IVZ vs. ORLY
IVZ (Invesco Ltd.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. IVZ operates in Asset Management (Financial Services), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, IVZ returned 5.38%/yr vs 18.05%/yr for ORLY. At a 0.27 correlation, their price movements are largely independent.
Performance
IVZ vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, IVZ achieves a 11.84% return, which is significantly higher than ORLY's -0.21% return. Over the past 10 years, IVZ has underperformed ORLY with an annualized return of 5.38%, while ORLY has yielded a comparatively higher 18.05% annualized return.
IVZ
- 1D
- 2.23%
- 1M
- 3.76%
- YTD
- 11.84%
- 6M
- 11.89%
- 1Y
- 100.22%
- 3Y*
- 26.94%
- 5Y*
- 4.41%
- 10Y*
- 5.38%
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%
IVZ vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 11.84% | 56.94% | 3.02% | 6.05% | -18.71% | 35.56% | 3.06% | 14.91% | -52.05% | 24.67% |
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 IVZ and ORLY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Aug 25, 1995 | 0.27 |
Over the past year, the correlation between IVZ and ORLY has dropped to 0.07 - well below their long-term average of 0.27, suggesting their price drivers have been diverging.
Fundamentals
IVZ:
-$0.62
ORLY:
$3.06
IVZ:
2.06
ORLY:
4.26
IVZ:
$6.38B
ORLY:
$18.21B
IVZ:
$2.75B
ORLY:
$9.40B
IVZ:
$1.38B
ORLY:
$3.96B
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Return for Risk
IVZ vs. ORLY — Risk / Return Rank
IVZ
ORLY
IVZ vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco Ltd. (IVZ) 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.
| IVZ | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.87 | ||
| Sortino ratioReturn per unit of downside risk | +3.37 | ||
| Omega ratioGain probability vs. loss probability | 1.47 | 1.02 | +0.45 |
| Calmar ratioReturn relative to maximum drawdown | 4.57 | -0.00 | +4.58 |
| Martin ratioReturn relative to average drawdown | 12.34 | -0.00 | +12.35 |
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Drawdowns
IVZ vs. ORLY - Drawdown Comparison
The maximum IVZ drawdown since its inception was -83.91%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for IVZ and ORLY.
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Drawdown Indicators
| IVZ | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -65.42% | -18.49% |
Max Drawdown (1Y)Largest decline over 1 year | -22.03% | -20.02% | -2.01% |
Max Drawdown (3Y)Largest decline over 3 years | -36.52% | -20.02% | -16.50% |
Max Drawdown (5Y)Largest decline over 5 years | -52.92% | -23.03% | -29.89% |
Max Drawdown (10Y)Largest decline over 10 years | -79.72% | -42.00% | -37.72% |
Current DrawdownCurrent decline from peak | -0.20% | -15.58% | +15.38% |
Average DrawdownAverage peak-to-trough decline | -35.98% | -10.78% | -25.20% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.15% | 10.77% | -2.62% |
Volatility
IVZ vs. ORLY - Volatility Comparison
Invesco Ltd. (IVZ) has a higher volatility of 9.80% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that IVZ'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.
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Volatility by Period
| IVZ | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.80% | 6.52% | +3.28% |
Volatility (6M)Calculated over the trailing 6-month period | 25.28% | 17.78% | +7.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.17% | 22.82% | +12.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.60% | 22.63% | +13.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.41% | 26.52% | +12.89% |
Dividends
IVZ vs. ORLY - Dividend Comparison
IVZ's dividend yield for the trailing twelve months is around 2.92%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IVZ Invesco Ltd. | 2.92% | 3.18% | 4.66% | 6.15% | 4.07% | 2.89% | 4.45% | 6.84% | 7.11% | 3.15% | 3.66% | 3.17% |
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
IVZ vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Invesco Ltd. 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
IVZ vs. ORLY - Profitability Comparison
IVZ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a gross profit of 1.13B and revenue of 1.69B. Therefore, the gross margin over that period was 67.0%.
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%.
IVZ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported an operating income of -1.46B and revenue of 1.69B, resulting in an operating margin of -86.2%.
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%.
IVZ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Invesco Ltd. reported a net income of -1.06B and revenue of 1.69B, resulting in a net margin of -62.7%.
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
IVZ and ORLY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IVZ has higher volatility (9.80%) compared to ORLY (6.52%). In terms of maximum drawdown, IVZ dropped -83.91% vs ORLY's -65.42%.
IVZ currently has the higher Sharpe Ratio (2.87 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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