Well the relationship between OpenJDK and Oracle JDK is that OpenJDK is the FOSS base and Oracle JDK is the proprietary structure built on top, kinda like Chromium and Chrome
As for GraalVM, I don't think it's meant to be mixed in with those 2 at all. From their website (https://www.graalvm.org/), it sounds to me as if it's a completely different project that shares none of the goals the other 2 JDKs have:
> GraalVM is a universal virtual machine for running applications written in JavaScript, Python, Ruby, R, JVM-based languages like Java, Scala, Kotlin, Clojure, and LLVM-based languages such as C and C++.
> GraalVM removes the isolation between programming languages and enables interoperability in a shared runtime. It can run either standalone or in the context of OpenJDK, Node.js, Oracle Database, or MySQL.