ORA.PA vs. SXR8.DE
ORA.PA (Orange S.A.) is a stock, while SXR8.DE (iShares Core S&P 500 UCITS ETF USD (Acc)) is S&P 500 fund tracking the S&P 500 Index. Over the past 10 years, ORA.PA returned 7.33%/yr vs 14.95%/yr for SXR8.DE. At a 0.26 correlation, their price movements are largely independent.
Performance
ORA.PA vs. SXR8.DE - Performance Comparison
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Returns By Period
In the year-to-date period, ORA.PA achieves a 23.20% return, which is significantly higher than SXR8.DE's 11.37% return. Over the past 10 years, ORA.PA has underperformed SXR8.DE with an annualized return of 7.33%, while SXR8.DE has yielded a comparatively higher 14.95% annualized return.
ORA.PA
- 1D
- -1.19%
- 1M
- -3.45%
- YTD
- 23.20%
- 6M
- 27.33%
- 1Y
- 39.75%
- 3Y*
- 23.56%
- 5Y*
- 18.48%
- 10Y*
- 7.33%
SXR8.DE
- 1D
- -0.15%
- 1M
- 4.36%
- YTD
- 11.37%
- 6M
- 10.83%
- 1Y
- 25.54%
- 3Y*
- 18.87%
- 5Y*
- 14.77%
- 10Y*
- 14.95%
ORA.PA vs. SXR8.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORA.PA Orange S.A. | 23.20% | 56.00% | 0.18% | 18.32% | 5.43% | 4.98% | -21.46% | -2.67% | 2.52% | 4.78% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 11.37% | 4.73% | 32.32% | 22.47% | -14.31% | 40.74% | 6.80% | 34.49% | -1.05% | 6.67% |
Correlation
The correlation between ORA.PA and SXR8.DE is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.14 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | -0.07 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since May 28, 2010 | 0.26 |
The correlation between ORA.PA and SXR8.DE shifts across timeframes, from -0.15 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORA.PA vs. SXR8.DE — Risk / Return Rank
ORA.PA
SXR8.DE
ORA.PA vs. SXR8.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORA.PA) and iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE). 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.
| ORA.PA | SXR8.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.16 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.41 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 4.44 | 3.58 | +0.86 |
| Martin ratioReturn relative to average drawdown | 12.07 | 12.71 | -0.64 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ORA.PA | SXR8.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.91 | 2.21 | -0.29 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.12 | 0.96 | +0.16 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.92 | -0.53 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.79 | -0.69 |
Drawdowns
ORA.PA vs. SXR8.DE - Drawdown Comparison
The maximum ORA.PA drawdown since its inception was -96.59%, which is greater than SXR8.DE's maximum drawdown of -33.78%. Use the drawdown chart below to compare losses from any high point for ORA.PA and SXR8.DE.
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Drawdown Indicators
| ORA.PA | SXR8.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.59% | -33.78% | -62.81% |
Max Drawdown (1Y)Largest decline over 1 year | -8.97% | -7.13% | -1.84% |
Max Drawdown (3Y)Largest decline over 3 years | -14.46% | -23.32% | +8.86% |
Max Drawdown (5Y)Largest decline over 5 years | -20.03% | -23.32% | +3.29% |
Max Drawdown (10Y)Largest decline over 10 years | -39.88% | -33.78% | -6.10% |
Current DrawdownCurrent decline from peak | -61.51% | -0.45% | -61.06% |
Average DrawdownAverage peak-to-trough decline | -76.30% | -5.17% | -71.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.32% | 2.01% | +1.31% |
Volatility
ORA.PA vs. SXR8.DE - Volatility Comparison
Orange S.A. (ORA.PA) has a higher volatility of 5.56% compared to iShares Core S&P 500 UCITS ETF USD (Acc) (SXR8.DE) at 2.65%. This indicates that ORA.PA's price experiences larger fluctuations and is considered to be riskier than SXR8.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORA.PA | SXR8.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.56% | 2.65% | +2.91% |
Volatility (6M)Calculated over the trailing 6-month period | 17.18% | 7.57% | +9.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.81% | 11.56% | +9.25% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.20% | 15.16% | +1.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.46% | 16.09% | +2.37% |
Dividends
ORA.PA vs. SXR8.DE - Dividend Comparison
ORA.PA's dividend yield for the trailing twelve months is around 1.71%, while SXR8.DE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORA.PA Orange S.A. | 1.71% | 5.28% | 7.48% | 6.79% | 7.54% | 8.50% | 6.16% | 5.34% | 4.95% | 4.49% | 4.16% | 3.87% |
SXR8.DE iShares Core S&P 500 UCITS ETF USD (Acc) | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORA.PA and SXR8.DE have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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