PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,840.17%
50,367.11%
GWW
ORLY

Key characteristics

Sharpe Ratio

GWW:

1.45

ORLY:

1.35

Sortino Ratio

GWW:

2.25

ORLY:

1.95

Omega Ratio

GWW:

1.28

ORLY:

1.25

Calmar Ratio

GWW:

2.17

ORLY:

1.44

Martin Ratio

GWW:

5.24

ORLY:

3.71

Ulcer Index

GWW:

5.98%

ORLY:

7.00%

Daily Std Dev

GWW:

21.57%

ORLY:

19.21%

Max Drawdown

GWW:

-56.74%

ORLY:

-65.42%

Current Drawdown

GWW:

-11.42%

ORLY:

-4.42%

Fundamentals

Market Cap

GWW:

$54.56B

ORLY:

$71.94B

EPS

GWW:

$36.93

ORLY:

$40.37

PE Ratio

GWW:

30.34

ORLY:

30.87

PEG Ratio

GWW:

2.83

ORLY:

1.96

Total Revenue (TTM)

GWW:

$16.93B

ORLY:

$16.44B

Gross Profit (TTM)

GWW:

$6.65B

ORLY:

$8.42B

EBITDA (TTM)

GWW:

$2.82B

ORLY:

$3.58B

Returns By Period

In the year-to-date period, GWW achieves a 31.55% return, which is significantly higher than ORLY's 27.82% return. Over the past 10 years, GWW has underperformed ORLY with an annualized return of 17.42%, while ORLY has yielded a comparatively higher 20.12% annualized return.


GWW

YTD

31.55%

1M

-7.72%

6M

18.62%

1Y

33.60%

5Y*

27.93%

10Y*

17.42%

ORLY

YTD

27.82%

1M

1.15%

6M

12.38%

1Y

27.80%

5Y*

22.51%

10Y*

20.12%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 1.45, compared to the broader market-4.00-2.000.002.001.451.35
The chart of Sortino ratio for GWW, currently valued at 2.25, compared to the broader market-4.00-2.000.002.004.002.251.95
The chart of Omega ratio for GWW, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.25
The chart of Calmar ratio for GWW, currently valued at 2.17, compared to the broader market0.002.004.006.002.171.44
The chart of Martin ratio for GWW, currently valued at 5.24, compared to the broader market0.0010.0020.005.243.71
GWW
ORLY

The current GWW Sharpe Ratio is 1.45, which is comparable to the ORLY Sharpe Ratio of 1.35. 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.45
1.35
GWW
ORLY

Dividends

GWW vs. ORLY - Dividend Comparison

GWW's dividend yield for the trailing twelve months is around 0.74%, while ORLY has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
GWW
W.W. Grainger, Inc.
0.74%0.88%1.22%1.23%1.45%1.68%1.90%2.14%2.08%2.27%1.64%1.41%
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.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-11.42%
-4.42%
GWW
ORLY

Volatility

GWW vs. ORLY - Volatility Comparison

W.W. Grainger, Inc. (GWW) and O'Reilly Automotive, Inc. (ORLY) have volatilities of 4.36% and 4.48%, 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
4.36%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab