Oracle Corporation

10-Year Study

ORCL.US · Technology · US · Common Stock

Executive Summary: Oracle Corporation has compounded at 17.9% annually over the last 10 years, with a maximum drawdown of 48.1% and an annualized volatility of 45.9%.

1Y CAGR
+9.2%
3Y CAGR
+20.9%
5Y CAGR
+19.6%
10Y CAGR
+17.9%

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 →
0.59
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 →
31.0%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2024 · +60.0%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2026 · -8.3%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-15.3-11.71.221.2————————-8.3%
20252.3-2.4-15.81.017.632.116.3-10.924.4-6.5-23.1-3.518.1%
20246.4-0.012.5-9.13.020.5-1.01.320.6-1.310.1-9.860.0%
20238.6-1.26.32.411.812.4-1.22.7-12.0-2.012.4-9.331.0%
2022-6.6-6.48.9-10.9-2.0-2.911.9-4.7-17.628.56.4-1.6-4.7%
2021-6.26.88.88.53.9-1.112.42.3-2.210.5-5.4-3.936.9%
2020-0.6-5.7-2.310.11.52.80.73.24.3-5.62.912.124.2%
201911.73.83.03.5-8.512.6-0.8-7.55.7-0.53.0-5.619.4%
20189.5-1.8-9.70.22.3-5.78.61.96.1-4.9-0.2-7.4-3.0%
20174.76.24.71.21.010.5-0.00.8-3.95.7-3.6-3.624.9%
2016———-2.20.91.80.60.4-4.7-1.84.6-4.3-4.9%

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 45.9%. The dominant macroeconomic risk driver is VTI.US, accounting for 92.3% of variance. Idiosyncratic stock-specific factors contribute 22.3%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019779.667129538917
2016-05-019863.097722838911
2016-06-0110042.198046849486
2016-07-0110106.205043887672
2016-08-0110150.532871029023
2016-09-019672.808953028405
2016-10-019497.684218895978
2016-11-019935.254679127302
2016-12-019505.095854311669
2017-01-019954.309113471856
2017-02-0110569.787220750308
2017-03-0111071.080707314233
2017-04-0111206.023586606805
2017-05-0111313.194130893458
2017-06-0112497.096399535423
2017-07-0112491.700956129365
2017-08-0112591.772232776466
2017-09-0112096.413733959205
2017-10-0112784.588341866654
2017-11-0112322.426018531929
2017-12-0111875.342539663607
2018-01-0113008.357257865277
2018-02-0112776.353191404774
2018-03-0111535.798766999194
2018-04-0111563.315528370094
2018-05-0111829.140505865415
2018-06-0111155.675580507113
2018-07-0112119.557346464138
2018-08-0112348.324146881007
2018-09-0113105.816004021024
2018-10-0112464.411371322934
2018-11-0112443.993877591585
2018-12-0111522.679320401308
2019-01-0112869.89314182349
2019-02-0113356.732519473291
2019-03-0113761.561157351007
2019-04-0114242.611054509242
2019-05-0113025.051339976228
2019-06-0114664.76594556244
2019-07-0114550.958411045356
2019-08-0113455.120545204009
2019-09-0114222.72777546811
2019-10-0114145.97431029894
2019-11-0114574.32654482227
2019-12-0113753.967691596255
2020-01-0113674.580930231237
2020-02-0112895.052946338055
2020-03-0112600.43333929672
2020-04-0113875.774175136094
2020-05-0114085.316158785059
2020-06-0114478.274821169447
2020-07-0114586.808424842895
2020-08-0115052.435190785718
2020-09-0115704.829489789834
2020-10-0114820.203947760749
2020-11-0115245.450079369813
2020-12-0117086.432163657995
2021-01-0116022.308738630523
2021-02-0117104.0951415452
2021-03-0118604.7667322639
2021-04-0120181.7980457136
2021-05-0120967.34620856512
2021-06-0120727.674933053906
2021-07-0123289.715432955934
2021-08-0123821.592564511044
2021-09-0123287.046108323466
2021-10-0125730.869603491705
2021-11-0124336.261071307887
2021-12-0123389.502738897456
2022-01-0121847.768984151593
2022-02-0120450.661509758655
2022-03-0122270.430982339865
2022-04-0119836.12050580862
2022-05-0119436.176164066914
2022-06-0118882.14931747641
2022-07-0121130.118217004732
2022-08-0120128.439950134743
2022-09-0116577.812232890054
2022-10-0121300.24506671892
2022-11-0122653.507464169994
2022-12-0122301.55417167165
2023-01-0124225.5124961309
2023-02-0123935.209243814406
2023-03-0125446.898897909694
2023-04-0126050.989779894306
2023-05-0129136.842643312913
2023-06-0132753.521946675985
2023-07-0132355.11104674442
2023-08-0133227.241877727894
2023-09-0129233.59146270471
2023-10-0128642.50643903575
2023-11-0132190.947581847457
2023-12-0129204.82523022925
2024-01-0131061.539291606678
2024-02-0131055.973465777268
2024-03-0134929.64625769206
2024-04-0131733.697951719296
2024-05-0132693.37695123371
2024-06-0139391.621160361094
2024-07-0139013.25859224363
2024-08-0139528.01229025213
2024-09-0147671.9797585681
2024-10-0147061.357550355104
2024-11-0151828.0614171842
2024-12-0146724.909058381534
2025-01-0147807.61394291283
2025-02-0146683.12703970833
2025-03-0139303.671446437176
2025-04-0139701.601343254646
2025-05-0146701.291181520464
2025-06-0161682.50078585565
2025-07-0171748.7457992857
2025-08-0163934.05275647702
2025-09-0179515.37666151703
2025-10-0174376.93506346479
2025-11-0157196.690043556664
2025-12-0155202.807170502136
2026-01-0146735.89924465345
2026-02-0141289.340591624576
2026-03-0141774.93049816981
2026-04-0150643.33563349605
Annual Return Matrix
YearAnnual Return
20170.24936588980075958
2018-0.029697098680261824
20190.19364318915344403
20200.24229113713113448
20210.3688933134118999
2022-0.0465143949134289
20230.3095421514311507
20240.5999037381678165
20250.18144279535199703
2026-0.08259492172061966
Total Factor Risk
0.45856838685329804
VTI.US Exposure
0.9225660113442792
VEA.US Exposure
-0.031962245193674
VWO.US Exposure
-0.006457084906506382
QQQ.US Exposure
-0.13346368514795565
VTV.US Exposure
-0.016881767652068967
IJR.US Exposure
-0.07795358117692543
QUAL.US Exposure
-0.029235767600654734
SHV.US Exposure
0.008444709656352453
TLT.US Exposure
-0.01519873000534026
LQD.US Exposure
0.09242012143128524
HYG.US Exposure
-0.010440773666679717
GLD.US Exposure
0.00007507300910228458
USO.US Exposure
0.002628405829499432
VNQ.US Exposure
0.013446296652916044
BTC-USD.CC Exposure
0.013304367641004074
CPER.US Exposure
-0.0004452234032991678
VIX.INDX Exposure
0.03138989515957599
UUP.US Exposure
-0.00002330235839797471
TIP.US Exposure
0.015158247418557248
Idiosyncratic Exposure
0.2226290329689305
Value Score
39.6
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
16.4
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
45.9%

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 →26.1x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.37%
Market Cap$418.6B
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
$2,005
Avg Yield on Cost
3.34%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2020$272.612.73%Solid
2021$340.763.41%Solid
2022$363.483.63%Solid
2023$431.644.32%Solid
2024$454.354.54%Solid
2026$141.991.42%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 →
+18.1%
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 →
-17.0%
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 →
45.4% 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 (ORCL.US) has an annualized volatility of 45.9% 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 ORCL.US?

Over the past 10 years, ORCL.US has generated a Compound Annual Growth Rate (CAGR) of 17.9%. It has had a positive return in 70% 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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