ORA.PA vs. ^GSPC
Compare and contrast key facts about Orange S.A. (ORA.PA) and S&P 500 (^GSPC).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORA.PA or ^GSPC.
Key characteristics
| ORA.PA | ^GSPC | |
|---|---|---|
| YTD Return | 9.71% | 17.95% |
| 1Y Return | 5.79% | 24.88% |
| 3Y Return (Ann) | 12.08% | 8.21% |
| 5Y Return (Ann) | 1.69% | 13.37% |
| 10Y Return (Ann) | 5.14% | 10.92% |
| Sharpe Ratio | 0.28 | 2.03 |
| Daily Std Dev | 13.88% | 12.77% |
| Max Drawdown | -96.59% | -56.78% |
| Current Drawdown | -78.07% | -0.73% |
Correlation
The correlation between ORA.PA and ^GSPC is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ORA.PA vs. ^GSPC - Performance Comparison
In the year-to-date period, ORA.PA achieves a 9.71% return, which is significantly lower than ^GSPC's 17.95% return. Over the past 10 years, ORA.PA has underperformed ^GSPC with an annualized return of 5.14%, while ^GSPC has yielded a comparatively higher 10.92% 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
ORA.PA vs. ^GSPC - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORA.PA) and S&P 500 (^GSPC). 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.
Drawdowns
ORA.PA vs. ^GSPC - Drawdown Comparison
The maximum ORA.PA drawdown since its inception was -96.59%, which is greater than ^GSPC's maximum drawdown of -56.78%. Use the drawdown chart below to compare losses from any high point for ORA.PA and ^GSPC. For additional features, visit the drawdowns tool.
Volatility
ORA.PA vs. ^GSPC - Volatility Comparison
Orange S.A. (ORA.PA) and S&P 500 (^GSPC) have volatilities of 4.04% and 4.09%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.