BJ vs. ORLY
BJ (BJ's Wholesale Club Holdings, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. BJ operates in Discount Stores (Consumer Defensive), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 5 years, BJ returned 14.13%/yr vs 20.43%/yr for ORLY. At a 0.29 correlation, their price movements are largely independent.
Performance
BJ vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, BJ achieves a 0.20% return, which is significantly higher than ORLY's -1.04% return.
BJ
- 1D
- -0.91%
- 1M
- -6.38%
- YTD
- 0.20%
- 6M
- -1.35%
- 1Y
- -18.45%
- 3Y*
- 13.89%
- 5Y*
- 14.13%
- 10Y*
- —
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%
BJ vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
BJ BJ's Wholesale Club Holdings, Inc. | 0.20% | 0.76% | 34.04% | 0.76% | -1.21% | 79.64% | 63.94% | 2.62% | 4.28% |
ORLY O'Reilly Automotive, Inc. | -1.04% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 26.20% |
Correlation
The correlation between BJ and ORLY is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Jun 28, 2018 | 0.29 |
The correlation between BJ and ORLY shifts across timeframes, from 0.21 (1 year) to 0.33 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BJ:
$11.67B
ORLY:
$76.05B
BJ:
$4.35
ORLY:
$3.06
BJ:
20.72
ORLY:
29.51
BJ:
2.29
ORLY:
3.17
BJ:
0.54
ORLY:
4.22
BJ:
$21.97B
ORLY:
$18.21B
BJ:
$4.06B
ORLY:
$9.40B
BJ:
$1.05B
ORLY:
$3.96B
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Return for Risk
BJ vs. ORLY — Risk / Return Rank
BJ
ORLY
BJ vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BJ's Wholesale Club Holdings, Inc. (BJ) 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.
| BJ | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.91 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.02 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | -0.69 | 0.02 | -0.71 |
| Martin ratioReturn relative to average drawdown | -1.10 | 0.04 | -1.14 |
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Drawdowns
BJ vs. ORLY - Drawdown Comparison
The maximum BJ drawdown since its inception was -38.76%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for BJ and ORLY.
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Drawdown Indicators
| BJ | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -38.76% | -65.42% | +26.66% |
Max Drawdown (1Y)Largest decline over 1 year | -26.66% | -20.02% | -6.64% |
Max Drawdown (3Y)Largest decline over 3 years | -29.80% | -20.02% | -9.78% |
Max Drawdown (5Y)Largest decline over 5 years | -29.80% | -23.03% | -6.77% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.00% | — |
Current DrawdownCurrent decline from peak | -24.79% | -16.29% | -8.50% |
Average DrawdownAverage peak-to-trough decline | -12.49% | -10.78% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.81% | 10.81% | +6.00% |
Volatility
BJ vs. ORLY - Volatility Comparison
BJ's Wholesale Club Holdings, Inc. (BJ) has a higher volatility of 11.63% compared to O'Reilly Automotive, Inc. (ORLY) at 6.58%. This indicates that BJ'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
| BJ | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.63% | 6.58% | +5.05% |
Volatility (6M)Calculated over the trailing 6-month period | 22.58% | 17.80% | +4.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.84% | 22.82% | +7.02% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.31% | 22.64% | +9.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.14% | 26.53% | +10.61% |
Dividends
BJ vs. ORLY - Dividend Comparison
Neither BJ nor ORLY has paid dividends to shareholders.
Financials
BJ vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between BJ's Wholesale Club Holdings, 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.
Total Revenue: Total amount of money received from sales and other business activities
BJ vs. ORLY - Profitability Comparison
BJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a gross profit of 1.03B and revenue of 5.66B. Therefore, the gross margin over that period was 18.2%.
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%.
BJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported an operating income of 207.91M and revenue of 5.66B, resulting in an operating margin of 3.7%.
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%.
BJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BJ's Wholesale Club Holdings, Inc. reported a net income of 142.73M and revenue of 5.66B, resulting in a net margin of 2.5%.
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
BJ and ORLY have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BJ has higher volatility (11.63%) compared to ORLY (6.58%). In terms of maximum drawdown, BJ dropped -38.76% vs ORLY's -65.42%.
ORLY currently has the higher Sharpe Ratio (0.02 vs -0.62), 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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