VNQ vs. ORCL
VNQ (Vanguard Real Estate ETF) is REIT fund tracking the MSCI US Investable Market Real Estate 25/50 Index, while ORCL (Oracle Corporation) is a stock. Over the past 10 years, VNQ returned 4.89%/yr vs 13.12%/yr for ORCL. At a 0.40 correlation, their price movements are largely independent.
Performance
VNQ vs. ORCL - Performance Comparison
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Returns By Period
In the year-to-date period, VNQ achieves a 14.62% return, which is significantly higher than ORCL's -37.12% return. Over the past 10 years, VNQ has underperformed ORCL with an annualized return of 4.89%, while ORCL has yielded a comparatively higher 13.12% annualized return.
VNQ
- 1D
- -0.54%
- 1M
- 5.02%
- 6M
- 9.51%
- YTD
- 14.62%
- 1Y
- 14.89%
- 3Y*
- 9.14%
- 5Y*
- 2.64%
- 10Y*
- 4.89%
- ALL TIME*
- 7.76%
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%
VNQ vs. ORCL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
VNQ Vanguard Real Estate ETF | 14.62% | 3.24% | 4.81% | 11.85% | -26.25% | 40.54% | -4.61% | 28.91% | -6.03% | 4.90% |
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 VNQ and ORCL is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2004 | 0.40 |
The correlation between VNQ and ORCL shifts across timeframes, from -0.12 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
VNQ vs. ORCL — Risk / Return Rank
VNQ
ORCL
VNQ vs. ORCL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Vanguard Real Estate ETF (VNQ) 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.
| VNQ | ORCL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.84 | ||
| Sortino ratioReturn per unit of downside risk | +2.78 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 0.87 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 1.79 | -0.80 | +2.59 |
| Martin ratioReturn relative to average drawdown | 5.63 | -1.28 | +6.91 |
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Drawdowns
VNQ vs. ORCL - Drawdown Comparison
The maximum VNQ drawdown since its inception was -73.07%, smaller than the maximum ORCL drawdown of -84.19%. Use the drawdown chart below to compare losses from any high point for VNQ and ORCL.
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Drawdown Indicators
| VNQ | ORCL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.07% | -84.19% | +11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -8.34% | -62.61% | +54.27% |
Max Drawdown (3Y)Largest decline over 3 years | -17.46% | -62.61% | +45.15% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -62.61% | +28.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.40% | -62.61% | +20.21% |
Current DrawdownCurrent decline from peak | -0.59% | -62.61% | +62.02% |
Average DrawdownAverage peak-to-trough decline | -13.56% | -29.16% | +15.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.65% | 39.16% | -36.51% |
Volatility
VNQ vs. ORCL - Volatility Comparison
The current volatility for Vanguard Real Estate ETF (VNQ) is 4.55%, while Oracle Corporation (ORCL) has a volatility of 13.67%. This indicates that VNQ 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
| VNQ | ORCL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.55% | 13.67% | -9.12% |
Volatility (6M)Calculated over the trailing 6-month period | 10.81% | 42.95% | -32.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.01% | 65.37% | -51.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.87% | 42.65% | -23.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.76% | 35.47% | -14.71% |
Dividends
VNQ vs. ORCL - Dividend Comparison
VNQ's dividend yield for the trailing twelve months is around 3.49%, more than ORCL's 1.65% yield.
| 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% |
VNQ Vanguard Real Estate ETF | 3.49% | 3.92% | 3.85% | 3.95% | 3.91% | 2.56% | 3.93% | 3.39% | 4.74% | 4.23% | 4.82% | 3.92% |
Frequently Asked Questions
VNQ and ORCL have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORCL has higher volatility (13.67%) compared to VNQ (4.55%). In terms of maximum drawdown, VNQ dropped -73.07% vs ORCL's -84.19%.
VNQ currently has the higher Sharpe Ratio (1.07 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.
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