ORA.PA vs. GLE.PA
Compare and contrast key facts about Orange S.A. (ORA.PA) and Société Générale Société anonyme (GLE.PA).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORA.PA or GLE.PA.
Key characteristics
| ORA.PA | GLE.PA | |
|---|---|---|
| YTD Return | -1.15% | 12.39% |
| 1Y Return | -4.77% | 21.19% |
| 3Y Return (Ann) | 6.80% | 1.46% |
| 5Y Return (Ann) | -1.23% | 2.18% |
| 10Y Return (Ann) | 2.60% | 1.28% |
| Sharpe Ratio | -0.35 | 0.70 |
| Sortino Ratio | -0.36 | 1.09 |
| Omega Ratio | 0.95 | 1.16 |
| Calmar Ratio | -0.06 | 0.27 |
| Martin Ratio | -0.80 | 1.58 |
| Ulcer Index | 6.61% | 12.27% |
| Daily Std Dev | 14.96% | 27.47% |
| Max Drawdown | -96.59% | -87.83% |
| Current Drawdown | -80.24% | -64.55% |
Fundamentals
| ORA.PA | GLE.PA | |
|---|---|---|
| Market Cap | €26.49B | €21.06B |
| EPS | €0.77 | €2.89 |
| PE Ratio | 12.94 | 9.15 |
| PEG Ratio | 3.56 | 0.33 |
| Total Revenue (TTM) | €52.27B | €80.80B |
| Gross Profit (TTM) | €22.81B | €45.27B |
| EBITDA (TTM) | €23.17B | €1.63B |
Correlation
The correlation between ORA.PA and GLE.PA is 0.46, 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
ORA.PA vs. GLE.PA - Performance Comparison
In the year-to-date period, ORA.PA achieves a -1.15% return, which is significantly lower than GLE.PA's 12.39% return. Over the past 10 years, ORA.PA has outperformed GLE.PA with an annualized return of 2.60%, while GLE.PA has yielded a comparatively lower 1.28% 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. GLE.PA - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORA.PA) and Société Générale Société anonyme (GLE.PA). 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
ORA.PA vs. GLE.PA - Dividend Comparison
ORA.PA's dividend yield for the trailing twelve months is around 7.35%, more than GLE.PA's 3.45% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORA.PA Orange S.A. | 7.35% | 6.79% | 7.54% | 8.50% | 6.16% | 5.34% | 4.95% | 4.49% | 4.16% | 3.87% | 4.95% | 5.56% |
GLE.PA Société Générale Société anonyme | 3.45% | 7.08% | 7.03% | 1.82% | 0.00% | 7.09% | 7.91% | 5.11% | 4.28% | 2.82% | 2.86% | 1.07% |
Drawdowns
ORA.PA vs. GLE.PA - Drawdown Comparison
The maximum ORA.PA drawdown since its inception was -96.59%, which is greater than GLE.PA's maximum drawdown of -87.83%. Use the drawdown chart below to compare losses from any high point for ORA.PA and GLE.PA. For additional features, visit the drawdowns tool.
Volatility
ORA.PA vs. GLE.PA - Volatility Comparison
The current volatility for Orange S.A. (ORA.PA) is 5.31%, while Société Générale Société anonyme (GLE.PA) has a volatility of 12.57%. This indicates that ORA.PA experiences smaller price fluctuations and is considered to be less risky than GLE.PA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ORA.PA vs. GLE.PA - Financials Comparison
This section allows you to compare key financial metrics between Orange S.A. and Société Générale Société anonyme. 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