BNDSY vs. 1ORA.MI

Last updated Jun 4, 2026

BNDSY (Banco de Sabadell SA ADR) and 1ORA.MI (Orange S.A.) are both stocks. BNDSY operates in Banks - Diversified (Financial Services), while 1ORA.MI operates in Telecom Services (Communication Services). Over the past year, BNDSY returned 26.61% vs 52.40% for 1ORA.MI. At a 0.00 correlation, their price movements are largely independent.

Performance

BNDSY vs. 1ORA.MI - Performance Comparison

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

Different Trading Currencies

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

Returns By Period

In the year-to-date period, BNDSY achieves a -4.96% return, which is significantly lower than 1ORA.MI's 25.30% return.

BNDSY

• 1D: -4.48%
• 1M: -3.36%
• YTD: -4.96%
• 6M: 8.93%
• 1Y: 26.61%
• 3Y*: 66.62%
• 5Y*: 44.07%
• 10Y*: 12.81%

1ORA.MI

• 1D: -0.12%
• 1M: 2.18%
• YTD: 25.30%
• 6M: 28.42%
• 1Y: 52.40%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

BNDSY vs. 1ORA.MI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
BNDSY Banco de Sabadell SA ADR	-4.96%	122.06%	-2.41%
1ORA.MI Orange S.A.	25.30%	77.68%	-4.80%

Correlation

The correlation between BNDSY and 1ORA.MI is -0.03, 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	-0.03
Correlation (All Time) Calculated using the full available price history since Oct 31, 2024	0.00

Return for Risk

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

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

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

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

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.

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

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

	BNDSY	1ORA.MI	Difference
Sharpe ratio Return per unit of total volatility	0.60	2.82	-2.22
Sortino ratio Return per unit of downside risk	1.10	3.72	-2.62
Omega ratio Gain probability vs. loss probability	1.17	1.49	-0.32
Calmar ratio Return relative to maximum drawdown	1.36	7.45	-6.09
Martin ratio Return relative to average drawdown	3.87	19.10	-15.23
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BNDSY vs. 1ORA.MI - Sharpe Ratio Comparison

The current BNDSY Sharpe Ratio is 0.60, which is lower than the 1ORA.MI Sharpe Ratio of 2.82. The chart below compares the historical Sharpe Ratios of BNDSY and 1ORA.MI, 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

	BNDSY	1ORA.MI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	2.82	-2.22
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.80	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.23	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.07	2.96	-2.89

Drawdowns

BNDSY vs. 1ORA.MI - Drawdown Comparison

The maximum BNDSY drawdown since its inception was -91.59%, which is greater than 1ORA.MI's maximum drawdown of -10.03%. Use the drawdown chart below to compare losses from any high point for BNDSY and 1ORA.MI.

Drawdown Indicators

	BNDSY	1ORA.MI	Difference
Max Drawdown Largest peak-to-trough decline	-91.59%	-10.03%	-81.56%
Max Drawdown (1Y) Largest decline over 1 year	-19.62%	-9.46%	-10.16%
Max Drawdown (3Y) Largest decline over 3 years	-24.04%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-37.56%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-86.83%	—	—
Current Drawdown Current decline from peak	-14.42%	-3.16%	-11.26%
Average Drawdown Average peak-to-trough decline	-44.80%	-2.64%	-42.16%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.89%	3.45%	+3.44%

Volatility

BNDSY vs. 1ORA.MI - Volatility Comparison

Banco de Sabadell SA ADR (BNDSY) has a higher volatility of 17.39% compared to Orange S.A. (1ORA.MI) at 5.69%. This indicates that BNDSY's price experiences larger fluctuations and is considered to be riskier than 1ORA.MI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BNDSY	1ORA.MI	Difference
Volatility (1M) Calculated over the trailing 1-month period	17.39%	5.69%	+11.70%
Volatility (6M) Calculated over the trailing 6-month period	37.32%	17.71%	+19.61%
Volatility (1Y) Calculated over the trailing 1-year period	44.65%	25.15%	+19.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	55.31%	27.86%	+27.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	56.91%	27.86%	+29.05%

Dividends

BNDSY vs. 1ORA.MI - Dividend Comparison

BNDSY's dividend yield for the trailing twelve months is around 23.41%, more than 1ORA.MI's 1.66% 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 BNDSY and 1ORA.MI in my portfolio?

BNDSY and 1ORA.MI have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.