19%

+84.19%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-58.25%

+58.25%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-58.25%

+58.25%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-58.25%

+58.25%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-58.25%

+58.25%

Current Drawdown

Current decline from peak

0.00%

-34.98%

+34.98%

Average Drawdown

Average peak-to-trough decline

0.00%

-29.10%

+29.10%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

35.04%

-35.04%

Volatility

USD=X vs. ORCL - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while Oracle Corporation (ORCL) has a volatility of 21.62%. This indicates that USD=X 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


USD=XORCLDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

21.62%

-21.62%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

42.42%

-42.42%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

65.38%

-65.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

41.98%

-41.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

35.01%

-35.01%

Frequently Asked Questions


ORCL has higher volatility (21.62%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs ORCL's -84.19%.

Portfolio Optimizer

Find the right allocation for USD=X and ORCL

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