GOOG vs. ORLY
GOOG (Alphabet Inc) and ORLY (O'Reilly Automotive, Inc.) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, GOOG returned 26.25%/yr vs 17.94%/yr for ORLY. At a 0.25 correlation, their price movements are largely independent.
Performance
GOOG vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 16.64% return, which is significantly higher than ORLY's -0.96% return. Over the past 10 years, GOOG has outperformed ORLY with an annualized return of 26.25%, while ORLY has yielded a comparatively lower 17.94% annualized return.
GOOG
- 1D
- -0.95%
- 1M
- -7.44%
- YTD
- 16.64%
- 6M
- 13.71%
- 1Y
- 116.14%
- 3Y*
- 42.32%
- 5Y*
- 24.64%
- 10Y*
- 26.25%
ORLY
- 1D
- 2.18%
- 1M
- -4.70%
- YTD
- -0.96%
- 6M
- -8.66%
- 1Y
- -1.23%
- 3Y*
- 15.21%
- 5Y*
- 20.81%
- 10Y*
- 17.94%
GOOG vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 16.64% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
ORLY O'Reilly Automotive, Inc. | -0.96% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between GOOG and ORLY is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.25 |
Over the past year, the correlation between GOOG and ORLY has dropped to 0.01 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
GOOG:
$4.48T
ORLY:
$76.10B
GOOG:
$13.11
ORLY:
$3.06
GOOG:
27.89
ORLY:
29.53
GOOG:
1.37
ORLY:
3.18
GOOG:
10.57
ORLY:
4.22
GOOG:
$422.57B
ORLY:
$18.21B
GOOG:
$255.12B
ORLY:
$9.40B
GOOG:
$174.08B
ORLY:
$3.96B
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Return for Risk
GOOG vs. ORLY — Risk / Return Rank
GOOG
ORLY
GOOG vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +4.11 | ||
| Sortino ratioReturn per unit of downside risk | +5.36 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.01 | +0.64 |
| Calmar ratioReturn relative to maximum drawdown | 5.63 | -0.06 | +5.69 |
| Martin ratioReturn relative to average drawdown | 20.33 | -0.12 | +20.44 |
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
| GOOG | ORLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.06 | -0.05 | +4.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 0.92 | -0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 0.68 | +0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.64 | +0.18 |
Drawdowns
GOOG vs. ORLY - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for GOOG and ORLY.
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Drawdown Indicators
| GOOG | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -65.42% | +20.82% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -20.02% | -0.73% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -20.02% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -23.03% | -21.57% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -42.00% | -2.60% |
Current DrawdownCurrent decline from peak | -8.34% | -16.22% | +7.88% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -10.78% | +1.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 10.53% | -4.79% |
Volatility
GOOG vs. ORLY - Volatility Comparison
Alphabet Inc (GOOG) has a higher volatility of 8.40% compared to O'Reilly Automotive, Inc. (ORLY) at 6.99%. This indicates that GOOG'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
| GOOG | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 6.99% | +1.41% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 18.15% | +2.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.77% | 23.00% | +5.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.13% | 22.62% | +8.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 26.52% | +2.49% |
Dividends
GOOG vs. ORLY - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.23%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% |
ORLY O'Reilly Automotive, Inc. | 0.00% | 0.00% | 0.00% |
Financials
GOOG vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Alphabet 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
GOOG vs. ORLY - Profitability Comparison
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
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%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
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%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
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
GOOG and ORLY have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOG has higher volatility (8.40%) compared to ORLY (6.99%). In terms of maximum drawdown, GOOG dropped -44.60% vs ORLY's -65.42%.
GOOG currently has the higher Sharpe Ratio (4.06 vs -0.05), 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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