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

Correlation

The correlation between CDW and ORLY is 0.45, 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

CDW vs. ORLY - Performance Comparison

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

800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
877.63%
1,109.45%
CDW
ORLY

Key characteristics

Sharpe Ratio

CDW:

-0.98

ORLY:

1.15

Sortino Ratio

CDW:

-1.24

ORLY:

1.72

Omega Ratio

CDW:

0.83

ORLY:

1.21

Calmar Ratio

CDW:

-0.75

ORLY:

1.32

Martin Ratio

CDW:

-1.59

ORLY:

5.41

Ulcer Index

CDW:

20.31%

ORLY:

4.41%

Daily Std Dev

CDW:

32.95%

ORLY:

20.79%

Max Drawdown

CDW:

-44.83%

ORLY:

-65.42%

Current Drawdown

CDW:

-37.61%

ORLY:

-6.22%

Fundamentals

Market Cap

CDW:

$20.41B

ORLY:

$79.77B

EPS

CDW:

$8.11

ORLY:

$40.69

PE Ratio

CDW:

19.09

ORLY:

34.25

PEG Ratio

CDW:

1.53

ORLY:

2.16

PS Ratio

CDW:

0.97

ORLY:

4.77

PB Ratio

CDW:

8.51

ORLY:

210.18

Total Revenue (TTM)

CDW:

$16.13B

ORLY:

$16.87B

Gross Profit (TTM)

CDW:

$3.54B

ORLY:

$8.64B

EBITDA (TTM)

CDW:

$1.46B

ORLY:

$3.36B

Returns By Period

In the year-to-date period, CDW achieves a -8.37% return, which is significantly lower than ORLY's 14.03% return. Over the past 10 years, CDW has underperformed ORLY with an annualized return of 16.50%, while ORLY has yielded a comparatively higher 19.69% annualized return.


CDW

YTD

-8.37%

1M

-5.68%

6M

-26.98%

1Y

-33.16%

5Y*

10.00%

10Y*

16.50%

ORLY

YTD

14.03%

1M

-1.69%

6M

12.70%

1Y

23.75%

5Y*

28.68%

10Y*

19.69%

*Annualized

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Risk-Adjusted Performance

CDW vs. ORLY — Risk-Adjusted Performance Rank

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

CDW
The Risk-Adjusted Performance Rank of CDW is 88
Overall Rank
The Sharpe Ratio Rank of CDW is 55
Sharpe Ratio Rank
The Sortino Ratio Rank of CDW is 99
Sortino Ratio Rank
The Omega Ratio Rank of CDW is 99
Omega Ratio Rank
The Calmar Ratio Rank of CDW is 88
Calmar Ratio Rank
The Martin Ratio Rank of CDW is 77
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 8585
Overall Rank
The Sharpe Ratio Rank of ORLY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8989
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.

CDW vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for CDW Corporation (CDW) 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 CDW, currently valued at -0.98, compared to the broader market-2.00-1.000.001.002.003.00
CDW: -0.98
ORLY: 1.15
The chart of Sortino ratio for CDW, currently valued at -1.24, compared to the broader market-6.00-4.00-2.000.002.004.00
CDW: -1.24
ORLY: 1.72
The chart of Omega ratio for CDW, currently valued at 0.83, compared to the broader market0.501.001.502.00
CDW: 0.83
ORLY: 1.21
The chart of Calmar ratio for CDW, currently valued at -0.75, compared to the broader market0.001.002.003.004.005.00
CDW: -0.75
ORLY: 1.32
The chart of Martin ratio for CDW, currently valued at -1.59, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
CDW: -1.59
ORLY: 5.41

The current CDW Sharpe Ratio is -0.98, which is lower than the ORLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of CDW 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.98
1.15
CDW
ORLY

Dividends

CDW vs. ORLY - Dividend Comparison

CDW's dividend yield for the trailing twelve months is around 1.57%, while ORLY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CDW
CDW Corporation
1.57%1.43%1.05%1.17%0.83%1.17%0.89%1.14%0.99%0.93%0.74%0.56%
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%

Drawdowns

CDW vs. ORLY - Drawdown Comparison

The maximum CDW drawdown since its inception was -44.83%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for CDW and ORLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-37.61%
-6.22%
CDW
ORLY

Volatility

CDW vs. ORLY - Volatility Comparison

CDW Corporation (CDW) has a higher volatility of 17.20% compared to O'Reilly Automotive, Inc. (ORLY) at 9.50%. This indicates that CDW'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.


5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
17.20%
9.50%
CDW
ORLY

Financials

CDW vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between CDW Corporation 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