How are an orphan and baseball different from each other?
A baseball game has a home run.
Alright listen up, genius. So, you got this kid, right? No parents. An orphan. And then you got baseball. The joke is, baseball has "home runs", which sounds like "home", as in a house. Orphans don't have homes, get it? It's funny because it's kinda sad! And you're kinda slow!