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ORAN vs. IRDM
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ORAN vs. IRDM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orange S.A. (ORAN) and Iridium Communications Inc. (IRDM). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-7.62%
-4.03%
ORAN
IRDM

Returns By Period

In the year-to-date period, ORAN achieves a -6.15% return, which is significantly higher than IRDM's -29.78% return. Over the past 10 years, ORAN has underperformed IRDM with an annualized return of 0.37%, while IRDM has yielded a comparatively higher 11.71% annualized return.


ORAN

YTD

-6.15%

1M

-4.80%

6M

-6.65%

1Y

-8.43%

5Y (annualized)

-2.71%

10Y (annualized)

0.37%

IRDM

YTD

-29.78%

1M

-1.45%

6M

-1.87%

1Y

-22.31%

5Y (annualized)

3.35%

10Y (annualized)

11.71%

Fundamentals


ORANIRDM
Market Cap$30.09B$3.18B
EPS$0.84$0.93
PE Ratio13.2730.01
PEG Ratio3.601.42
Total Revenue (TTM)$52.27B$812.43M
Gross Profit (TTM)$11.81B$485.94M
EBITDA (TTM)$13.55B$402.90M

Key characteristics


ORANIRDM
Sharpe Ratio-0.50-0.53
Sortino Ratio-0.58-0.55
Omega Ratio0.930.93
Calmar Ratio-0.11-0.33
Martin Ratio-1.11-0.73
Ulcer Index7.60%28.06%
Daily Std Dev16.97%38.89%
Max Drawdown-96.42%-62.89%
Current Drawdown-78.49%-56.68%

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Correlation

-0.50.00.51.00.2

The correlation between ORAN and IRDM is 0.20, 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.

Risk-Adjusted Performance

ORAN vs. IRDM - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORAN) and Iridium Communications Inc. (IRDM). 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.


Sharpe ratio
The chart of Sharpe ratio for ORAN, currently valued at -0.50, compared to the broader market-4.00-2.000.002.004.00-0.50-0.53
The chart of Sortino ratio for ORAN, currently valued at -0.58, compared to the broader market-4.00-2.000.002.004.00-0.58-0.55
The chart of Omega ratio for ORAN, currently valued at 0.93, compared to the broader market0.501.001.502.000.930.93
The chart of Calmar ratio for ORAN, currently valued at -0.42, compared to the broader market0.002.004.006.00-0.42-0.33
The chart of Martin ratio for ORAN, currently valued at -1.11, compared to the broader market0.0010.0020.0030.00-1.11-0.73
ORAN
IRDM

The current ORAN Sharpe Ratio is -0.50, which is comparable to the IRDM Sharpe Ratio of -0.53. The chart below compares the historical Sharpe Ratios of ORAN and IRDM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio-1.50-1.00-0.500.000.501.00JuneJulyAugustSeptemberOctoberNovember
-0.50
-0.53
ORAN
IRDM

Dividends

ORAN vs. IRDM - Dividend Comparison

ORAN's dividend yield for the trailing twelve months is around 7.53%, more than IRDM's 1.90% yield.


TTM20232022202120202019201820172016201520142013
ORAN
Orange S.A.
7.53%6.55%7.45%8.86%5.99%5.36%5.03%4.28%4.41%4.04%5.58%5.48%
IRDM
Iridium Communications Inc.
1.90%1.26%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ORAN vs. IRDM - Drawdown Comparison

The maximum ORAN drawdown since its inception was -96.42%, which is greater than IRDM's maximum drawdown of -62.89%. Use the drawdown chart below to compare losses from any high point for ORAN and IRDM. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-16.64%
-56.68%
ORAN
IRDM

Volatility

ORAN vs. IRDM - Volatility Comparison

The current volatility for Orange S.A. (ORAN) is 5.31%, while Iridium Communications Inc. (IRDM) has a volatility of 10.93%. This indicates that ORAN experiences smaller price fluctuations and is considered to be less risky than IRDM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.31%
10.93%
ORAN
IRDM

Financials

ORAN vs. IRDM - Financials Comparison

This section allows you to compare key financial metrics between Orange S.A. and Iridium Communications Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items