ORANY vs. DTEGY
Compare and contrast key facts about Orange S.A (ORANY) and Deutsche Telekom AG ADR (DTEGY).
Performance
ORANY vs. DTEGY - Performance Comparison
Loading graphics...
ORANY vs. DTEGY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORANY Orange S.A | 22.23% | 79.38% | -7.70% | 23.28% | 0.00% | -3.50% | -14.18% | -5.31% | -2.39% | 20.06% |
DTEGY Deutsche Telekom AG ADR | 13.64% | 12.53% | 28.06% | 24.40% | 16.64% | 3.76% | 20.51% | 0.36% | 0.80% | 6.79% |
Fundamentals
ORANY:
$1.43
DTEGY:
$1.97
ORANY:
14.28
DTEGY:
18.83
ORANY:
0.00
DTEGY:
0.79
ORANY:
0.62
DTEGY:
1.51
ORANY:
$87.22B
DTEGY:
$119.94B
ORANY:
$15.44B
DTEGY:
$51.98B
ORANY:
$27.29B
DTEGY:
$47.39B
Returns By Period
In the year-to-date period, ORANY achieves a 22.23% return, which is significantly higher than DTEGY's 13.64% return. Over the past 10 years, ORANY has underperformed DTEGY with an annualized return of 8.21%, while DTEGY has yielded a comparatively higher 12.87% annualized return.
ORANY
- 1D
- -0.34%
- 1M
- -2.02%
- YTD
- 22.23%
- 6M
- 29.13%
- 1Y
- 66.48%
- 3Y*
- 27.37%
- 5Y*
- 18.23%
- 10Y*
- 8.21%
DTEGY
- 1D
- 0.22%
- 1M
- -3.78%
- YTD
- 13.64%
- 6M
- 8.74%
- 1Y
- 2.23%
- 3Y*
- 18.94%
- 5Y*
- 17.14%
- 10Y*
- 12.87%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORANY vs. DTEGY — Risk / Return Rank
ORANY
DTEGY
ORANY vs. DTEGY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orange S.A (ORANY) and Deutsche Telekom AG ADR (DTEGY). 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.
| ORANY | DTEGY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.64 | 0.09 | +2.55 |
Sortino ratioReturn per unit of downside risk | 3.77 | 0.29 | +3.48 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.04 | +0.43 |
Calmar ratioReturn relative to maximum drawdown | 7.41 | 0.14 | +7.27 |
Martin ratioReturn relative to average drawdown | 18.34 | 0.27 | +18.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| ORANY | DTEGY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.64 | 0.09 | +2.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.95 | 0.82 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.39 | 0.60 | -0.21 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.10 | 0.52 | -0.42 |
Correlation
The correlation between ORANY and DTEGY is 0.62, 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.
Dividends
ORANY vs. DTEGY - Dividend Comparison
ORANY's dividend yield for the trailing twelve months is around 4.21%, more than DTEGY's 2.62% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORANY Orange S.A | 4.21% | 5.15% | 7.84% | 6.64% | 7.42% | 8.95% | 5.84% | 5.33% | 5.03% | 4.28% | 4.41% | 4.04% |
DTEGY Deutsche Telekom AG ADR | 2.62% | 2.98% | 2.70% | 3.09% | 7.01% | 2.67% | 5.88% | 4.71% | 4.52% | 3.70% | 6.92% | 3.19% |
Drawdowns
ORANY vs. DTEGY - Drawdown Comparison
The maximum ORANY drawdown since its inception was -96.42%, which is greater than DTEGY's maximum drawdown of -40.18%. Use the drawdown chart below to compare losses from any high point for ORANY and DTEGY.
Loading graphics...
Drawdown Indicators
| ORANY | DTEGY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -96.42% | -40.18% | -56.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.02% | -21.44% | +12.42% |
Max Drawdown (5Y)Largest decline over 5 years | -27.73% | -25.85% | -1.88% |
Max Drawdown (10Y)Largest decline over 10 years | -38.92% | -40.18% | +1.26% |
Current DrawdownCurrent decline from peak | -55.17% | -7.75% | -47.42% |
Average DrawdownAverage peak-to-trough decline | -73.76% | -9.77% | -63.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.65% | 11.14% | -7.49% |
Volatility
ORANY vs. DTEGY - Volatility Comparison
Orange S.A (ORANY) and Deutsche Telekom AG ADR (DTEGY) have volatilities of 5.25% and 5.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| ORANY | DTEGY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.25% | 5.42% | -0.17% |
Volatility (6M)Calculated over the trailing 6-month period | 17.15% | 16.07% | +1.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.28% | 24.23% | +1.05% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.21% | 21.00% | -1.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.08% | 21.50% | -0.42% |
Financials
ORANY vs. DTEGY - Financials Comparison
This section allows you to compare key financial metrics between Orange S.A and Deutsche Telekom AG ADR. 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