1ORA.MI vs. BNDSY

Last updated Jun 4, 2026

1ORA.MI (Orange S.A.) and BNDSY (Banco de Sabadell SA ADR) are both stocks. 1ORA.MI operates in Telecom Services (Communication Services), while BNDSY operates in Banks - Diversified (Financial Services). Over the past year, 1ORA.MI returned 49.83% vs 24.09% for BNDSY. At a correlation of -0.04, they often move in opposite directions.

Performance

1ORA.MI vs. BNDSY - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Orange S.A. (1ORA.MI) and Banco de Sabadell SA ADR (BNDSY). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

1ORA.MI is traded in EUR, while BNDSY is traded in USD. To make them comparable, the BNDSY values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, 1ORA.MI achieves a 26.51% return, which is significantly higher than BNDSY's -3.82% return.

1ORA.MI

• 1D: 0.00%
• 1M: 2.67%
• YTD: 26.51%
• 6M: 28.82%
• 1Y: 49.83%
• 3Y*: —
• 5Y*: —
• 10Y*: —

BNDSY

• 1D: -4.27%
• 1M: -2.67%
• YTD: -3.82%
• 6M: 9.53%
• 1Y: 24.09%
• 3Y*: 62.20%
• 5Y*: 45.42%
• 10Y*: 12.57%

*Multi-year figures are annualized to reflect compound growth (CAGR)

1ORA.MI vs. BNDSY - Yearly Performance Comparison

	2026 (YTD)	2025	2024
1ORA.MI Orange S.A.	26.51%	57.60%	-0.83%
BNDSY Banco de Sabadell SA ADR	-3.82%	95.70%	2.32%

Correlation

The correlation between 1ORA.MI and BNDSY is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (All Time) Calculated using the full available price history since Oct 31, 2024	-0.04

Return for Risk

1ORA.MI vs. BNDSY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

1ORA.MI

1ORA.MI Risk / Return Rank: 94
1ORA.MI Sharpe Ratio Rank: 94
1ORA.MI Sortino Ratio Rank: 93
1ORA.MI Omega Ratio Rank: 93
1ORA.MI Calmar Ratio Rank: 95
1ORA.MI Martin Ratio Rank: 96

BNDSY

BNDSY Risk / Return Rank: 63
BNDSY Sharpe Ratio Rank: 61
BNDSY Sortino Ratio Rank: 57
BNDSY Omega Ratio Rank: 60
BNDSY Calmar Ratio Rank: 67
BNDSY Martin Ratio Rank: 71

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

1ORA.MI vs. BNDSY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (1ORA.MI) and Banco de Sabadell SA ADR (BNDSY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	1ORA.MI	BNDSY	Difference
Sharpe ratio Return per unit of total volatility	2.84	0.54	+2.30
Sortino ratio Return per unit of downside risk	3.77	1.03	+2.74
Omega ratio Gain probability vs. loss probability	1.50	1.14	+0.36
Calmar ratio Return relative to maximum drawdown	7.26	1.28	+5.99
Martin ratio Return relative to average drawdown	21.28	3.60	+17.68
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

1ORA.MI vs. BNDSY - Sharpe Ratio Comparison

The current 1ORA.MI Sharpe Ratio is 2.84, which is higher than the BNDSY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of 1ORA.MI and BNDSY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	1ORA.MI	BNDSY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.84	0.54	+2.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.83	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.22	—
Sharpe Ratio (All Time) Calculated using the full available price history	2.79	0.09	+2.70

Drawdowns

1ORA.MI vs. BNDSY - Drawdown Comparison

The maximum 1ORA.MI drawdown since its inception was -11.13%, smaller than the maximum BNDSY drawdown of -91.33%. Use the drawdown chart below to compare losses from any high point for 1ORA.MI and BNDSY.

Drawdown Indicators

	1ORA.MI	BNDSY	Difference
Max Drawdown Largest peak-to-trough decline	-11.13%	-91.33%	+80.20%
Max Drawdown (1Y) Largest decline over 1 year	-9.20%	-18.95%	+9.75%
Max Drawdown (3Y) Largest decline over 3 years	—	-25.96%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-33.74%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-85.54%	—
Current Drawdown Current decline from peak	-3.40%	-14.36%	+10.96%
Average Drawdown Average peak-to-trough decline	-1.97%	-44.78%	+42.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.92%	6.71%	-3.79%

Volatility

1ORA.MI vs. BNDSY - Volatility Comparison

The current volatility for Orange S.A. (1ORA.MI) is 5.56%, while Banco de Sabadell SA ADR (BNDSY) has a volatility of 17.22%. This indicates that 1ORA.MI experiences smaller price fluctuations and is considered to be less risky than BNDSY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	1ORA.MI	BNDSY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.56%	17.22%	-11.66%
Volatility (6M) Calculated over the trailing 6-month period	17.13%	37.42%	-20.29%
Volatility (1Y) Calculated over the trailing 1-year period	23.88%	44.87%	-20.99%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	26.04%	55.13%	-29.09%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.04%	56.95%	-30.91%

Dividends

1ORA.MI vs. BNDSY - Dividend Comparison

1ORA.MI's dividend yield for the trailing twelve months is around 1.66%, less than BNDSY's 23.41% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
1ORA.MI Orange S.A.	1.66%	5.25%	3.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
BNDSY Banco de Sabadell SA ADR	23.41%	7.49%	6.27%	4.98%	5.77%	0.00%	3.79%	3.65%	4.86%	3.15%	3.25%	13.20%

Financials

Frequently Asked Questions

Can I hold both 1ORA.MI and BNDSY in my portfolio?

1ORA.MI and BNDSY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.