NOK vs. ORAN
Compare and contrast key facts about Nokia Corporation (NOK) and Orange S.A. (ORAN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOK or ORAN.
Key characteristics
| NOK | ORAN | |
|---|---|---|
| YTD Return | 41.61% | -0.97% |
| 1Y Return | 39.97% | -2.48% |
| 3Y Return (Ann) | -3.80% | 6.16% |
| 5Y Return (Ann) | 7.47% | -1.19% |
| 10Y Return (Ann) | -2.73% | 1.99% |
| Sharpe Ratio | 1.36 | -0.15 |
| Sortino Ratio | 2.02 | -0.09 |
| Omega Ratio | 1.28 | 0.99 |
| Calmar Ratio | 0.49 | -0.03 |
| Martin Ratio | 7.82 | -0.36 |
| Ulcer Index | 5.70% | 6.87% |
| Daily Std Dev | 32.76% | 16.66% |
| Max Drawdown | -95.97% | -96.42% |
| Current Drawdown | -84.57% | -77.30% |
Fundamentals
| NOK | ORAN | |
|---|---|---|
| Market Cap | $25.53B | $30.09B |
| EPS | $0.17 | $0.84 |
| PE Ratio | 27.47 | 13.27 |
| PEG Ratio | 0.52 | 4.08 |
| Total Revenue (TTM) | $19.17B | $52.27B |
| Gross Profit (TTM) | $10.82B | $11.81B |
| EBITDA (TTM) | $2.56B | $23.39B |
Correlation
The correlation between NOK and ORAN is 0.45, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
NOK vs. ORAN - Performance Comparison
In the year-to-date period, NOK achieves a 41.61% return, which is significantly higher than ORAN's -0.97% return. Over the past 10 years, NOK has underperformed ORAN with an annualized return of -2.73%, while ORAN has yielded a comparatively higher 1.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
NOK vs. ORAN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Nokia Corporation (NOK) and Orange S.A. (ORAN). 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.
Dividends
NOK vs. ORAN - Dividend Comparison
NOK's dividend yield for the trailing twelve months is around 3.01%, less than ORAN's 7.16% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOK Nokia Corporation | 3.01% | 5.42% | 1.31% | 0.00% | 0.00% | 3.02% | 4.05% | 4.07% | 6.02% | 2.22% | 6.43% | 0.00% |
ORAN Orange S.A. | 7.16% | 6.57% | 7.50% | 8.86% | 5.99% | 5.36% | 5.01% | 4.27% | 4.41% | 4.04% | 5.58% | 5.48% |
Drawdowns
NOK vs. ORAN - Drawdown Comparison
The maximum NOK drawdown since its inception was -95.97%, roughly equal to the maximum ORAN drawdown of -96.42%. Use the drawdown chart below to compare losses from any high point for NOK and ORAN. For additional features, visit the drawdowns tool.
Volatility
NOK vs. ORAN - Volatility Comparison
Nokia Corporation (NOK) has a higher volatility of 11.66% compared to Orange S.A. (ORAN) at 4.65%. This indicates that NOK's price experiences larger fluctuations and is considered to be riskier than ORAN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
NOK vs. ORAN - Financials Comparison
This section allows you to compare key financial metrics between Nokia Corporation and Orange S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities