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 | -1.15% | 30.78% |
| 1Y Return | -4.77% | 36.42% |
| 3Y Return (Ann) | 6.80% | 11.51% |
| 5Y Return (Ann) | -1.23% | 15.81% |
| 10Y Return (Ann) | 2.60% | 14.50% |
| Sharpe Ratio | -0.35 | 2.99 |
| Sortino Ratio | -0.36 | 4.04 |
| Omega Ratio | 0.95 | 1.62 |
| Calmar Ratio | -0.06 | 4.35 |
| Martin Ratio | -0.80 | 19.41 |
| Ulcer Index | 6.61% | 1.86% |
| Daily Std Dev | 14.96% | 11.98% |
| Max Drawdown | -96.59% | -33.64% |
| Current Drawdown | -80.24% | -1.65% |
Correlation
The correlation between ORA.PA and VUSA.AS is 0.36, 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 -1.15% return, which is significantly lower than VUSA.AS's 30.78% return. Over the past 10 years, ORA.PA has underperformed VUSA.AS with an annualized return of 2.60%, while VUSA.AS has yielded a comparatively higher 14.50% 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 7.35%, more than VUSA.AS's 0.97% 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% |
VUSA.AS Vanguard S&P 500 UCITS ETF | 0.97% | 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
Orange S.A. (ORA.PA) has a higher volatility of 5.31% compared to Vanguard S&P 500 UCITS ETF (VUSA.AS) at 3.81%. This indicates that ORA.PA's price experiences larger fluctuations and is considered to be riskier than VUSA.AS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.