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

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.


-0.50.00.51.00.3

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.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%AugustSeptemberOctoberNovemberDecember2025
17.47%
15.11%
GWW
ORLY

Key characteristics

Sharpe Ratio

GWW:

1.55

ORLY:

1.20

Sortino Ratio

GWW:

2.39

ORLY:

1.73

Omega Ratio

GWW:

1.29

ORLY:

1.22

Calmar Ratio

GWW:

2.30

ORLY:

1.25

Martin Ratio

GWW:

4.98

ORLY:

3.18

Ulcer Index

GWW:

6.79%

ORLY:

7.12%

Daily Std Dev

GWW:

21.80%

ORLY:

18.90%

Max Drawdown

GWW:

-56.74%

ORLY:

-65.42%

Current Drawdown

GWW:

-8.79%

ORLY:

-4.24%

Fundamentals

Market Cap

GWW:

$54.23B

ORLY:

$70.25B

EPS

GWW:

$36.97

ORLY:

$40.76

PE Ratio

GWW:

30.12

ORLY:

29.85

PEG Ratio

GWW:

2.75

ORLY:

1.92

Total Revenue (TTM)

GWW:

$12.94B

ORLY:

$12.61B

Gross Profit (TTM)

GWW:

$5.08B

ORLY:

$6.45B

EBITDA (TTM)

GWW:

$2.20B

ORLY:

$2.74B

Returns By Period

In the year-to-date period, GWW achieves a 5.65% return, which is significantly higher than ORLY's 2.61% return. Over the past 10 years, GWW has underperformed ORLY with an annualized return of 18.43%, while ORLY has yielded a comparatively higher 20.68% annualized return.


GWW

YTD

5.65%

1M

2.96%

6M

18.19%

1Y

29.91%

5Y*

28.49%

10Y*

18.43%

ORLY

YTD

2.61%

1M

-0.68%

6M

16.68%

1Y

19.82%

5Y*

22.58%

10Y*

20.68%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GWW vs. ORLY — Risk-Adjusted Performance Rank

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

GWW
The Risk-Adjusted Performance Rank of GWW is 8585
Overall Rank
The Sharpe Ratio Rank of GWW is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of GWW is 8686
Sortino Ratio Rank
The Omega Ratio Rank of GWW is 8282
Omega Ratio Rank
The Calmar Ratio Rank of GWW is 9292
Calmar Ratio Rank
The Martin Ratio Rank of GWW is 8181
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 7878
Overall Rank
The Sharpe Ratio Rank of ORLY is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 7676
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7575
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8383
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 7373
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.

GWW vs. ORLY - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for GWW, currently valued at 1.55, compared to the broader market-2.000.002.004.001.551.20
The chart of Sortino ratio for GWW, currently valued at 2.39, compared to the broader market-4.00-2.000.002.004.002.391.73
The chart of Omega ratio for GWW, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.22
The chart of Calmar ratio for GWW, currently valued at 2.30, compared to the broader market0.002.004.006.002.301.25
The chart of Martin ratio for GWW, currently valued at 4.98, compared to the broader market-10.000.0010.0020.0030.004.983.18
GWW
ORLY

The current GWW Sharpe Ratio is 1.55, which is comparable to the ORLY Sharpe Ratio of 1.20. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.55
1.20
GWW
ORLY

Dividends

GWW vs. ORLY - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.72%, while ORLY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
GWW
W.W. Grainger, Inc.
0.72%0.76%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%
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 -56.74%, 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. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-8.79%
-4.24%
GWW
ORLY

Volatility

GWW vs. ORLY - Volatility Comparison

W.W. Grainger, Inc. (GWW) has a higher volatility of 5.75% compared to O'Reilly Automotive, Inc. (ORLY) at 4.48%. This indicates that GWW'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%AugustSeptemberOctoberNovemberDecember2025
5.75%
4.48%
GWW
ORLY

Financials

GWW vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between W.W. Grainger, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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