ORA.PA vs. VUSA.AS
Compare and contrast key facts about Orange S.A. (ORA.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS).
VUSA.AS is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on May 22, 2012.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORA.PA or VUSA.AS.
Key characteristics
| ORA.PA | VUSA.AS | |
|---|---|---|
| YTD Return | 9.71% | 18.85% |
| 1Y Return | 5.79% | 21.86% |
| 3Y Return (Ann) | 12.08% | 11.58% |
| 5Y Return (Ann) | 1.69% | 14.51% |
| 10Y Return (Ann) | 5.14% | 14.14% |
| Sharpe Ratio | 0.28 | 2.05 |
| Daily Std Dev | 13.88% | 11.71% |
| Max Drawdown | -96.59% | -33.64% |
| Current Drawdown | -78.07% | -2.02% |
Correlation
The correlation between ORA.PA and VUSA.AS is 0.37, 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. VUSA.AS - Performance Comparison
In the year-to-date period, ORA.PA achieves a 9.71% return, which is significantly lower than VUSA.AS's 18.85% return. Over the past 10 years, ORA.PA has underperformed VUSA.AS with an annualized return of 5.14%, while VUSA.AS has yielded a comparatively higher 14.14% 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. VUSA.AS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORA.PA) and Vanguard S&P 500 UCITS ETF (VUSA.AS). 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. VUSA.AS - Dividend Comparison
ORA.PA's dividend yield for the trailing twelve months is around 6.62%, more than VUSA.AS's 1.07% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORA.PA Orange S.A. | 6.62% | 6.79% | 7.54% | 8.50% | 6.16% | 5.34% | 4.95% | 4.49% | 4.16% | 3.87% | 4.95% | 5.56% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 1.07% | 1.26% | 1.45% | 1.02% | 1.43% | 1.46% | 1.74% | 1.64% | 1.66% | 1.76% | 1.45% | 1.19% |
Drawdowns
ORA.PA vs. VUSA.AS - Drawdown Comparison
The maximum ORA.PA drawdown since its inception was -96.59%, which is greater than VUSA.AS's maximum drawdown of -33.64%. Use the drawdown chart below to compare losses from any high point for ORA.PA and VUSA.AS. For additional features, visit the drawdowns tool.
Volatility
ORA.PA vs. VUSA.AS - Volatility Comparison
The current volatility for Orange S.A. (ORA.PA) is 4.04%, while Vanguard S&P 500 UCITS ETF (VUSA.AS) has a volatility of 4.28%. This indicates that ORA.PA experiences smaller price fluctuations and is considered to be less risky than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.