SCR.PA vs. ORNBV.HE
SCR.PA (SCOR SE) and ORNBV.HE (Orion Oyj) are both stocks. SCR.PA operates in Insurance - Reinsurance (Financial Services), while ORNBV.HE operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SCR.PA returned 5.90%/yr vs 11.38%/yr for ORNBV.HE. At a 0.17 correlation, their price movements are largely independent.
Performance
SCR.PA vs. ORNBV.HE - Performance Comparison
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Returns By Period
In the year-to-date period, SCR.PA achieves a 11.55% return, which is significantly higher than ORNBV.HE's 8.37% return. Over the past 10 years, SCR.PA has underperformed ORNBV.HE with an annualized return of 5.90%, while ORNBV.HE has yielded a comparatively higher 11.38% annualized return.
SCR.PA
- 1D
- -0.66%
- 1M
- 1.82%
- YTD
- 11.55%
- 6M
- 20.26%
- 1Y
- 10.48%
- 3Y*
- 14.24%
- 5Y*
- 10.66%
- 10Y*
- 5.90%
ORNBV.HE
- 1D
- 1.26%
- 1M
- -1.59%
- YTD
- 8.37%
- 6M
- 14.39%
- 1Y
- 14.35%
- 3Y*
- 22.31%
- 5Y*
- 17.62%
- 10Y*
- 11.38%
SCR.PA vs. ORNBV.HE - Yearly Performance Comparison
Correlation
The correlation between SCR.PA and ORNBV.HE is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Nov 3, 1992 | 0.17 |
The correlation between SCR.PA and ORNBV.HE shifts across timeframes, from 0.10 (5 years) to 0.23 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SCR.PA vs. ORNBV.HE — Risk / Return Rank
SCR.PA
ORNBV.HE
SCR.PA vs. ORNBV.HE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SCOR SE (SCR.PA) and Orion Oyj (ORNBV.HE). 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.
| SCR.PA | ORNBV.HE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.13 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 0.55 | 0.75 | -0.20 |
| Martin ratioReturn relative to average drawdown | 1.31 | 1.82 | -0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SCR.PA | ORNBV.HE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.42 | 0.47 | -0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.31 | 0.62 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.17 | 0.40 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.06 | 0.55 | -0.49 |
Drawdowns
SCR.PA vs. ORNBV.HE - Drawdown Comparison
The maximum SCR.PA drawdown since its inception was -93.77%, which is greater than ORNBV.HE's maximum drawdown of -58.91%. Use the drawdown chart below to compare losses from any high point for SCR.PA and ORNBV.HE.
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Drawdown Indicators
| SCR.PA | ORNBV.HE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.77% | -58.91% | -34.86% |
Max Drawdown (1Y)Largest decline over 1 year | -18.99% | -19.41% | +0.42% |
Max Drawdown (3Y)Largest decline over 3 years | -43.78% | -26.34% | -17.44% |
Max Drawdown (5Y)Largest decline over 5 years | -52.50% | -36.88% | -15.62% |
Max Drawdown (10Y)Largest decline over 10 years | -61.72% | -58.91% | -2.81% |
Current DrawdownCurrent decline from peak | -43.82% | -9.45% | -34.37% |
Average DrawdownAverage peak-to-trough decline | -57.14% | -16.98% | -40.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.97% | 7.91% | +0.06% |
Volatility
SCR.PA vs. ORNBV.HE - Volatility Comparison
SCOR SE (SCR.PA) has a higher volatility of 8.84% compared to Orion Oyj (ORNBV.HE) at 8.28%. This indicates that SCR.PA's price experiences larger fluctuations and is considered to be riskier than ORNBV.HE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SCR.PA | ORNBV.HE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.84% | 8.28% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 15.92% | 23.40% | -7.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.35% | 30.64% | -6.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.12% | 28.58% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.68% | 28.80% | +4.88% |
Dividends
SCR.PA vs. ORNBV.HE - Dividend Comparison
SCR.PA's dividend yield for the trailing twelve months is around 6.30%, more than ORNBV.HE's 2.53% yield.
Financials
SCR.PA vs. ORNBV.HE - Financials Comparison
This section allows you to compare key financial metrics between SCOR SE and Orion Oyj. 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
SCR.PA and ORNBV.HE have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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