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IEF vs. ORLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IEF vs. ORLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares 7-10 Year Treasury Bond ETF (IEF) and O'Reilly Automotive, Inc. (ORLY). The values are adjusted to include any dividend payments, if applicable.

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

IEF vs. ORLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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

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

IEF
IEF Risk / Return Rank: 2222
Overall Rank
IEF Sharpe Ratio Rank: 2323
Sharpe Ratio Rank
IEF Sortino Ratio Rank: 2222
Sortino Ratio Rank
IEF Omega Ratio Rank: 2121
Omega Ratio Rank
IEF Calmar Ratio Rank: 2121
Calmar Ratio Rank
IEF Martin Ratio Rank: 2121
Martin Ratio Rank

ORLY
ORLY Risk / Return Rank: 4040
Overall Rank
ORLY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ORLY Sortino Ratio Rank: 3636
Sortino Ratio Rank
ORLY Omega Ratio Rank: 3535
Omega Ratio Rank
ORLY Calmar Ratio Rank: 4343
Calmar Ratio Rank
ORLY Martin Ratio Rank: 4343
Martin Ratio Rank
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.

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.


IEFORLYDifference
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

IEF vs. ORLY - Sharpe Ratio Comparison

The current IEF Sharpe Ratio is 0.72, which is higher than the ORLY Sharpe Ratio of -0.00. The chart below compares the historical Sharpe Ratios of IEF and ORLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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


IEFORLYDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-11.18%

-15.58%

+4.40%

Average Drawdown

Average peak-to-trough decline

-5.35%

-10.78%

+5.43%

Ulcer Index

Depth 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


IEFORLYDifference

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.


PositionTTM20252024202320222021202020192018201720162015
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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