GWW vs. ORLY
GWW (W.W. Grainger, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. GWW operates in Industrial Distribution (Industrials), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, GWW returned 21.79%/yr vs 16.98%/yr for ORLY. At a 0.31 correlation, their price movements are largely independent.
Performance
GWW vs. ORLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, GWW achieves a 33.46% return, which is significantly higher than ORLY's -6.12% return. Over the past 10 years, GWW has outperformed ORLY with an annualized return of 21.79%, while ORLY has yielded a comparatively lower 16.98% annualized return.
GWW
- 1D
- -1.76%
- 1M
- 7.50%
- YTD
- 33.46%
- 6M
- 30.13%
- 1Y
- 30.45%
- 3Y*
- 23.10%
- 5Y*
- 26.01%
- 10Y*
- 21.79%
ORLY
- 1D
- -1.39%
- 1M
- -6.66%
- YTD
- -6.12%
- 6M
- -6.67%
- 1Y
- -4.53%
- 3Y*
- 11.57%
- 5Y*
- 18.49%
- 10Y*
- 16.98%
GWW vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 33.46% | -3.41% | 28.21% | 50.53% | 8.75% | 28.80% | 22.85% | 22.25% | 21.69% | 4.35% |
ORLY O'Reilly Automotive, Inc. | -6.12% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between GWW and ORLY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.31 |
The correlation between GWW and ORLY shifts across timeframes, from 0.18 (1 year) to 0.37 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
GWW:
$63.58B
ORLY:
$72.14B
GWW:
$37.26
ORLY:
$3.06
GWW:
36.00
ORLY:
27.99
GWW:
2.08
ORLY:
3.01
GWW:
3.49
ORLY:
4.00
GWW:
$18.38B
ORLY:
$18.21B
GWW:
$7.20B
ORLY:
$9.40B
GWW:
$2.82B
ORLY:
$3.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
GWW vs. ORLY — Risk / Return Rank
GWW
ORLY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| GWW | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.42 | ||
| Sortino ratioReturn per unit of downside risk | +1.85 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.99 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 2.29 | -0.22 | +2.51 |
| Martin ratioReturn relative to average drawdown | 4.69 | -0.41 | +5.10 |
Loading charts...
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.
Loading charts...
Drawdown Indicators
| GWW | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.73% | -65.42% | +8.69% |
Max Drawdown (1Y)Largest decline over 1 year | -13.35% | -20.58% | +7.23% |
Max Drawdown (3Y)Largest decline over 3 years | -24.50% | -20.58% | -3.92% |
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 DrawdownCurrent decline from peak | -1.76% | -20.58% | +18.82% |
Average DrawdownAverage peak-to-trough decline | -11.00% | -10.79% | -0.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 11.06% | -4.56% |
Volatility
GWW vs. ORLY - Volatility Comparison
The current volatility for W.W. Grainger, Inc. (GWW) is 5.71%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 6.11%. This indicates that GWW experiences smaller price fluctuations and is considered to be less risky than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| GWW | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.71% | 6.11% | -0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 17.92% | +0.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.03% | 22.92% | +2.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.72% | 22.69% | +2.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.57% | 26.56% | +2.01% |
Dividends
GWW vs. ORLY - Dividend Comparison
GWW's dividend yield for the trailing twelve months is around 0.69%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GWW W.W. Grainger, Inc. | 0.69% | 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% |
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.
Total Revenue: Total amount of money received from sales and other business activities
GWW vs. ORLY - Profitability Comparison
GWW - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a gross profit of 1.90B and revenue of 4.74B. Therefore, the gross margin over that period was 40.0%.
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%.
GWW - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported an operating income of 793.00M and revenue of 4.74B, resulting in an operating margin of 16.7%.
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%.
GWW - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W.W. Grainger, Inc. reported a net income of 555.00M and revenue of 4.74B, resulting in a net margin of 11.7%.
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
GWW and ORLY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (6.11%) compared to GWW (5.71%). In terms of maximum drawdown, GWW dropped -56.73% vs ORLY's -65.42%.
GWW currently has the higher Sharpe Ratio (1.22 vs -0.20), 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.
Find the right allocation for GWW and ORLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer