FFIV vs. ORLY
FFIV (F5 Networks, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, FFIV returned 12.74%/yr vs 17.73%/yr for ORLY. At a 0.28 correlation, their price movements are largely independent.
Performance
FFIV vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, FFIV achieves a 55.21% return, which is significantly higher than ORLY's -2.40% return. Over the past 10 years, FFIV has underperformed ORLY with an annualized return of 12.74%, while ORLY has yielded a comparatively higher 17.73% annualized return.
FFIV
- 1D
- 0.72%
- 1M
- 11.91%
- YTD
- 55.21%
- 6M
- 59.62%
- 1Y
- 34.11%
- 3Y*
- 39.23%
- 5Y*
- 16.11%
- 10Y*
- 12.74%
ORLY
- 1D
- -1.45%
- 1M
- -4.24%
- YTD
- -2.40%
- 6M
- -9.27%
- 1Y
- -3.08%
- 3Y*
- 13.76%
- 5Y*
- 20.39%
- 10Y*
- 17.73%
FFIV vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
FFIV F5 Networks, Inc. | 55.21% | 1.51% | 40.50% | 24.72% | -41.36% | 39.09% | 25.99% | -13.81% | 23.48% | -9.33% |
ORLY O'Reilly Automotive, Inc. | -2.40% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between FFIV and ORLY is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999 | 0.28 |
Over the past year, the correlation between FFIV and ORLY has dropped to 0.06 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
FFIV:
$22.70B
ORLY:
$75.00B
FFIV:
$12.19
ORLY:
$3.06
FFIV:
32.50
ORLY:
29.10
FFIV:
1.42
ORLY:
3.13
FFIV:
9.54
ORLY:
4.16
FFIV:
$2.41B
ORLY:
$18.21B
FFIV:
$2.63B
ORLY:
$9.40B
FFIV:
$889.95M
ORLY:
$3.96B
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Return for Risk
FFIV vs. ORLY — Risk / Return Rank
FFIV
ORLY
FFIV vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) 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.
| FFIV | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.16 | ||
| Sortino ratioReturn per unit of downside risk | +1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.00 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.99 | -0.15 | +1.14 |
| Martin ratioReturn relative to average drawdown | 2.17 | -0.29 | +2.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FFIV | ORLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.13 | +1.16 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.54 | 0.91 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.67 | -0.24 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.27 | 0.64 | -0.37 |
Drawdowns
FFIV vs. ORLY - Drawdown Comparison
The maximum FFIV drawdown since its inception was -97.59%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for FFIV and ORLY.
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Drawdown Indicators
| FFIV | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.59% | -65.42% | -32.17% |
Max Drawdown (1Y)Largest decline over 1 year | -34.73% | -20.02% | -14.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.73% | -20.02% | -14.71% |
Max Drawdown (5Y)Largest decline over 5 years | -47.42% | -23.03% | -24.39% |
Max Drawdown (10Y)Largest decline over 10 years | -54.59% | -42.00% | -12.59% |
Current DrawdownCurrent decline from peak | -3.16% | -17.44% | +14.28% |
Average DrawdownAverage peak-to-trough decline | -40.19% | -10.78% | -29.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.76% | 10.58% | +5.18% |
Volatility
FFIV vs. ORLY - Volatility Comparison
F5 Networks, Inc. (FFIV) has a higher volatility of 9.07% compared to O'Reilly Automotive, Inc. (ORLY) at 7.10%. This indicates that FFIV'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
| FFIV | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.07% | 7.10% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 24.96% | 18.17% | +6.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.52% | 23.08% | +10.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.02% | 22.64% | +7.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.57% | 26.53% | +3.04% |
Dividends
FFIV vs. ORLY - Dividend Comparison
Neither FFIV nor ORLY has paid dividends to shareholders.
Financials
FFIV vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between F5 Networks, 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
Frequently Asked Questions
FFIV and ORLY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FFIV has higher volatility (9.07%) compared to ORLY (7.10%). In terms of maximum drawdown, FFIV dropped -97.59% vs ORLY's -65.42%.
FFIV currently has the higher Sharpe Ratio (1.02 vs -0.13), 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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