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

Key characteristics


AZOORLY
YTD Return23.48%19.52%
1Y Return32.74%37.00%
3Y Return (Ann)31.25%30.91%
5Y Return (Ann)25.60%24.00%
10Y Return (Ann)19.76%22.65%
Sharpe Ratio1.612.00
Daily Std Dev21.58%19.33%
Max Drawdown-46.33%-65.42%
Current Drawdown-1.44%-2.74%

Fundamentals


AZOORLY
Market Cap$56.05B$68.93B
EPS$141.56$38.41
PE Ratio22.8830.40
PEG Ratio1.621.88
Revenue (TTM)$17.83B$15.81B
Gross Profit (TTM)$9.07B$7.38B
EBITDA (TTM)$4.19B$3.60B

Correlation

0.46
-1.001.00

The correlation between AZO and ORLY is 0.46, 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.

Performance

AZO vs. ORLY - Performance Comparison

In the year-to-date period, AZO achieves a 23.48% return, which is significantly higher than ORLY's 19.52% return. Over the past 10 years, AZO has underperformed ORLY with an annualized return of 19.76%, while ORLY has yielded a comparatively higher 22.65% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%OctoberNovemberDecember2024FebruaryMarch
15,618.35%
47,089.46%
AZO
ORLY

Compare stocks, funds, or ETFs


AutoZone, Inc.

O'Reilly Automotive, Inc.

Risk-Adjusted Performance

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
AZO
AutoZone, Inc.
1.61
ORLY
O'Reilly Automotive, Inc.
2.00

AZO vs. ORLY - Sharpe Ratio Comparison

The current AZO Sharpe Ratio is 1.61, which roughly equals the ORLY Sharpe Ratio of 2.00. The chart below compares the 12-month rolling Sharpe Ratio of AZO and ORLY.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00OctoberNovemberDecember2024FebruaryMarch
1.61
2.00
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%. The drawdown chart below compares losses from any high point along the way for AZO and ORLY


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.44%
-2.74%
AZO
ORLY

Volatility

AZO vs. ORLY - Volatility Comparison

AutoZone, Inc. (AZO) and O'Reilly Automotive, Inc. (ORLY) have volatilities of 4.56% and 4.40%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%OctoberNovemberDecember2024FebruaryMarch
4.56%
4.40%
AZO
ORLY