ORAN vs. TEF
Compare and contrast key facts about Orange S.A. (ORAN) and Telefónica, S.A. (TEF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORAN or TEF.
Key characteristics
| ORAN | TEF | |
|---|---|---|
| YTD Return | -2.62% | 15.38% |
| 1Y Return | -9.31% | 7.50% |
| 3Y Return (Ann) | 3.18% | 7.25% |
| 5Y Return (Ann) | -0.97% | -4.28% |
| 10Y Return (Ann) | 2.27% | -5.89% |
| Sharpe Ratio | -0.56 | 0.44 |
| Daily Std Dev | 14.29% | 21.91% |
| Max Drawdown | -96.38% | -78.46% |
| Current Drawdown | -76.25% | -60.84% |
Fundamentals
| ORAN | TEF | |
|---|---|---|
| Market Cap | $30.60B | $24.08B |
| EPS | $0.91 | -$0.21 |
| PE Ratio | 12.65 | 14.09 |
| PEG Ratio | 1.95 | 2.14 |
| Revenue (TTM) | $44.12B | $40.65B |
| Gross Profit (TTM) | $16.76B | $22.35B |
| EBITDA (TTM) | $13.12B | $7.63B |
Correlation
The correlation between ORAN and TEF is 0.65, 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.
Performance
ORAN vs. TEF - Performance Comparison
In the year-to-date period, ORAN achieves a -2.62% return, which is significantly lower than TEF's 15.38% return. Over the past 10 years, ORAN has outperformed TEF with an annualized return of 2.27%, while TEF has yielded a comparatively lower -5.89% 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
ORAN vs. TEF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORAN) and Telefónica, S.A. (TEF). 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
ORAN vs. TEF - Dividend Comparison
ORAN's dividend yield for the trailing twelve months is around 6.84%, less than TEF's 7.30% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORAN Orange S.A. | 6.84% | 6.66% | 7.50% | 8.86% | 5.89% | 5.36% | 5.01% | 4.12% | 4.41% | 4.04% | 5.70% | 5.48% |
TEF Telefónica, S.A. | 7.30% | 8.43% | 8.83% | 9.49% | 11.29% | 6.40% | 5.44% | 4.74% | 8.76% | 8.79% | 6.85% | 2.89% |
Drawdowns
ORAN vs. TEF - Drawdown Comparison
The maximum ORAN drawdown since its inception was -96.38%, which is greater than TEF's maximum drawdown of -78.46%. Use the drawdown chart below to compare losses from any high point for ORAN and TEF. For additional features, visit the drawdowns tool.
Volatility
ORAN vs. TEF - Volatility Comparison
Orange S.A. (ORAN) has a higher volatility of 5.91% compared to Telefónica, S.A. (TEF) at 4.93%. This indicates that ORAN's price experiences larger fluctuations and is considered to be riskier than TEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ORAN vs. TEF - Financials Comparison
This section allows you to compare key financial metrics between Orange S.A. and Telefónica, S.A.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities