Oracle Corporation

10-Year Study

ORC.XETRA · Technology · DE · Common Stock

Executive Summary: Oracle Corporation has compounded at 17.2% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 45.7%.

1Y CAGR
+5.6%
3Y CAGR
+16.6%
5Y CAGR
+20.1%
10Y CAGR
+17.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
48.1%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.57
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
1.08
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
31.2%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +68.6%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -9.4%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.1-12.60.921.1————————-9.4%
20253.9-5.3-18.5-3.817.330.621.0-15.424.0-5.1-23.1-4.04.9%
20248.3-0.612.8-7.7-0.725.2-2.8-1.618.53.413.4-9.068.6%
20237.02.02.61.715.311.1-3.34.9-9.8-2.89.6-9.828.5%
2022-6.6-6.310.8-4.9-5.9-1.115.1-3.0-14.425.0-0.5-3.1-1.3%
2021-4.99.110.25.03.41.212.52.70.99.7-2.4-4.350.3%
20200.4-6.42.47.1-1.41.1-3.63.35.9-5.10.19.312.5%
201912.04.83.73.4-6.38.23.1-7.06.2-3.04.6-6.623.0%
20184.61.4-11.63.15.8-6.68.92.27.2-2.9-1.2-7.80.8%
20171.08.93.6-1.3-1.09.0-3.1-0.9-3.56.6-5.1-3.310.0%
2016———-2.72.72.8-0.20.8-5.60.98.6-3.72.9%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 45.7%. The dominant macroeconomic risk driver is VTI.US, accounting for 81.6% of variance. Idiosyncratic stock-specific factors contribute 23.0%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019732.27350910071
2016-05-019997.208173953224
2016-06-0110280.241573177931
2016-07-0110264.517495443226
2016-08-0110342.849074525711
2016-09-019759.389520704439
2016-10-019842.887582471183
2016-11-0110690.28701255359
2016-12-0110294.264883320924
2017-01-0110401.028162144125
2017-02-0111322.715837034373
2017-03-0111727.209714271045
2017-04-0111573.81973147126
2017-05-0111463.462377737273
2017-06-0112493.517829178752
2017-07-0112109.593612815444
2017-08-0111995.995173670832
2017-09-0111579.884732883218
2017-10-0112344.235360562727
2017-11-0111714.052832901187
2017-12-0111321.977768079478
2018-01-0111847.065694554976
2018-02-0112018.843221317999
2018-03-0110621.710779657536
2018-04-0110947.231278720508
2018-05-0111582.740738839113
2018-06-0110814.956486021614
2018-07-0111781.57009729674
2018-08-0112038.514363463659
2018-09-0112901.702051189894
2018-10-0112521.275639873695
2018-11-0112376.357405077913
2018-12-0111414.075937668473
2019-01-0112780.081123405129
2019-02-0113388.249942238079
2019-03-0113877.108310014632
2019-04-0114343.246989962261
2019-05-0113432.91915898647
2019-06-0114539.05989269119
2019-07-0114983.313223628475
2019-08-0113941.769568454292
2019-09-0114807.26773290889
2019-10-0114364.16964033579
2019-11-0115031.512335378531
2019-12-0114041.569327137833
2020-01-0114101.288732575153
2020-02-0113192.950478782122
2020-03-0113509.54997047724
2020-04-0114471.70307806844
2020-05-0114266.648268426052
2020-06-0114430.08240700331
2020-07-0113916.00133494211
2020-08-0114378.481760069828
2020-09-0115219.8803686494
2020-10-0114436.821297461041
2020-11-0114453.283444150644
2020-12-0115790.921110055706
2021-01-0115018.676353554283
2021-02-0116384.296459836212
2021-03-0118059.712987446408
2021-04-0118964.232536646727
2021-05-0119604.74802967679
2021-06-0119837.368110286756
2021-07-0122322.125381870457
2021-08-0122931.641978794953
2021-09-0123137.852026801527
2021-10-0125390.245937411753
2021-11-0124790.77349626473
2021-12-0123734.885631401947
2022-01-0122161.00172002156
2022-02-0120771.53877750109
2022-03-0123012.99001360614
2022-04-0121893.05059944035
2022-05-0120596.584345236563
2022-06-0120375.901727723154
2022-07-0123442.8349549457
2022-08-0122744.365003979157
2022-09-0119458.257387107536
2022-10-0124314.205581084898
2022-11-0124190.62716607193
2022-12-0123430.512412394422
2023-01-0125073.32554617103
2023-02-0125581.790876184117
2023-03-0126257.701589094548
2023-04-0126696.146638256356
2023-05-0130789.57333196416
2023-06-0134210.65129771776
2023-07-0133087.31034836855
2023-08-0134723.865941005824
2023-09-0131313.31348034811
2023-10-0130451.441480758862
2023-11-0133365.59443431828
2023-12-0130100.50573768387
2024-01-0132599.73557877442
2024-02-0132411.01455600339
2024-03-0136568.55697892332
2024-04-0133750.930608682254
2024-05-0133511.218648114394
2024-06-0141958.41783688034
2024-07-0140778.0530382769
2024-08-0140113.91933869021
2024-09-0147545.95281493082
2024-10-0149162.933535286116
2024-11-0155748.85117962673
2024-12-0150734.92413934742
2025-01-0152698.733088593945
2025-02-0149897.37632531513
2025-03-0140648.40962185198
2025-04-0139105.10743716787
2025-05-0145876.60128873258
2025-06-0159910.59738659409
2025-07-0172493.0685698149
2025-08-0161298.03866197725
2025-09-0176007.49621338536
2025-10-0172107.41149590533
2025-11-0155439.15102816214
2025-12-0153211.626832336406
2026-01-0145150.56606679845
2026-02-0139451.390136831564
2026-03-0139817.21561882268
2026-04-0148211.947731882006
Annual Return Matrix
YearAnnual Return
20170.09983353803375361
20180.008134459497761037
20190.2301976440158564
20200.12458377992956549
20210.503071636289
2022-0.01282387552796238
20230.28467125293261253
20240.6855173325486887
20250.048816525007242095
2026-0.09395839590110244
Total Factor Risk
0.45651400731848923
VTI.US Exposure
0.8157463052343529
VEA.US Exposure
0.007659069402817359
VWO.US Exposure
-0.0022559626141142905
QQQ.US Exposure
-0.10138032119180028
VTV.US Exposure
-0.0035282617067769534
IJR.US Exposure
-0.057915741309036456
QUAL.US Exposure
-0.03928872672312162
SHV.US Exposure
0.00016229824126389497
TLT.US Exposure
-0.008615960032373653
LQD.US Exposure
0.07296569518896466
HYG.US Exposure
-0.007504059403049174
GLD.US Exposure
-0.003243719650722248
USO.US Exposure
0.006557362108526844
VNQ.US Exposure
0.012708642139201098
BTC-USD.CC Exposure
0.013344913471662093
CPER.US Exposure
0.00004802631388075964
VIX.INDX Exposure
0.02335249346648265
UUP.US Exposure
0.033029436401932545
TIP.US Exposure
0.008084423472223469
Idiosyncratic Exposure
0.23007408718968633
Value Score
39.5
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
19
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.7%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →26.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.58%
Market Cap$363.3B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$272
Avg Yield on Cost
2.72%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$271.692.72%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+15.9%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-18.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
48.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.60
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Oracle Corporation a high-risk investment?

Oracle Corporation (ORC.XETRA) has an annualized volatility of 45.7% and experienced a maximum drawdown of 48.1% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ORC.XETRA?

Over the past 10 years, ORC.XETRA has generated a Compound Annual Growth Rate (CAGR) of 17.2%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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