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AZO vs. ORLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AZO and ORLY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

AZO vs. ORLY - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
17,669.01%
55,878.06%
AZO
ORLY

Key characteristics

Sharpe Ratio

AZO:

1.03

ORLY:

1.12

Sortino Ratio

AZO:

1.50

ORLY:

1.68

Omega Ratio

AZO:

1.18

ORLY:

1.20

Calmar Ratio

AZO:

1.42

ORLY:

1.29

Martin Ratio

AZO:

6.26

ORLY:

5.26

Ulcer Index

AZO:

3.50%

ORLY:

4.43%

Daily Std Dev

AZO:

21.27%

ORLY:

20.79%

Max Drawdown

AZO:

-46.33%

ORLY:

-65.42%

Current Drawdown

AZO:

-5.72%

ORLY:

-6.58%

Fundamentals

Market Cap

AZO:

$60.38B

ORLY:

$77.40B

EPS

AZO:

$149.01

ORLY:

$40.72

PE Ratio

AZO:

24.22

ORLY:

33.21

PEG Ratio

AZO:

2.06

ORLY:

2.16

PS Ratio

AZO:

3.23

ORLY:

4.59

PB Ratio

AZO:

13.38

ORLY:

210.18

Total Revenue (TTM)

AZO:

$18.67B

ORLY:

$16.87B

Gross Profit (TTM)

AZO:

$9.92B

ORLY:

$8.64B

EBITDA (TTM)

AZO:

$4.18B

ORLY:

$3.36B

Returns By Period

In the year-to-date period, AZO achieves a 12.72% return, which is significantly lower than ORLY's 13.59% return. Over the past 10 years, AZO has underperformed ORLY with an annualized return of 17.99%, while ORLY has yielded a comparatively higher 19.58% annualized return.


AZO

YTD

12.72%

1M

-1.97%

6M

15.28%

1Y

22.55%

5Y*

28.16%

10Y*

17.99%

ORLY

YTD

13.59%

1M

-2.46%

6M

12.70%

1Y

27.78%

5Y*

28.55%

10Y*

19.58%

*Annualized

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Risk-Adjusted Performance

AZO vs. ORLY — Risk-Adjusted Performance Rank

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

AZO
The Risk-Adjusted Performance Rank of AZO is 8383
Overall Rank
The Sharpe Ratio Rank of AZO is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of AZO is 7878
Sortino Ratio Rank
The Omega Ratio Rank of AZO is 7474
Omega Ratio Rank
The Calmar Ratio Rank of AZO is 8989
Calmar Ratio Rank
The Martin Ratio Rank of AZO is 9090
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 8484
Overall Rank
The Sharpe Ratio Rank of ORLY is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AZO vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AutoZone, Inc. (AZO) 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.


The chart of Sharpe ratio for AZO, currently valued at 1.03, compared to the broader market-2.00-1.000.001.002.003.00
AZO: 1.03
ORLY: 1.12
The chart of Sortino ratio for AZO, currently valued at 1.50, compared to the broader market-6.00-4.00-2.000.002.004.00
AZO: 1.50
ORLY: 1.68
The chart of Omega ratio for AZO, currently valued at 1.18, compared to the broader market0.501.001.502.00
AZO: 1.18
ORLY: 1.20
The chart of Calmar ratio for AZO, currently valued at 1.42, compared to the broader market0.001.002.003.004.005.00
AZO: 1.42
ORLY: 1.29
The chart of Martin ratio for AZO, currently valued at 6.26, compared to the broader market-5.000.005.0010.0015.0020.00
AZO: 6.26
ORLY: 5.26

The current AZO Sharpe Ratio is 1.03, which is comparable to the ORLY Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of AZO and ORLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.600.801.001.201.401.601.802.00NovemberDecember2025FebruaryMarchApril
1.03
1.12
AZO
ORLY

Dividends

AZO vs. ORLY - Dividend Comparison

Neither AZO nor ORLY has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

AZO vs. ORLY - Drawdown Comparison

The maximum AZO drawdown since its inception was -46.33%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for AZO and ORLY. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%NovemberDecember2025FebruaryMarchApril
-5.72%
-6.58%
AZO
ORLY

Volatility

AZO vs. ORLY - Volatility Comparison

AutoZone, Inc. (AZO) and O'Reilly Automotive, Inc. (ORLY) have volatilities of 9.73% and 9.49%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


4.00%5.00%6.00%7.00%8.00%9.00%10.00%NovemberDecember2025FebruaryMarchApril
9.73%
9.49%
AZO
ORLY

Financials

AZO vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between AutoZone, 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


Values in USD except per share items