VGSH vs. ORCL
VGSH (Vanguard Short-Term Treasury ETF) is Government Bonds fund tracking the Bloomberg U.S. Treasury 1-3 Year Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, VGSH returned 1.73%/yr vs 18.60%/yr for ORCL. At a correlation of -0.10, they often move in opposite directions.
Performance
VGSH vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, VGSH achieves a 0.57% return, which is significantly higher than ORCL's -4.95% return. Over the past 10 years, VGSH has underperformed ORCL with an annualized return of 1.73%, while ORCL has yielded a comparatively higher 18.60% annualized return.
VGSH
- 1D
- -0.03%
- 1M
- 0.16%
- YTD
- 0.57%
- 6M
- 0.83%
- 1Y
- 3.36%
- 3Y*
- 4.25%
- 5Y*
- 1.83%
- 10Y*
- 1.73%
ORCL
- 1D
- 0.02%
- 1M
- -5.87%
- YTD
- -4.95%
- 6M
- -2.48%
- 1Y
- -13.59%
- 3Y*
- 17.80%
- 5Y*
- 18.90%
- 10Y*
- 18.60%
VGSH vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VGSH Vanguard Short-Term Treasury ETF | 0.57% | 5.07% | 4.00% | 4.31% | -3.86% | -0.60% | 3.04% | 3.52% | 1.55% | 0.04% |
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 VGSH and ORCL is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 23, 2009 | -0.10 |
The correlation between VGSH and ORCL shifts across timeframes, from -0.10 (all time) to 0.02 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
VGSH vs. ORCL — Risk / Return Rank
VGSH
ORCL
VGSH vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Short-Term Treasury ETF (VGSH) 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.
| VGSH | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.72 | ||
| Sortino ratioReturn per unit of downside risk | +3.98 | ||
| Omega ratioGain probability vs. loss probability | 1.55 | 1.04 | +0.52 |
| Calmar ratioReturn relative to maximum drawdown | 3.76 | -0.12 | +3.88 |
| Martin ratioReturn relative to average drawdown | 14.67 | -0.20 | +14.87 |
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Drawdowns
VGSH vs. ORCL - Drawdown Comparison
The maximum VGSH drawdown since its inception was -5.70%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for VGSH and ORCL.
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Drawdown Indicators
| VGSH | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -5.70% | -84.19% | +78.49% |
Max Drawdown (1Y)Largest decline over 1 year | -0.88% | -58.25% | +57.37% |
Max Drawdown (3Y)Largest decline over 3 years | -0.97% | -58.25% | +57.28% |
Max Drawdown (5Y)Largest decline over 5 years | -5.66% | -58.25% | +52.59% |
Max Drawdown (10Y)Largest decline over 10 years | -5.70% | -58.25% | +52.55% |
Current DrawdownCurrent decline from peak | -0.21% | -43.48% | +43.27% |
Average DrawdownAverage peak-to-trough decline | -0.60% | -29.11% | +28.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 0.23% | 35.41% | -35.18% |
Volatility
VGSH vs. ORCL - Volatility Comparison
The current volatility for Vanguard Short-Term Treasury ETF (VGSH) is 0.37%, while Oracle Corporation (ORCL) has a volatility of 23.44%. This indicates that VGSH 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
| VGSH | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 0.37% | 23.44% | -23.07% |
Volatility (6M)Calculated over the trailing 6-month period | 0.90% | 43.42% | -42.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 1.28% | 65.91% | -64.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 1.97% | 42.16% | -40.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 1.58% | 35.12% | -33.54% |
Dividends
VGSH vs. ORCL - Dividend Comparison
VGSH's dividend yield for the trailing twelve months is around 3.87%, more than ORCL's 1.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VGSH Vanguard Short-Term Treasury ETF | 3.87% | 4.00% | 4.18% | 3.31% | 1.15% | 0.66% | 1.74% | 2.28% | 1.79% | 1.10% | 0.84% | 0.69% |
Frequently Asked Questions
VGSH and ORCL have a correlation of -0.03, 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 VGSH (0.37%). In terms of maximum drawdown, VGSH dropped -5.70% vs ORCL's -84.19%.
VGSH currently has the higher Sharpe Ratio (2.61 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.
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