ADP vs. ORLY

Last updated Jun 6, 2026

ADP (Automatic Data Processing, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. ADP operates in Staffing & Employment Services (Industrials), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, ADP returned 12.74%/yr vs 17.94%/yr for ORLY. At a 0.32 correlation, their price movements are largely independent.

Performance

ADP vs. ORLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Automatic Data Processing, Inc. (ADP) and O'Reilly Automotive, Inc. (ORLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ADP achieves a -9.08% return, which is significantly lower than ORLY's -0.96% return. Over the past 10 years, ADP has underperformed ORLY with an annualized return of 12.74%, while ORLY has yielded a comparatively higher 17.94% annualized return.

ADP

• 1D: 0.28%
• 1M: 11.94%
• YTD: -9.08%
• 6M: -10.03%
• 1Y: -27.11%
• 3Y*: 4.66%
• 5Y*: 5.48%
• 10Y*: 12.74%

ORLY

• 1D: 2.18%
• 1M: -4.70%
• YTD: -0.96%
• 6M: -8.66%
• 1Y: -1.23%
• 3Y*: 15.21%
• 5Y*: 20.81%
• 10Y*: 17.94%

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

ADP vs. ORLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ADP Automatic Data Processing, Inc.	-9.08%	-10.18%	28.41%	-0.25%	-1.29%	42.60%	5.86%	32.71%	14.25%	16.54%
ORLY O'Reilly Automotive, Inc.	-0.96%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%

Correlation

The correlation between ADP and ORLY is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Apr 26, 1993	0.32

The correlation between ADP and ORLY shifts across timeframes, from 0.24 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ADP : $93.31B ORLY : $76.10B
EPS ADP : $10.72 ORLY : $3.06
PE Ratio ADP : 21.64 ORLY : 29.53
PEG Ratio ADP : 1.63 ORLY : 3.18
PS Ratio ADP : 4.35 ORLY : 4.22
Total Revenue (TTM) ADP : $21.60B ORLY : $18.21B
Gross Profit (TTM) ADP : $10.26B ORLY : $9.40B
EBITDA (TTM) ADP : $6.51B ORLY : $3.96B

Return for Risk

ADP vs. ORLY — Risk / Return Rank

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

ADP

ADP Risk / Return Rank: 9
ADP Sharpe Ratio Rank: 3
ADP Sortino Ratio Rank: 5
ADP Omega Ratio Rank: 6
ADP Calmar Ratio Rank: 17
ADP Martin Ratio Rank: 15

ORLY

ORLY Risk / Return Rank: 37
ORLY Sharpe Ratio Rank: 39
ORLY Sortino Ratio Rank: 33
ORLY Omega Ratio Rank: 32
ORLY Calmar Ratio Rank: 40
ORLY Martin Ratio Rank: 40

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.

ADP vs. ORLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Automatic Data Processing, Inc. (ADP) and O'Reilly Automotive, Inc. (ORLY). 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.

	ADP	ORLY	Difference
Sharpe ratio: Return per unit of total volatility	-1.12	-0.05	-1.07
Sortino ratio: Return per unit of downside risk	-1.60	0.09	-1.69
Omega ratio: Gain probability vs. loss probability	0.81	1.01	-0.20
Calmar ratio: Return relative to maximum drawdown	-0.67	-0.06	-0.61
Martin ratio: Return relative to average drawdown	-1.19	-0.12	-1.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ADP vs. ORLY - Sharpe Ratio Comparison

The current ADP Sharpe Ratio is -1.12, which is lower than the ORLY Sharpe Ratio of -0.05. The chart below compares the historical Sharpe Ratios of ADP and ORLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ADP	ORLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.12	-0.05	-1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.25	0.92	-0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.68	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.64	-0.10

Drawdowns

ADP vs. ORLY - Drawdown Comparison

The maximum ADP drawdown since its inception was -59.51%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for ADP and ORLY.

Drawdown Indicators

	ADP	ORLY	Difference
Max Drawdown Largest peak-to-trough decline	-59.51%	-65.42%	+5.91%
Max Drawdown (1Y) Largest decline over 1 year	-40.78%	-20.02%	-20.76%
Max Drawdown (3Y) Largest decline over 3 years	-40.78%	-20.02%	-20.76%
Max Drawdown (5Y) Largest decline over 5 years	-40.78%	-23.03%	-17.75%
Max Drawdown (10Y) Largest decline over 10 years	-40.78%	-42.00%	+1.22%
Current Drawdown Current decline from peak	-27.24%	-16.22%	-11.02%
Average Drawdown Average peak-to-trough decline	-12.59%	-10.78%	-1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	22.81%	10.53%	+12.28%

Volatility

ADP vs. ORLY - Volatility Comparison

Automatic Data Processing, Inc. (ADP) has a higher volatility of 9.59% compared to O'Reilly Automotive, Inc. (ORLY) at 6.99%. This indicates that ADP's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ADP	ORLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.59%	6.99%	+2.60%
Volatility (6M) Calculated over the trailing 6-month period	20.39%	18.15%	+2.24%
Volatility (1Y) Calculated over the trailing 1-year period	24.27%	23.00%	+1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.04%	22.62%	-0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.47%	26.52%	-2.05%

Dividends

ADP vs. ORLY - Dividend Comparison

ADP's dividend yield for the trailing twelve months is around 2.79%, while ORLY has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADP Automatic Data Processing, Inc.	2.79%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
ORLY O'Reilly Automotive, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

ADP vs. ORLY - Profitability Comparison

The chart below illustrates the profitability comparison between Automatic Data Processing, Inc. and O'Reilly Automotive, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a gross profit of 2.87B and revenue of 5.94B. Therefore, the gross margin over that period was 48.3%.

ORLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported an operating income of 1.79B and revenue of 5.94B, resulting in an operating margin of 30.1%.

ORLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a net income of 1.36B and revenue of 5.94B, resulting in a net margin of 22.9%.

ORLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.

Frequently Asked Questions

Can I hold both ADP and ORLY in my portfolio?

ADP and ORLY have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ADP or ORLY?

ADP has higher volatility (9.59%) compared to ORLY (6.99%). In terms of maximum drawdown, ADP dropped -59.51% vs ORLY's -65.42%.

Which has better risk-adjusted returns?

ORLY currently has the higher Sharpe Ratio (-0.05 vs -1.12), 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.