AJG vs. ORLY
AJG (Arthur J. Gallagher & Co.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. AJG operates in Insurance Brokers (Financial Services), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, AJG returned 18.45%/yr vs 17.94%/yr for ORLY. At a 0.29 correlation, their price movements are largely independent.
Performance
AJG vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, AJG achieves a -16.10% return, which is significantly lower than ORLY's -1.04% return. Both investments have delivered pretty close results over the past 10 years, with AJG having a 18.45% annualized return and ORLY not far behind at 17.94%.
AJG
- 1D
- -1.35%
- 1M
- 8.26%
- YTD
- -16.10%
- 6M
- -15.25%
- 1Y
- -31.10%
- 3Y*
- 1.26%
- 5Y*
- 9.90%
- 10Y*
- 18.45%
ORLY
- 1D
- -0.83%
- 1M
- 2.00%
- YTD
- -1.04%
- 6M
- -5.13%
- 1Y
- 0.39%
- 3Y*
- 13.79%
- 5Y*
- 20.43%
- 10Y*
- 17.94%
AJG vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | -16.10% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
ORLY O'Reilly Automotive, Inc. | -1.04% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between AJG 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 | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.29 |
The correlation between AJG and ORLY shifts across timeframes, from 0.24 (1 year) to 0.39 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
AJG:
$5.74
ORLY:
$3.06
AJG:
37.60
ORLY:
29.51
AJG:
3.90
ORLY:
3.17
AJG:
4.03
ORLY:
4.22
AJG:
$13.94B
ORLY:
$18.21B
AJG:
$7.63B
ORLY:
$9.40B
AJG:
$3.66B
ORLY:
$3.96B
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Return for Risk
AJG vs. ORLY — Risk / Return Rank
AJG
ORLY
AJG vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arthur J. Gallagher & Co. (AJG) 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.
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.
| AJG | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.14 | ||
| Sortino ratioReturn per unit of downside risk | -1.69 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.02 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | -0.77 | 0.02 | -0.79 |
| Martin ratioReturn relative to average drawdown | -1.30 | 0.04 | -1.34 |
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Drawdowns
AJG vs. ORLY - Drawdown Comparison
The maximum AJG drawdown since its inception was -57.49%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for AJG and ORLY.
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Drawdown Indicators
| AJG | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -57.49% | -65.42% | +7.93% |
Max Drawdown (1Y)Largest decline over 1 year | -40.64% | -20.02% | -20.62% |
Max Drawdown (3Y)Largest decline over 3 years | -44.40% | -20.02% | -24.38% |
Max Drawdown (5Y)Largest decline over 5 years | -44.40% | -23.03% | -21.37% |
Max Drawdown (10Y)Largest decline over 10 years | -44.40% | -42.00% | -2.40% |
Current DrawdownCurrent decline from peak | -37.32% | -16.29% | -21.03% |
Average DrawdownAverage peak-to-trough decline | -12.84% | -10.78% | -2.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.96% | 10.81% | +13.15% |
Volatility
AJG vs. ORLY - Volatility Comparison
Arthur J. Gallagher & Co. (AJG) has a higher volatility of 8.23% compared to O'Reilly Automotive, Inc. (ORLY) at 6.58%. This indicates that AJG'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.
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Volatility by Period
| AJG | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.23% | 6.58% | +1.65% |
Volatility (6M)Calculated over the trailing 6-month period | 22.31% | 17.80% | +4.51% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.80% | 22.82% | +4.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.00% | 22.64% | +0.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.09% | 26.53% | -3.44% |
Dividends
AJG vs. ORLY - Dividend Comparison
AJG's dividend yield for the trailing twelve months is around 1.25%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.25% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
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
AJG vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Arthur J. Gallagher & Co. and O'Reilly Automotive, Inc.. 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
AJG vs. ORLY - Profitability Comparison
AJG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a gross profit of 1.42B and revenue of 3.63B. Therefore, the gross margin over that period was 39.1%.
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%.
AJG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported an operating income of 341.00M and revenue of 3.63B, resulting in an operating margin of 9.4%.
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%.
AJG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arthur J. Gallagher & Co. reported a net income of 151.00M and revenue of 3.63B, resulting in a net margin of 4.2%.
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
AJG 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.
AJG has higher volatility (8.23%) compared to ORLY (6.58%). In terms of maximum drawdown, AJG dropped -57.49% vs ORLY's -65.42%.
ORLY currently has the higher Sharpe Ratio (0.02 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.
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