UNVGY vs. ORANY

Last updated Apr 1, 2026

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

Performance

UNVGY vs. ORANY - Performance Comparison

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

UNVGY vs. ORANY - Yearly Performance Comparison

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

Fundamentals

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

Returns By Period

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

UNVGY

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

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%

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

Return for Risk

UNVGY vs. ORANY — Risk / Return Rank

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

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

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

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.

UNVGY vs. ORANY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Universal Music Group N.V (UNVGY) and Orange S.A (ORANY). 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.

	UNVGY	ORANY	Difference
Sharpe ratio Return per unit of total volatility	-0.97	2.68	-3.66
Sortino ratio Return per unit of downside risk	-1.25	3.82	-5.07
Omega ratio Gain probability vs. loss probability	0.84	1.48	-0.64
Calmar ratio Return relative to maximum drawdown	-0.66	7.63	-8.29
Martin ratio Return relative to average drawdown	-1.53	18.95	-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.

UNVGY vs. ORANY - Sharpe Ratio Comparison

The current UNVGY Sharpe Ratio is -0.97, which is lower than the ORANY Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of UNVGY and ORANY, 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

	UNVGY	ORANY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.97	2.68	-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	-0.23	0.10	-0.33

Correlation

The correlation between UNVGY and ORANY 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

UNVGY vs. ORANY - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

UNVGY vs. ORANY - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

UNVGY vs. ORANY - Volatility Comparison

Universal Music Group N.V (UNVGY) has a higher volatility of 15.14% compared to Orange S.A (ORANY) at 5.26%. This indicates that UNVGY's price experiences larger fluctuations and is considered to be riskier than ORANY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials