Oracle Corporation (ORCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Oracle Corporation (ORCL): 1Y return 28.1%, Sharpe ratio 0.68, volatility 60.3%, 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: 15.8%, Sharpe: 5.11, Volatility: 70.6%, Max Drawdown: -6.0%
- YTD
- Return: -12.3%, Sharpe: -0.53, Volatility: 55.4%, Max Drawdown: -33.3%
- 1Y
- Return: 28.1%, Sharpe: 0.68, Volatility: 60.3%, Max Drawdown: -58.2%
- 5Y
- Return: 132.1%, Sharpe: 0.60, Volatility: 39.7%, Max Drawdown: -58.2%
- 10Y
- Return: 380.7%, Sharpe: 0.62, Volatility: 33.5%, 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.