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ORAN vs. SPY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ORAN and SPY is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

ORAN vs. SPY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orange S.A. (ORAN) and SPDR S&P 500 ETF (SPY). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%800.00%1,000.00%NovemberDecember2025FebruaryMarchApril
29.02%
831.54%
ORAN
SPY

Key characteristics

Returns By Period


ORAN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

SPY

YTD

-5.76%

1M

-3.16%

6M

-4.30%

1Y

10.76%

5Y*

15.96%

10Y*

11.99%

*Annualized

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Risk-Adjusted Performance

ORAN vs. SPY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORAN
The Risk-Adjusted Performance Rank of ORAN is 2525
Overall Rank
The Sharpe Ratio Rank of ORAN is 2222
Sharpe Ratio Rank
The Sortino Ratio Rank of ORAN is 1919
Sortino Ratio Rank
The Omega Ratio Rank of ORAN is 2020
Omega Ratio Rank
The Calmar Ratio Rank of ORAN is 4040
Calmar Ratio Rank
The Martin Ratio Rank of ORAN is 2424
Martin Ratio Rank

SPY
The Risk-Adjusted Performance Rank of SPY is 6161
Overall Rank
The Sharpe Ratio Rank of SPY is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of SPY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of SPY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of SPY is 6464
Calmar Ratio Rank
The Martin Ratio Rank of SPY is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ORAN vs. SPY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORAN) and SPDR S&P 500 ETF (SPY). 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.


The chart of Sharpe ratio for ORAN, currently valued at -0.68, compared to the broader market-2.00-1.000.001.002.003.00
ORAN: -0.68
SPY: 0.51
The chart of Sortino ratio for ORAN, currently valued at -0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
ORAN: -0.83
SPY: 0.86
The chart of Omega ratio for ORAN, currently valued at 0.88, compared to the broader market0.501.001.502.00
ORAN: 0.88
SPY: 1.13
The chart of Calmar ratio for ORAN, currently valued at -0.13, compared to the broader market0.001.002.003.004.005.00
ORAN: -0.13
SPY: 0.55
The chart of Martin ratio for ORAN, currently valued at -0.84, compared to the broader market-5.000.005.0010.0015.0020.00
ORAN: -0.84
SPY: 2.26


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.68
0.51
ORAN
SPY

Dividends

ORAN vs. SPY - Dividend Comparison

ORAN has not paid dividends to shareholders, while SPY's dividend yield for the trailing twelve months is around 1.30%.


TTM20242023202220212020201920182017201620152014
ORAN
Orange S.A.
7.94%7.94%6.55%7.45%8.86%5.99%5.36%5.03%4.28%4.41%4.04%5.58%
SPY
SPDR S&P 500 ETF
1.30%1.21%1.40%1.65%1.20%1.52%1.75%2.04%1.80%2.03%2.06%1.87%

Drawdowns

ORAN vs. SPY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-79.08%
-9.89%
ORAN
SPY

Volatility

ORAN vs. SPY - Volatility Comparison

The current volatility for Orange S.A. (ORAN) is 0.00%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that ORAN experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril0
15.12%
ORAN
SPY