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 | -1.15% | 23.08% |
| 1Y Return | -4.77% | 30.22% |
| 3Y Return (Ann) | 6.80% | 7.71% |
| 5Y Return (Ann) | -1.23% | 13.50% |
| 10Y Return (Ann) | 2.60% | 11.11% |
| Sharpe Ratio | -0.35 | 2.48 |
| Sortino Ratio | -0.36 | 3.33 |
| Omega Ratio | 0.95 | 1.46 |
| Calmar Ratio | -0.06 | 3.58 |
| Martin Ratio | -0.80 | 15.96 |
| Ulcer Index | 6.61% | 1.90% |
| Daily Std Dev | 14.96% | 12.24% |
| Max Drawdown | -96.59% | -56.78% |
| Current Drawdown | -80.24% | -2.18% |
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 -1.15% return, which is significantly lower than ^GSPC's 23.08% return. Over the past 10 years, ORA.PA has underperformed ^GSPC with an annualized return of 2.60%, while ^GSPC has yielded a comparatively higher 11.11% 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) has a higher volatility of 5.31% compared to S&P 500 (^GSPC) at 4.06%. This indicates that ORA.PA's price experiences larger fluctuations and is considered to be riskier than ^GSPC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.