Oracle Corporation (ORCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Oracle Corporation (ORCL): 1Y return 40.0%, Sharpe ratio 0.81, volatility 62.4%, max drawdown -58.2%. A Stock in the Equity asset class. Compare ORCL with other assets and invest through your own broker with pfolio.
Oracle Corporation (ORCL) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
ORCL Performance
- MTD
- Return: 39.9%, Sharpe: 7.31, Volatility: 57.6%, Max Drawdown: -7.4%
- YTD
- Return: 16.5%, Sharpe: 0.92, Volatility: 56.2%, Max Drawdown: -33.3%
- 1Y
- Return: 40.0%, Sharpe: 0.81, Volatility: 62.4%, Max Drawdown: -58.2%
- 5Y
- Return: 206.8%, Sharpe: 0.73, Volatility: 40.6%, Max Drawdown: -58.2%
- 10Y
- Return: 554.3%, Sharpe: 0.70, Volatility: 34.0%, Max Drawdown: -58.2%
Frequently Asked Questions
- What is Oracle Corporation (ORCL)?
- Oracle Corporation (ORCL) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does ORCL compare to other assets?
- You can compare ORCL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in ORCL through pfolio?
- pfolio helps you build diversified portfolios that may include ORCL. You invest through your own broker — pfolio provides the analytics.