GWW vs. ORLY

Last updated Apr 2, 2026

Compare and contrast key facts about W.W. Grainger, Inc. (GWW) and O'Reilly Automotive, Inc. (ORLY).

Performance

GWW vs. ORLY - Performance Comparison

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

GWW vs. ORLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
GWW W.W. Grainger, Inc.	9.97%	-3.41%	28.21%	50.53%	8.75%	28.80%	22.85%	22.25%	21.69%	4.35%
ORLY O'Reilly Automotive, Inc.	0.98%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%

Fundamentals

Market Cap GWW : $52.72B ORLY : $78.14B
EPS GWW : $35.57 ORLY : $2.97
PE Ratio GWW : 31.14 ORLY : 30.99
PEG Ratio GWW : 1.80 ORLY : 3.33
PS Ratio GWW : 2.96 ORLY : 4.42
Total Revenue (TTM) GWW : $17.94B ORLY : $17.78B
Gross Profit (TTM) GWW : $7.01B ORLY : $9.17B
EBITDA (TTM) GWW : $2.70B ORLY : $3.85B

Returns By Period

In the year-to-date period, GWW achieves a 9.97% return, which is significantly higher than ORLY's 0.98% return. Over the past 10 years, GWW has outperformed ORLY with an annualized return of 18.62%, while ORLY has yielded a comparatively lower 17.40% annualized return.

GWW

• 1D: 1.54%
• 1M: -3.88%
• YTD: 9.97%
• 6M: 17.83%
• 1Y: 12.41%
• 3Y*: 18.19%
• 5Y*: 23.50%
• 10Y*: 18.62%

ORLY

• 1D: -0.23%
• 1M: -3.08%
• YTD: 0.98%
• 6M: -12.85%
• 1Y: -3.51%
• 3Y*: 17.62%
• 5Y*: 22.16%
• 10Y*: 17.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

GWW vs. ORLY — Risk / Return Rank

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

GWW

GWW Risk / Return Rank: 55
GWW Sharpe Ratio Rank: 58
GWW Sortino Ratio Rank: 49
GWW Omega Ratio Rank: 51
GWW Calmar Ratio Rank: 59
GWW Martin Ratio Rank: 56

ORLY

ORLY Risk / Return Rank: 31
ORLY Sharpe Ratio Rank: 33
ORLY Sortino Ratio Rank: 27
ORLY Omega Ratio Rank: 27
ORLY Calmar Ratio Rank: 35
ORLY Martin Ratio Rank: 34

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

GWW vs. ORLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for W.W. Grainger, Inc. (GWW) 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.

	GWW	ORLY	Difference
Sharpe ratio Return per unit of total volatility	0.49	-0.16	+0.65
Sortino ratio Return per unit of downside risk	0.82	-0.07	+0.89
Omega ratio Gain probability vs. loss probability	1.11	0.99	+0.12
Calmar ratio Return relative to maximum drawdown	0.81	-0.19	+0.99
Martin ratio Return relative to average drawdown	1.52	-0.40	+1.92
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

GWW vs. ORLY - Sharpe Ratio Comparison

The current GWW Sharpe Ratio is 0.49, which is higher than the ORLY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of GWW 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.

Sharpe Ratios by Period

	GWW	ORLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.49	-0.16	+0.65
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	1.01	-0.04
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.66	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.54	0.65	-0.11

Correlation

The correlation between GWW and ORLY is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

GWW vs. ORLY - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.82%, while ORLY has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
GWW W.W. Grainger, Inc.	0.82%	0.88%	0.76%	0.88%	1.22%	1.23%	1.45%	1.68%	1.90%	2.14%	2.08%	2.27%
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

GWW vs. ORLY - Drawdown Comparison

The maximum GWW drawdown since its inception was -56.73%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for GWW and ORLY.

Drawdown Indicators

	GWW	ORLY	Difference
Max Drawdown Largest peak-to-trough decline	-56.73%	-65.42%	+8.69%
Max Drawdown (1Y) Largest decline over 1 year	-16.26%	-19.03%	+2.77%
Max Drawdown (5Y) Largest decline over 5 years	-24.50%	-23.03%	-1.47%
Max Drawdown (10Y) Largest decline over 10 years	-41.60%	-42.00%	+0.40%
Current Drawdown Current decline from peak	-8.30%	-14.58%	+6.28%
Average Drawdown Average peak-to-trough decline	-11.05%	-10.76%	-0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.61%	8.89%	-0.28%

Volatility

GWW vs. ORLY - Volatility Comparison

W.W. Grainger, Inc. (GWW) and O'Reilly Automotive, Inc. (ORLY) have volatilities of 6.36% and 6.44%, 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.

Volatility by Period

	GWW	ORLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.36%	6.44%	-0.08%
Volatility (6M) Calculated over the trailing 6-month period	17.12%	16.01%	+1.11%
Volatility (1Y) Calculated over the trailing 1-year period	25.31%	21.97%	+3.34%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.56%	22.13%	+2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.44%	26.35%	+2.09%

Financials

GWW vs. ORLY - Profitability Comparison

The chart below illustrates the profitability comparison between W.W. Grainger, Inc. and O'Reilly Automotive, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a gross profit of 1.75B and revenue of 4.43B. Therefore, the gross margin over that period was 39.5%.

ORLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.29B and revenue of 4.41B. Therefore, the gross margin over that period was 51.8%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported an operating income of 634.00M and revenue of 4.43B, resulting in an operating margin of 14.3%.

ORLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported an operating income of 828.61M and revenue of 4.41B, resulting in an operating margin of 18.8%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a net income of 451.00M and revenue of 4.43B, resulting in a net margin of 10.2%.

ORLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported a net income of 605.23M and revenue of 4.41B, resulting in a net margin of 13.7%.