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1ORA.MI vs. BOUYY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

1ORA.MI vs. BOUYY - Performance Comparison

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

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Different Trading Currencies

1ORA.MI is traded in EUR, while BOUYY is traded in USD. To make them comparable, the BOUYY 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 18.78% return, which is significantly higher than BOUYY's 12.98% return. Over the past 10 years, 1ORA.MI has underperformed BOUYY with an annualized return of 7.45%, while BOUYY has yielded a comparatively higher 9.85% annualized return.


1ORA.MI

1D
2.26%
1M
-2.48%
6M
15.07%
YTD
18.78%
1Y
31.53%
3Y*
23.61%
5Y*
18.86%
10Y*
7.45%
ALL TIME*
7.08%

BOUYY

1D
0.30%
1M
-4.91%
6M
10.23%
YTD
12.98%
1Y
29.00%
3Y*
20.52%
5Y*
14.49%
10Y*
9.85%
ALL TIME*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

1ORA.MI vs. BOUYY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
1ORA.MI
Orange S.A.
18.78%57.60%-0.25%17.61%5.85%4.46%-21.11%-0.67%2.57%3.28%
BOUYY
Bouygues SA ADR
12.98%63.64%-12.08%29.36%-7.86%-4.03%-2.27%7.97%30.23%-3.92%

Correlation

The correlation between 1ORA.MI and BOUYY is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Nov 18, 2015

0.13

The correlation between 1ORA.MI and BOUYY shifts across timeframes, from 0.13 (all time) to 0.29 (3 years), reflecting how their relationship changes across market environments.

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Return for Risk

1ORA.MI vs. BOUYY — 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: 8585
Overall Rank
1ORA.MI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
1ORA.MI Sortino Ratio Rank: 8282
Sortino Ratio Rank
1ORA.MI Omega Ratio Rank: 8989
Omega Ratio Rank
1ORA.MI Calmar Ratio Rank: 8282
Calmar Ratio Rank
1ORA.MI Martin Ratio Rank: 8585
Martin Ratio Rank

BOUYY
BOUYY Risk / Return Rank: 7676
Overall Rank
BOUYY Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
BOUYY Sortino Ratio Rank: 7373
Sortino Ratio Rank
BOUYY Omega Ratio Rank: 7373
Omega Ratio Rank
BOUYY Calmar Ratio Rank: 7777
Calmar Ratio Rank
BOUYY Martin Ratio Rank: 7979
Martin Ratio Rank
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. BOUYY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (1ORA.MI) and Bouygues SA ADR (BOUYY). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


1ORA.MIBOUYYDifference
Sharpe ratioReturn per unit of total volatility

+0.26

Sortino ratioReturn per unit of downside risk

+0.32

Omega ratioGain probability vs. loss probability

1.35

1.24

+0.11

Calmar ratioReturn relative to maximum drawdown

2.24

2.27

-0.02

Martin ratioReturn relative to average drawdown

6.98

6.13

+0.85

1ORA.MI vs. BOUYY - Sharpe Ratio Comparison

The current 1ORA.MI Sharpe Ratio is 1.53, which is comparable to the BOUYY Sharpe Ratio of 1.26. The chart below compares the historical Sharpe Ratios of 1ORA.MI and BOUYY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

1ORA.MI vs. BOUYY - Drawdown Comparison

The maximum 1ORA.MI drawdown since its inception was -54.12%, which is greater than BOUYY's maximum drawdown of -40.64%. Use the drawdown chart below to compare losses from any high point for 1ORA.MI and BOUYY.


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Drawdown Indicators


1ORA.MIBOUYYDifference

Max Drawdown

Largest peak-to-trough decline

-54.12%

-40.64%

-13.48%

Max Drawdown (1Y)

Largest decline over 1 year

-14.05%

-12.84%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-15.77%

-24.58%

+8.81%

Max Drawdown (5Y)

Largest decline over 5 years

-20.27%

-26.10%

+5.83%

Max Drawdown (10Y)

Largest decline over 10 years

-39.96%

-40.64%

+0.68%

Current Drawdown

Current decline from peak

-9.30%

-9.90%

+0.60%

Average Drawdown

Average peak-to-trough decline

-16.74%

-11.02%

-5.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.52%

4.74%

-0.22%

Volatility

1ORA.MI vs. BOUYY - Volatility Comparison

Orange S.A. (1ORA.MI) has a higher volatility of 6.95% compared to Bouygues SA ADR (BOUYY) at 5.42%. This indicates that 1ORA.MI's price experiences larger fluctuations and is considered to be riskier than BOUYY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


1ORA.MIBOUYYDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

5.42%

+1.53%

Volatility (6M)

Calculated over the trailing 6-month period

16.44%

15.69%

+0.75%

Volatility (1Y)

Calculated over the trailing 1-year period

20.66%

23.10%

-2.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.04%

27.98%

-7.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.91%

36.92%

-17.01%

Dividends

1ORA.MI vs. BOUYY - Dividend Comparison

1ORA.MI's dividend yield for the trailing twelve months is around 4.53%, more than BOUYY's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
1ORA.MI
Orange S.A.
4.53%5.25%7.51%6.79%7.50%8.48%6.12%5.32%5.03%4.57%4.16%3.85%
BOUYY
Bouygues SA ADR
4.46%4.28%6.89%5.18%6.60%5.64%4.70%0.00%3.23%8.93%11.43%0.00%

Financials

1ORA.MI vs. BOUYY - Financials Comparison

This section allows you to compare key financial metrics between Orange S.A. and Bouygues SA ADR. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in EUR except per share items

Frequently Asked Questions


1ORA.MI and BOUYY have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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