JPM vs. ORLY
JPM (JPMorgan Chase & Co.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. JPM operates in Banks - Diversified (Financial Services), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, JPM returned 20.32%/yr vs 17.73%/yr for ORLY. At a 0.28 correlation, their price movements are largely independent.
Performance
JPM vs. ORLY - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with JPM having a -2.52% return and ORLY slightly higher at -2.40%. Over the past 10 years, JPM has outperformed ORLY with an annualized return of 20.32%, while ORLY has yielded a comparatively lower 17.73% annualized return.
JPM
- 1D
- -0.40%
- 1M
- 2.98%
- YTD
- -2.52%
- 6M
- -0.35%
- 1Y
- 19.35%
- 3Y*
- 33.18%
- 5Y*
- 16.72%
- 10Y*
- 20.32%
ORLY
- 1D
- -1.45%
- 1M
- -4.24%
- YTD
- -2.40%
- 6M
- -9.27%
- 1Y
- -3.08%
- 3Y*
- 13.76%
- 5Y*
- 20.39%
- 10Y*
- 17.73%
JPM vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | -2.52% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
ORLY O'Reilly Automotive, Inc. | -2.40% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between JPM 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.28 |
Over the past year, the correlation between JPM and ORLY has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
JPM:
$869.15B
ORLY:
$75.00B
JPM:
$21.08
ORLY:
$3.06
JPM:
14.76
ORLY:
29.10
JPM:
1.63
ORLY:
3.13
JPM:
3.05
ORLY:
4.16
JPM:
$285.09B
ORLY:
$18.21B
JPM:
$173.52B
ORLY:
$9.40B
JPM:
$81.46B
ORLY:
$3.96B
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Return for Risk
JPM vs. ORLY — Risk / Return Rank
JPM
ORLY
JPM vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.
| JPM | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.03 | ||
| Sortino ratioReturn per unit of downside risk | +1.33 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.00 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 1.26 | -0.15 | +1.41 |
| Martin ratioReturn relative to average drawdown | 2.98 | -0.29 | +3.28 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPM | ORLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.90 | -0.13 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.69 | 0.91 | -0.22 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.74 | 0.67 | +0.07 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.64 | -0.30 |
Drawdowns
JPM vs. ORLY - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for JPM and ORLY.
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Drawdown Indicators
| JPM | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -65.42% | -10.74% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -20.02% | +4.55% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -20.02% | -4.40% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -23.03% | -15.74% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -42.00% | -1.63% |
Current DrawdownCurrent decline from peak | -6.55% | -17.44% | +10.89% |
Average DrawdownAverage peak-to-trough decline | -17.62% | -10.78% | -6.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.50% | 10.58% | -4.08% |
Volatility
JPM vs. ORLY - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.40%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 7.10%. This indicates that JPM 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
| JPM | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.40% | 7.10% | -0.70% |
Volatility (6M)Calculated over the trailing 6-month period | 17.38% | 18.17% | -0.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.62% | 23.08% | -1.46% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.45% | 22.64% | +1.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.40% | 26.53% | +0.87% |
Dividends
JPM vs. ORLY - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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
JPM vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. 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
JPM vs. ORLY - Profitability Comparison
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a gross profit of 47.33B and revenue of 73.66B. Therefore, the gross margin over that period was 64.3%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported an operating income of 20.48B and revenue of 73.66B, resulting in an operating margin of 27.8%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, JPMorgan Chase & Co. reported a net income of 16.49B and revenue of 73.66B, resulting in a net margin of 22.4%.
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
JPM 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.
ORLY has higher volatility (7.10%) compared to JPM (6.40%). In terms of maximum drawdown, JPM dropped -76.16% vs ORLY's -65.42%.
JPM currently has the higher Sharpe Ratio (0.90 vs -0.13), 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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