ORNBV.HE vs. SAB.MC
ORNBV.HE (Orion Oyj) and SAB.MC (Banco de Sabadell S.A) are both stocks. ORNBV.HE operates in Drug Manufacturers - General (Healthcare), while SAB.MC operates in Banks - Diversified (Financial Services). Over the past 10 years, ORNBV.HE returned 11.37%/yr vs 14.29%/yr for SAB.MC. At a 0.19 correlation, their price movements are largely independent.
Performance
ORNBV.HE vs. SAB.MC - Performance Comparison
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Returns By Period
In the year-to-date period, ORNBV.HE achieves a 8.85% return, which is significantly higher than SAB.MC's -0.78% return. Over the past 10 years, ORNBV.HE has underperformed SAB.MC with an annualized return of 11.37%, while SAB.MC has yielded a comparatively higher 14.29% annualized return.
ORNBV.HE
- 1D
- -0.65%
- 1M
- 1.48%
- YTD
- 8.85%
- 6M
- 15.37%
- 1Y
- 10.78%
- 3Y*
- 22.80%
- 5Y*
- 16.06%
- 10Y*
- 11.37%
SAB.MC
- 1D
- 4.24%
- 1M
- 0.71%
- YTD
- -0.78%
- 6M
- 4.10%
- 1Y
- 25.41%
- 3Y*
- 58.67%
- 5Y*
- 46.51%
- 10Y*
- 14.29%
ORNBV.HE vs. SAB.MC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORNBV.HE Orion Oyj | 8.85% | 52.85% | 13.41% | -20.40% | 45.41% | 1.67% | -6.16% | 42.49% | 2.81% | -26.22% |
SAB.MC Banco de Sabadell S.A | -0.78% | 95.56% | 80.12% | 32.15% | 58.09% | 67.18% | -64.45% | 8.30% | -36.46% | 29.25% |
Correlation
The correlation between ORNBV.HE and SAB.MC is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 2006 | 0.19 |
The correlation between ORNBV.HE and SAB.MC shifts across timeframes, from 0.07 (3 years) to 0.19 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORNBV.HE vs. SAB.MC — Risk / Return Rank
ORNBV.HE
SAB.MC
ORNBV.HE vs. SAB.MC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Orion Oyj (ORNBV.HE) and Banco de Sabadell S.A (SAB.MC). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ORNBV.HE | SAB.MC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.46 | ||
| Sortino ratioReturn per unit of downside risk | -0.60 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.15 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.50 | 1.65 | -1.15 |
| Martin ratioReturn relative to average drawdown | 1.20 | 3.79 | -2.59 |
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Drawdowns
ORNBV.HE vs. SAB.MC - Drawdown Comparison
The maximum ORNBV.HE drawdown since its inception was -58.91%, smaller than the maximum SAB.MC drawdown of -89.47%. Use the drawdown chart below to compare losses from any high point for ORNBV.HE and SAB.MC.
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Drawdown Indicators
| ORNBV.HE | SAB.MC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.91% | -89.47% | +30.56% |
Max Drawdown (1Y)Largest decline over 1 year | -19.41% | -13.62% | -5.79% |
Max Drawdown (3Y)Largest decline over 3 years | -26.34% | -18.83% | -7.51% |
Max Drawdown (5Y)Largest decline over 5 years | -36.88% | -37.02% | +0.14% |
Max Drawdown (10Y)Largest decline over 10 years | -58.91% | -84.98% | +26.07% |
Current DrawdownCurrent decline from peak | -9.05% | -4.19% | -4.86% |
Average DrawdownAverage peak-to-trough decline | -17.80% | -45.48% | +27.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.02% | 5.93% | +2.09% |
Volatility
ORNBV.HE vs. SAB.MC - Volatility Comparison
The current volatility for Orion Oyj (ORNBV.HE) is 7.86%, while Banco de Sabadell S.A (SAB.MC) has a volatility of 8.61%. This indicates that ORNBV.HE experiences smaller price fluctuations and is considered to be less risky than SAB.MC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORNBV.HE | SAB.MC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.86% | 8.61% | -0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 23.42% | 21.07% | +2.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.76% | 28.91% | +1.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.55% | 36.22% | -7.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.81% | 41.66% | -12.85% |
Dividends
ORNBV.HE vs. SAB.MC - Dividend Comparison
ORNBV.HE's dividend yield for the trailing twelve months is around 2.52%, less than SAB.MC's 18.47% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORNBV.HE Orion Oyj | 2.52% | 2.58% | 3.79% | 4.07% | 2.93% | 4.11% | 4.00% | 3.63% | 4.79% | 0.64% | 3.07% | 4.07% |
SAB.MC Banco de Sabadell S.A | 18.47% | 7.85% | 5.85% | 4.50% | 5.68% | 0.00% | 5.65% | 0.93% | 7.00% | 3.02% | 5.07% | 2.38% |
Financials
ORNBV.HE vs. SAB.MC - Financials Comparison
This section allows you to compare key financial metrics between Orion Oyj and Banco de Sabadell 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
Frequently Asked Questions
ORNBV.HE and SAB.MC have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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