IEF vs. ORLY
IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index, while ORLY (O'Reilly Automotive, Inc.) is a stock. Over the past 10 years, IEF returned 0.59%/yr vs 18.05%/yr for ORLY. At a correlation of -0.16, they often move in opposite directions.
Performance
IEF vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, IEF achieves a -0.47% return, which is significantly lower than ORLY's -0.21% return. Over the past 10 years, IEF has underperformed ORLY with an annualized return of 0.59%, while ORLY has yielded a comparatively higher 18.05% annualized return.
IEF
- 1D
- -0.17%
- 1M
- 0.19%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.39%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
ORLY
- 1D
- 1.02%
- 1M
- 1.47%
- YTD
- -0.21%
- 6M
- -3.28%
- 1Y
- -0.03%
- 3Y*
- 14.22%
- 5Y*
- 20.62%
- 10Y*
- 18.05%
IEF vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
ORLY O'Reilly Automotive, Inc. | -0.21% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between IEF and ORLY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.16 |
The correlation between IEF and ORLY shifts across timeframes, from -0.16 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
IEF vs. ORLY — Risk / Return Rank
IEF
ORLY
IEF vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares 7-10 Year Treasury Bond ETF (IEF) 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.
| IEF | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.73 | ||
| Sortino ratioReturn per unit of downside risk | +0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.02 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.84 | -0.00 | +0.84 |
| Martin ratioReturn relative to average drawdown | 2.35 | -0.00 | +2.35 |
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Drawdowns
IEF vs. ORLY - Drawdown Comparison
The maximum IEF drawdown since its inception was -23.93%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for IEF and ORLY.
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Drawdown Indicators
| IEF | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.93% | -65.42% | +41.49% |
Max Drawdown (1Y)Largest decline over 1 year | -4.07% | -20.02% | +15.95% |
Max Drawdown (3Y)Largest decline over 3 years | -7.74% | -20.02% | +12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -21.40% | -23.03% | +1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -23.93% | -42.00% | +18.07% |
Current DrawdownCurrent decline from peak | -11.18% | -15.58% | +4.40% |
Average DrawdownAverage peak-to-trough decline | -5.35% | -10.78% | +5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.45% | 10.77% | -9.32% |
Volatility
IEF vs. ORLY - Volatility Comparison
The current volatility for iShares 7-10 Year Treasury Bond ETF (IEF) is 1.62%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 6.52%. This indicates that IEF 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.
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Volatility by Period
| IEF | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.62% | 6.52% | -4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 3.42% | 17.78% | -14.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 22.82% | -18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 7.71% | 22.63% | -14.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 6.63% | 26.52% | -19.89% |
Dividends
IEF vs. ORLY - Dividend Comparison
IEF's dividend yield for the trailing twelve months is around 3.89%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
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% |
Frequently Asked Questions
IEF and ORLY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (6.52%) compared to IEF (1.62%). In terms of maximum drawdown, IEF dropped -23.93% vs ORLY's -65.42%.
IEF currently has the higher Sharpe Ratio (0.72 vs -0.00), 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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