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ORANY vs. RCRUY
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

ORANY vs. RCRUY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orange S.A (ORANY) and Recruit Holdings Co Ltd ADR (RCRUY). The values are adjusted to include any dividend payments, if applicable.

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ORANY vs. RCRUY - Yearly Performance Comparison


2026 (YTD)20252024202320222021202020192018
ORANY
Orange S.A
22.23%79.38%-7.70%23.28%0.00%-3.50%-14.18%-5.31%-1.64%
RCRUY
Recruit Holdings Co Ltd ADR
-20.18%-19.34%67.52%34.89%-49.18%44.83%11.39%60.64%-13.60%

Fundamentals

EPS

ORANY:

$1.43

RCRUY:

$64.87

PE Ratio

ORANY:

14.28

RCRUY:

0.14

PEG Ratio

ORANY:

0.00

RCRUY:

0.00

PS Ratio

ORANY:

0.62

RCRUY:

0.02

Total Revenue (TTM)

ORANY:

$87.22B

RCRUY:

$3.63T

Gross Profit (TTM)

ORANY:

$15.44B

RCRUY:

$2.12T

EBITDA (TTM)

ORANY:

$27.29B

RCRUY:

$713.46B

Returns By Period

In the year-to-date period, ORANY achieves a 22.23% return, which is significantly higher than RCRUY's -20.18% 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%

RCRUY

1D
0.56%
1M
4.00%
YTD
-20.18%
6M
-15.12%
1Y
-13.82%
3Y*
18.01%
5Y*
-1.39%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Orange S.A

Recruit Holdings Co Ltd ADR

Return for Risk

ORANY vs. RCRUY — Risk / Return Rank

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

ORANY
ORANY Risk / Return Rank: 9595
Overall Rank
ORANY Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
ORANY Sortino Ratio Rank: 9696
Sortino Ratio Rank
ORANY Omega Ratio Rank: 9494
Omega Ratio Rank
ORANY Calmar Ratio Rank: 9797
Calmar Ratio Rank
ORANY Martin Ratio Rank: 9696
Martin Ratio Rank

RCRUY
RCRUY Risk / Return Rank: 2727
Overall Rank
RCRUY Sharpe Ratio Rank: 2727
Sharpe Ratio Rank
RCRUY Sortino Ratio Rank: 2525
Sortino Ratio Rank
RCRUY Omega Ratio Rank: 2626
Omega Ratio Rank
RCRUY Calmar Ratio Rank: 3030
Calmar Ratio Rank
RCRUY Martin Ratio Rank: 2727
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ORANY vs. RCRUY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A (ORANY) and Recruit Holdings Co Ltd ADR (RCRUY). 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.


ORANYRCRUYDifference

Sharpe ratio

Return per unit of total volatility

2.64

-0.29

+2.94

Sortino ratio

Return per unit of downside risk

3.77

-0.12

+3.89

Omega ratio

Gain probability vs. loss probability

1.47

0.99

+0.49

Calmar ratio

Return relative to maximum drawdown

7.41

-0.33

+7.74

Martin ratio

Return relative to average drawdown

18.34

-0.75

+19.09

ORANY vs. RCRUY - Sharpe Ratio Comparison

The current ORANY Sharpe Ratio is 2.64, which is higher than the RCRUY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of ORANY and RCRUY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


ORANYRCRUYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.64

-0.29

+2.94

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.95

-0.04

+0.99

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.39

Sharpe Ratio (All Time)

Calculated using the full available price history

0.10

0.18

-0.08

Correlation

The correlation between ORANY and RCRUY is 0.11, 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.


Dividends

ORANY vs. RCRUY - Dividend Comparison

ORANY's dividend yield for the trailing twelve months is around 4.21%, while RCRUY has not paid dividends to shareholders.


TTM20252024202320222021202020192018201720162015
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%
RCRUY
Recruit Holdings Co Ltd ADR
0.00%0.15%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ORANY vs. RCRUY - Drawdown Comparison

The maximum ORANY drawdown since its inception was -96.42%, which is greater than RCRUY's maximum drawdown of -65.71%. Use the drawdown chart below to compare losses from any high point for ORANY and RCRUY.


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Drawdown Indicators


ORANYRCRUYDifference

Max Drawdown

Largest peak-to-trough decline

-96.42%

-65.71%

-30.71%

Max Drawdown (1Y)

Largest decline over 1 year

-9.02%

-39.44%

+30.42%

Max Drawdown (5Y)

Largest decline over 5 years

-27.73%

-65.71%

+37.98%

Max Drawdown (10Y)

Largest decline over 10 years

-38.92%

Current Drawdown

Current decline from peak

-55.17%

-40.90%

-14.27%

Average Drawdown

Average peak-to-trough decline

-73.76%

-26.07%

-47.69%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.65%

17.19%

-13.54%

Volatility

ORANY vs. RCRUY - Volatility Comparison

The current volatility for Orange S.A (ORANY) is 5.25%, while Recruit Holdings Co Ltd ADR (RCRUY) has a volatility of 17.31%. This indicates that ORANY experiences smaller price fluctuations and is considered to be less risky than RCRUY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORANYRCRUYDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.25%

17.31%

-12.06%

Volatility (6M)

Calculated over the trailing 6-month period

17.15%

35.14%

-17.99%

Volatility (1Y)

Calculated over the trailing 1-year period

25.28%

47.06%

-21.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.21%

38.05%

-18.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

21.08%

39.10%

-18.02%

Financials

ORANY vs. RCRUY - Financials Comparison

This section allows you to compare key financial metrics between Orange S.A and Recruit Holdings Co Ltd 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.


Quarterly
Annual

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


0.00200.00B400.00B600.00B800.00B1.00T20212022202320242025
21.68B
960.22B
(ORANY) Total Revenue
(RCRUY) Total Revenue
Values in USD except per share items