AZO vs. ORLY
Compare and contrast key facts about AutoZone, Inc. (AZO) and O'Reilly Automotive, Inc. (ORLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: AZO or ORLY.
Key characteristics
AZO | ORLY | |
---|---|---|
YTD Return | 23.48% | 19.52% |
1Y Return | 32.74% | 37.00% |
3Y Return (Ann) | 31.25% | 30.91% |
5Y Return (Ann) | 25.60% | 24.00% |
10Y Return (Ann) | 19.76% | 22.65% |
Sharpe Ratio | 1.61 | 2.00 |
Daily Std Dev | 21.58% | 19.33% |
Max Drawdown | -46.33% | -65.42% |
Current Drawdown | -1.44% | -2.74% |
Fundamentals
AZO | ORLY | |
---|---|---|
Market Cap | $56.05B | $68.93B |
EPS | $141.56 | $38.41 |
PE Ratio | 22.88 | 30.40 |
PEG Ratio | 1.62 | 1.88 |
Revenue (TTM) | $17.83B | $15.81B |
Gross Profit (TTM) | $9.07B | $7.38B |
EBITDA (TTM) | $4.19B | $3.60B |
Correlation
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.
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 ratio | Sortino ratio | Omega ratio | Calmar ratio | Ulcer Index | |
---|---|---|---|---|---|
AutoZone, Inc. | 1.61 | ||||
O'Reilly Automotive, Inc. | 2.00 |
Dividends
AZO vs. ORLY - Dividend Comparison
Neither AZO nor ORLY has paid dividends to shareholders.
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
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.