ORANY vs. UNVGY

Last updated Apr 1, 2026

Compare and contrast key facts about Orange S.A (ORANY) and Universal Music Group N.V (UNVGY).

Performance

ORANY vs. UNVGY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orange S.A (ORANY) and Universal Music Group N.V (UNVGY). The values are adjusted to include any dividend payments, if applicable.

ORANY vs. UNVGY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ORANY Orange S.A	22.65%	79.38%	-7.70%	23.28%	0.00%	-3.14%
UNVGY Universal Music Group N.V	-26.38%	4.23%	-8.97%	22.06%	-11.72%	-10.09%

Fundamentals

EPS ORANY : $1.43 UNVGY : $1.12
PE Ratio ORANY : 14.33 UNVGY : 8.60
PEG Ratio ORANY : 0.00 UNVGY : 0.45
PS Ratio ORANY : 0.62 UNVGY : 1.51
Total Revenue (TTM) ORANY : $87.22B UNVGY : $23.68B
Gross Profit (TTM) ORANY : $15.44B UNVGY : $10.19B
EBITDA (TTM) ORANY : $27.29B UNVGY : $4.60B

Returns By Period

In the year-to-date period, ORANY achieves a 22.65% return, which is significantly higher than UNVGY's -26.38% return.

ORANY

• 1D: 2.40%
• 1M: -4.30%
• YTD: 22.65%
• 6M: 28.86%
• 1Y: 67.43%
• 3Y*: 27.51%
• 5Y*: 18.31%
• 10Y*: 8.24%

UNVGY

• 1D: 4.58%
• 1M: -14.59%
• YTD: -26.38%
• 6M: -32.82%
• 1Y: -28.64%
• 3Y*: -6.71%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

ORANY vs. UNVGY — Risk / Return Rank

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

ORANY

ORANY Risk / Return Rank: 96
ORANY Sharpe Ratio Rank: 95
ORANY Sortino Ratio Rank: 96
ORANY Omega Ratio Rank: 94
ORANY Calmar Ratio Rank: 97
ORANY Martin Ratio Rank: 96

UNVGY

UNVGY Risk / Return Rank: 10
UNVGY Sharpe Ratio Rank: 5
UNVGY Sortino Ratio Rank: 8
UNVGY Omega Ratio Rank: 8
UNVGY Calmar Ratio Rank: 18
UNVGY Martin Ratio Rank: 8

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. UNVGY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orange S.A (ORANY) and Universal Music Group N.V (UNVGY). 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	UNVGY	Difference
Sharpe ratio Return per unit of total volatility	2.68	-0.97	+3.66
Sortino ratio Return per unit of downside risk	3.82	-1.25	+5.07
Omega ratio Gain probability vs. loss probability	1.48	0.84	+0.64
Calmar ratio Return relative to maximum drawdown	7.63	-0.66	+8.29
Martin ratio Return relative to average drawdown	18.95	-1.53	+20.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORANY vs. UNVGY - Sharpe Ratio Comparison

The current ORANY Sharpe Ratio is 2.68, which is higher than the UNVGY Sharpe Ratio of -0.97. The chart below compares the historical Sharpe Ratios of ORANY and UNVGY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ORANY	UNVGY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.68	-0.97	+3.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	—	—
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	-0.23	+0.33

Correlation

The correlation between ORANY and UNVGY is 0.17, 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. UNVGY - Dividend Comparison

ORANY's dividend yield for the trailing twelve months is around 4.20%, more than UNVGY's 3.10% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ORANY Orange S.A	4.20%	5.15%	7.84%	6.64%	7.42%	8.95%	5.84%	5.33%	5.03%	4.28%	4.41%	4.04%
UNVGY Universal Music Group N.V	3.10%	2.28%	2.14%	1.96%	1.85%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Drawdowns

ORANY vs. UNVGY - Drawdown Comparison

The maximum ORANY drawdown since its inception was -96.42%, which is greater than UNVGY's maximum drawdown of -47.32%. Use the drawdown chart below to compare losses from any high point for ORANY and UNVGY.

Drawdown Indicators

	ORANY	UNVGY	Difference
Max Drawdown Largest peak-to-trough decline	-96.42%	-47.32%	-49.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.02%	-45.81%	+36.79%
Max Drawdown (5Y) Largest decline over 5 years	-27.73%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-38.92%	—	—
Current Drawdown Current decline from peak	-55.02%	-41.35%	-13.67%
Average Drawdown Average peak-to-trough decline	-73.76%	-19.33%	-54.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.63%	19.68%	-16.05%

Volatility

ORANY vs. UNVGY - Volatility Comparison

The current volatility for Orange S.A (ORANY) is 5.26%, while Universal Music Group N.V (UNVGY) has a volatility of 15.14%. This indicates that ORANY experiences smaller price fluctuations and is considered to be less risky than UNVGY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORANY	UNVGY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.26%	15.14%	-9.88%
Volatility (6M) Calculated over the trailing 6-month period	17.17%	22.97%	-5.80%
Volatility (1Y) Calculated over the trailing 1-year period	25.28%	29.56%	-4.28%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.21%	37.14%	-17.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.08%	37.14%	-16.06%

Financials