Oracle Corporation (ORCL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Oracle Corporation (ORCL): 1Y return -42.0%, Sharpe ratio -0.48, volatility 66.2%, max drawdown -64.6%. 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: 9.9%, Sharpe: 3.47, Volatility: 62.7%, Max Drawdown: -8.6%
- YTD
- Return: -26.0%, Sharpe: -0.49, Volatility: 59.2%, Max Drawdown: -53.5%
- 1Y
- Return: -42.0%, Sharpe: -0.48, Volatility: 66.2%, Max Drawdown: -64.6%
- 5Y
- Return: 71.7%, Sharpe: 0.45, Volatility: 42.5%, Max Drawdown: -64.6%
- 10Y
- Return: 303.0%, Sharpe: 0.55, Volatility: 35.3%, Max Drawdown: -64.6%
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.