ORAN vs. VTSAX
Compare and contrast key facts about Orange S.A. (ORAN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX).
VTSAX is managed by Vanguard. It was launched on Nov 13, 2000.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ORAN or VTSAX.
Performance
ORAN vs. VTSAX - Performance Comparison
Returns By Period
In the year-to-date period, ORAN achieves a -6.15% return, which is significantly lower than VTSAX's 23.58% return. Over the past 10 years, ORAN has underperformed VTSAX with an annualized return of 0.89%, while VTSAX has yielded a comparatively higher 12.59% annualized return.
ORAN
-6.15%
-7.20%
-8.24%
-7.43%
-2.86%
0.89%
VTSAX
23.58%
0.83%
11.42%
32.29%
14.64%
12.59%
Key characteristics
| ORAN | VTSAX | |
|---|---|---|
| Sharpe Ratio | -0.41 | 2.57 |
| Sortino Ratio | -0.46 | 3.44 |
| Omega Ratio | 0.94 | 1.47 |
| Calmar Ratio | -0.09 | 3.77 |
| Martin Ratio | -0.94 | 16.47 |
| Ulcer Index | 7.37% | 1.96% |
| Daily Std Dev | 16.94% | 12.55% |
| Max Drawdown | -96.42% | -55.34% |
| Current Drawdown | -78.49% | -2.42% |
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Correlation
The correlation between ORAN and VTSAX is 0.49, 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.
Risk-Adjusted Performance
ORAN vs. VTSAX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A. (ORAN) and Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX). 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. VTSAX - Dividend Comparison
ORAN's dividend yield for the trailing twelve months is around 7.53%, more than VTSAX's 1.28% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VTSAX Vanguard Total Stock Market Index Fund Admiral Shares | 1.28% | 1.43% | 1.65% | 1.20% | 1.41% | 1.77% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
ORAN vs. VTSAX - Drawdown Comparison
The maximum ORAN drawdown since its inception was -96.42%, which is greater than VTSAX's maximum drawdown of -55.34%. Use the drawdown chart below to compare losses from any high point for ORAN and VTSAX. For additional features, visit the drawdowns tool.
Volatility
ORAN vs. VTSAX - Volatility Comparison
Orange S.A. (ORAN) has a higher volatility of 5.17% compared to Vanguard Total Stock Market Index Fund Admiral Shares (VTSAX) at 4.25%. This indicates that ORAN's price experiences larger fluctuations and is considered to be riskier than VTSAX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.