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MUSA vs. ORLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MUSA and ORLY is 0.37, 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.


-0.50.00.51.00.4

Performance

MUSA vs. ORLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Murphy USA Inc. (MUSA) and O'Reilly Automotive, Inc. (ORLY). The values are adjusted to include any dividend payments, if applicable.

700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%1,300.00%1,400.00%JulyAugustSeptemberOctoberNovemberDecember
1,269.63%
899.60%
MUSA
ORLY

Key characteristics

Sharpe Ratio

MUSA:

1.91

ORLY:

1.48

Sortino Ratio

MUSA:

2.82

ORLY:

2.10

Omega Ratio

MUSA:

1.33

ORLY:

1.28

Calmar Ratio

MUSA:

3.93

ORLY:

1.57

Martin Ratio

MUSA:

10.74

ORLY:

4.04

Ulcer Index

MUSA:

4.38%

ORLY:

7.00%

Daily Std Dev

MUSA:

24.59%

ORLY:

19.14%

Max Drawdown

MUSA:

-33.72%

ORLY:

-65.42%

Current Drawdown

MUSA:

-6.39%

ORLY:

-4.05%

Fundamentals

Market Cap

MUSA:

$10.93B

ORLY:

$71.94B

EPS

MUSA:

$24.20

ORLY:

$40.37

PE Ratio

MUSA:

22.30

ORLY:

30.87

PEG Ratio

MUSA:

2.40

ORLY:

1.96

Total Revenue (TTM)

MUSA:

$20.60B

ORLY:

$16.44B

Gross Profit (TTM)

MUSA:

$5.88B

ORLY:

$8.42B

EBITDA (TTM)

MUSA:

$1.00B

ORLY:

$3.58B

Returns By Period

In the year-to-date period, MUSA achieves a 46.41% return, which is significantly higher than ORLY's 28.32% return. Over the past 10 years, MUSA has outperformed ORLY with an annualized return of 23.33%, while ORLY has yielded a comparatively lower 20.16% annualized return.


MUSA

YTD

46.41%

1M

-0.96%

6M

8.64%

1Y

44.49%

5Y*

34.70%

10Y*

23.33%

ORLY

YTD

28.32%

1M

2.54%

6M

12.69%

1Y

27.32%

5Y*

22.58%

10Y*

20.16%

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Risk-Adjusted Performance

MUSA vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) 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 MUSA, currently valued at 1.91, compared to the broader market-4.00-2.000.002.001.911.48
The chart of Sortino ratio for MUSA, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.822.10
The chart of Omega ratio for MUSA, currently valued at 1.33, compared to the broader market0.501.001.502.001.331.28
The chart of Calmar ratio for MUSA, currently valued at 3.93, compared to the broader market0.002.004.006.003.931.57
The chart of Martin ratio for MUSA, currently valued at 10.74, compared to the broader market-5.000.005.0010.0015.0020.0025.0010.744.04
MUSA
ORLY

The current MUSA Sharpe Ratio is 1.91, which is comparable to the ORLY Sharpe Ratio of 1.48. The chart below compares the historical Sharpe Ratios of MUSA 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
1.91
1.48
MUSA
ORLY

Dividends

MUSA vs. ORLY - Dividend Comparison

MUSA's dividend yield for the trailing twelve months is around 0.34%, while ORLY has not paid dividends to shareholders.


TTM2023202220212020
MUSA
Murphy USA Inc.
0.34%0.43%0.45%0.52%0.19%
ORLY
O'Reilly Automotive, Inc.
0.00%0.00%0.00%0.00%0.00%

Drawdowns

MUSA vs. ORLY - Drawdown Comparison

The maximum MUSA drawdown since its inception was -33.72%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for MUSA 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
-6.39%
-4.05%
MUSA
ORLY

Volatility

MUSA vs. ORLY - Volatility Comparison

Murphy USA Inc. (MUSA) has a higher volatility of 6.28% compared to O'Reilly Automotive, Inc. (ORLY) at 4.36%. This indicates that MUSA'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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.28%
4.36%
MUSA
ORLY

Financials

MUSA vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between Murphy USA 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
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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.

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