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OROVY vs. BTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OROVY vs. BTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Orient Overseas International Ltd ADR (OROVY) and British American Tobacco p.l.c. (BTI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OROVY achieves a 25.33% return, which is significantly higher than BTI's 10.19% return. Over the past 10 years, OROVY has outperformed BTI with an annualized return of 41.57%, while BTI has yielded a comparatively lower 6.46% annualized return.


OROVY

1D
0.00%
1M
25.48%
6M
19.02%
YTD
25.33%
1Y
16.41%
3Y*
15.27%
5Y*
25.14%
10Y*
41.57%
ALL TIME*
25.52%

BTI

1D
-1.69%
1M
-0.45%
6M
2.81%
YTD
10.19%
1Y
18.00%
3Y*
31.65%
5Y*
18.80%
10Y*
6.46%
ALL TIME*
17.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$243.05M$251.57M$264.36M
$17.06K$9.09K$19.34K

OROVY vs. BTI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
OROVY
Orient Overseas International Ltd ADR
25.33%23.28%11.38%7.43%1.52%292.63%73.70%-11.63%3.74%150.19%
BTI
British American Tobacco p.l.c.
10.19%65.81%35.44%-19.97%14.91%7.95%-4.73%42.97%-49.35%24.40%

Correlation

The correlation between OROVY and BTI is -0.04, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.04

Correlation (3Y)
Balances recent behavior with more history.

0.05

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.09

Correlation (10Y)
Provides a long-term view across more market conditions.

0.06

Correlation (All Time)
Calculated using the full available price history since Feb 20, 2009

0.05

The correlation between OROVY and BTI shifts across timeframes, from -0.04 (1 year) to 0.09 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

OROVY:

$12.96B

BTI:

$131.19B

EPS

OROVY:

$30.95

BTI:

£4.94

PE Ratio

OROVY:

3.17

BTI:

9.12

PS Ratio

OROVY:

0.63

BTI:

1.92

Total Revenue (TTM)

OROVY:

$20.42B

BTI:

£51.48B

Gross Profit (TTM)

OROVY:

$4.40B

BTI:

£42.82B

EBITDA (TTM)

OROVY:

$5.66B

BTI:

£20.34B

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Return for Risk

OROVY vs. BTI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

OROVY
OROVY Risk / Return Rank: 6666
Overall Rank
OROVY Sharpe Ratio Rank: 6060
Sharpe Ratio Rank
OROVY Sortino Ratio Rank: 5858
Sortino Ratio Rank
OROVY Omega Ratio Rank: 8787
Omega Ratio Rank
OROVY Calmar Ratio Rank: 6363
Calmar Ratio Rank
OROVY Martin Ratio Rank: 6262
Martin Ratio Rank

BTI
BTI Risk / Return Rank: 6969
Overall Rank
BTI Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
BTI Sortino Ratio Rank: 6666
Sortino Ratio Rank
BTI Omega Ratio Rank: 6363
Omega Ratio Rank
BTI Calmar Ratio Rank: 7373
Calmar Ratio Rank
BTI Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

OROVY vs. BTI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Orient Overseas International Ltd ADR (OROVY) and British American Tobacco p.l.c. (BTI). 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.


OROVYBTIDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.30

Omega ratioGain probability vs. loss probability

1.33

1.15

+0.18

Calmar ratioReturn relative to maximum drawdown

0.77

1.42

-0.65

Martin ratioReturn relative to average drawdown

1.58

2.90

-1.32

OROVY vs. BTI - Sharpe Ratio Comparison

The current OROVY Sharpe Ratio is 0.43, which is lower than the BTI Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of OROVY and BTI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

OROVY vs. BTI - Drawdown Comparison

The maximum OROVY drawdown since its inception was -66.61%, roughly equal to the maximum BTI drawdown of -64.11%. Use the drawdown chart below to compare losses from any high point for OROVY and BTI.


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Drawdown Indicators


OROVYBTIDifference

Max Drawdown

Largest peak-to-trough decline

-66.61%

-64.11%

-2.50%

Max Drawdown (1Y)

Largest decline over 1 year

-18.87%

-13.75%

-5.12%

Max Drawdown (3Y)

Largest decline over 3 years

-31.60%

-13.75%

-17.85%

Max Drawdown (5Y)

Largest decline over 5 years

-48.75%

-29.94%

-18.81%

Max Drawdown (10Y)

Largest decline over 10 years

-57.73%

-56.00%

-1.73%

Current Drawdown

Current decline from peak

0.00%

-7.81%

+7.81%

Average Drawdown

Average peak-to-trough decline

-28.70%

-12.92%

-15.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.22%

6.74%

+2.48%

Volatility

OROVY vs. BTI - Volatility Comparison

Orient Overseas International Ltd ADR (OROVY) has a higher volatility of 19.82% compared to British American Tobacco p.l.c. (BTI) at 10.28%. This indicates that OROVY's price experiences larger fluctuations and is considered to be riskier than BTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OROVYBTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.82%

10.28%

+9.54%

Volatility (6M)

Calculated over the trailing 6-month period

27.85%

20.33%

+7.52%

Volatility (1Y)

Calculated over the trailing 1-year period

33.51%

24.73%

+8.78%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

45.49%

21.62%

+23.87%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

60.14%

24.29%

+35.85%

Dividends

OROVY vs. BTI - Dividend Comparison

OROVY's dividend yield for the trailing twelve months is around 5.80%, more than BTI's 5.22% yield.


PositionTTM20252024202320222021202020192018201720162015
BTI
British American Tobacco p.l.c.
5.22%5.29%8.18%9.72%7.23%7.98%7.22%6.35%8.53%4.27%3.85%4.11%
OROVY
Orient Overseas International Ltd ADR
5.80%12.77%5.54%38.93%51.63%23.19%22.52%25.50%0.00%0.19%0.88%2.55%

Financials

OROVY vs. BTI - Financials Comparison

This section allows you to compare key financial metrics between Orient Overseas International Ltd ADR and British American Tobacco p.l.c.. 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


Values in USD except per share items

Frequently Asked Questions


OROVY and BTI have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OROVY has higher volatility (19.82%) compared to BTI (10.28%). In terms of maximum drawdown, OROVY dropped -66.61% vs BTI's -64.11%.

BTI currently has the higher Sharpe Ratio (0.79 vs 0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for OROVY and BTI

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