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AMAT vs. ORLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AMAT vs. ORLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, AMAT achieves a 121.28% return, which is significantly higher than ORLY's -0.21% return. Over the past 10 years, AMAT has outperformed ORLY with an annualized return of 38.86%, while ORLY has yielded a comparatively lower 18.05% annualized return.


AMAT

1D
2.64%
1M
28.92%
YTD
121.28%
6M
119.38%
1Y
234.96%
3Y*
60.05%
5Y*
34.02%
10Y*
38.86%

ORLY

1D
1.02%
1M
1.49%
YTD
-0.21%
6M
-3.28%
1Y
1.23%
3Y*
14.22%
5Y*
20.62%
10Y*
18.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AMAT vs. ORLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AMAT
Applied Materials, Inc.
121.28%59.60%1.13%67.97%-37.54%83.64%43.29%89.86%-34.92%59.86%
ORLY
O'Reilly Automotive, Inc.
-0.21%15.38%24.81%12.56%19.51%56.05%3.27%27.28%43.15%-13.60%

Correlation

The correlation between AMAT and ORLY is -0.14, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.14

Correlation (3Y)
Calculated over the trailing 3-year period

0.01

Correlation (5Y)
Calculated over the trailing 5-year period

0.15

Correlation (10Y)
Calculated over the trailing 10-year period

0.20

Correlation (All Time)
Calculated using the full available price history since Apr 23, 1993

0.24

The correlation between AMAT and ORLY shifts across timeframes, from -0.14 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AMAT:

$453.23B

ORLY:

$76.69B

EPS

AMAT:

$10.61

ORLY:

$3.06

PE Ratio

AMAT:

53.45

ORLY:

29.76

PEG Ratio

AMAT:

6.80

ORLY:

3.20

PS Ratio

AMAT:

15.67

ORLY:

4.26

Total Revenue (TTM)

AMAT:

$29.02B

ORLY:

$18.21B

Gross Profit (TTM)

AMAT:

$14.21B

ORLY:

$9.40B

EBITDA (TTM)

AMAT:

$9.92B

ORLY:

$3.96B

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Return for Risk

AMAT vs. ORLY — Risk / Return Rank

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

AMAT
AMAT Risk / Return Rank: 9797
Overall Rank
AMAT Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
AMAT Sortino Ratio Rank: 9696
Sortino Ratio Rank
AMAT Omega Ratio Rank: 9696
Omega Ratio Rank
AMAT Calmar Ratio Rank: 9898
Calmar Ratio Rank
AMAT Martin Ratio Rank: 9898
Martin Ratio Rank

ORLY
ORLY Risk / Return Rank: 4040
Overall Rank
ORLY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ORLY Sortino Ratio Rank: 3636
Sortino Ratio Rank
ORLY Omega Ratio Rank: 3535
Omega Ratio Rank
ORLY Calmar Ratio Rank: 4343
Calmar Ratio Rank
ORLY Martin Ratio Rank: 4343
Martin Ratio Rank
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.

AMAT vs. ORLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Applied Materials, Inc. (AMAT) 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.


AMATORLYDifference
Sharpe ratioReturn per unit of total volatility

+4.65

Sortino ratioReturn per unit of downside risk

+3.96

Omega ratioGain probability vs. loss probability

1.59

1.02

+0.57

Calmar ratioReturn relative to maximum drawdown

10.67

-0.00

+10.67

Martin ratioReturn relative to average drawdown

30.41

-0.00

+30.41

AMAT vs. ORLY - Sharpe Ratio Comparison

The current AMAT Sharpe Ratio is 4.65, which is higher than the ORLY Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of AMAT 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.


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Drawdowns

AMAT vs. ORLY - Drawdown Comparison

The maximum AMAT drawdown since its inception was -85.22%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for AMAT and ORLY.


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Drawdown Indicators


AMATORLYDifference

Max Drawdown

Largest peak-to-trough decline

-85.22%

-65.42%

-19.80%

Max Drawdown (1Y)

Largest decline over 1 year

-21.37%

-20.02%

-1.35%

Max Drawdown (3Y)

Largest decline over 3 years

-49.88%

-20.02%

-29.86%

Max Drawdown (5Y)

Largest decline over 5 years

-55.14%

-23.03%

-32.11%

Max Drawdown (10Y)

Largest decline over 10 years

-55.14%

-42.00%

-13.14%

Current Drawdown

Current decline from peak

0.00%

-15.58%

+15.58%

Average Drawdown

Average peak-to-trough decline

-38.78%

-10.78%

-28.00%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.49%

10.77%

-3.28%

Volatility

AMAT vs. ORLY - Volatility Comparison

Applied Materials, Inc. (AMAT) has a higher volatility of 20.52% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that AMAT'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


AMATORLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

20.52%

6.52%

+14.00%

Volatility (6M)

Calculated over the trailing 6-month period

38.83%

17.78%

+21.05%

Volatility (1Y)

Calculated over the trailing 1-year period

49.03%

22.82%

+26.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.20%

22.63%

+21.57%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.94%

26.52%

+16.42%

Dividends

AMAT vs. ORLY - Dividend Comparison

AMAT's dividend yield for the trailing twelve months is around 0.34%, while ORLY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
AMAT
Applied Materials, Inc.
0.34%0.69%0.93%0.75%1.05%0.60%1.01%1.36%2.14%0.78%1.24%2.14%
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

AMAT vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between Applied Materials, Inc. 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


3.00B4.00B5.00B6.00B7.00B8.00B20222023202420252026
7.91B
4.56B
(AMAT) Total Revenue
(ORLY) Total Revenue
Values in USD except per share items

AMAT vs. ORLY - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

46.0%48.0%50.0%52.0%20222023202420252026
49.9%
51.5%
Portfolio components
AMAT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a gross profit of 3.95B and revenue of 7.91B. Therefore, the gross margin over that period was 49.9%.

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%.

AMAT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported an operating income of 2.52B and revenue of 7.91B, resulting in an operating margin of 31.9%.

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%.

AMAT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Applied Materials, Inc. reported a net income of 2.81B and revenue of 7.91B, resulting in a net margin of 35.5%.

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


AMAT and ORLY have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AMAT has higher volatility (20.52%) compared to ORLY (6.52%). In terms of maximum drawdown, AMAT dropped -85.22% vs ORLY's -65.42%.

AMAT currently has the higher Sharpe Ratio (4.65 vs -0.00), 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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