PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
NKRKY vs. ORLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between NKRKY and ORLY is 0.15, 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.


-0.50.00.51.00.2

Performance

NKRKY vs. ORLY - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%SeptemberOctoberNovemberDecember2025February
-27.60%
16.39%
NKRKY
ORLY

Key characteristics

Sharpe Ratio

NKRKY:

-0.65

ORLY:

1.33

Sortino Ratio

NKRKY:

-0.72

ORLY:

1.95

Omega Ratio

NKRKY:

0.90

ORLY:

1.24

Calmar Ratio

NKRKY:

-0.26

ORLY:

1.38

Martin Ratio

NKRKY:

-1.52

ORLY:

3.49

Ulcer Index

NKRKY:

13.96%

ORLY:

7.12%

Daily Std Dev

NKRKY:

32.14%

ORLY:

18.65%

Max Drawdown

NKRKY:

-80.97%

ORLY:

-65.42%

Current Drawdown

NKRKY:

-79.56%

ORLY:

-2.66%

Fundamentals

Market Cap

NKRKY:

$934.21M

ORLY:

$74.36B

EPS

NKRKY:

-$0.09

ORLY:

$40.69

PEG Ratio

NKRKY:

0.00

ORLY:

2.03

Total Revenue (TTM)

NKRKY:

$1.29B

ORLY:

$16.71B

Gross Profit (TTM)

NKRKY:

$233.90M

ORLY:

$8.55B

EBITDA (TTM)

NKRKY:

$114.80M

ORLY:

$3.48B

Returns By Period

In the year-to-date period, NKRKY achieves a -11.90% return, which is significantly lower than ORLY's 10.68% return. Over the past 10 years, NKRKY has underperformed ORLY with an annualized return of -9.55%, while ORLY has yielded a comparatively higher 20.25% annualized return.


NKRKY

YTD

-11.90%

1M

-14.62%

6M

-27.59%

1Y

-22.84%

5Y*

-20.71%

10Y*

-9.55%

ORLY

YTD

10.68%

1M

5.75%

6M

16.39%

1Y

26.22%

5Y*

27.47%

10Y*

20.25%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

NKRKY vs. ORLY — Risk-Adjusted Performance Rank

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

NKRKY
The Risk-Adjusted Performance Rank of NKRKY is 1616
Overall Rank
The Sharpe Ratio Rank of NKRKY is 1414
Sharpe Ratio Rank
The Sortino Ratio Rank of NKRKY is 1616
Sortino Ratio Rank
The Omega Ratio Rank of NKRKY is 1515
Omega Ratio Rank
The Calmar Ratio Rank of NKRKY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of NKRKY is 55
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 8080
Overall Rank
The Sharpe Ratio Rank of ORLY is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 7979
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

NKRKY vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Nokian Tyres Plc ADR (NKRKY) 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 NKRKY, currently valued at -0.72, compared to the broader market-2.000.002.00-0.721.33
The chart of Sortino ratio for NKRKY, currently valued at -0.83, compared to the broader market-4.00-2.000.002.004.006.00-0.831.95
The chart of Omega ratio for NKRKY, currently valued at 0.88, compared to the broader market0.501.001.502.000.881.24
The chart of Calmar ratio for NKRKY, currently valued at -0.27, compared to the broader market0.002.004.006.00-0.271.38
The chart of Martin ratio for NKRKY, currently valued at -1.56, compared to the broader market-10.000.0010.0020.0030.00-1.563.49
NKRKY
ORLY

The current NKRKY Sharpe Ratio is -0.65, which is lower than the ORLY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of NKRKY 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 Ratio-1.00-0.500.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.72
1.33
NKRKY
ORLY

Dividends

NKRKY vs. ORLY - Dividend Comparison

NKRKY's dividend yield for the trailing twelve months is around 8.83%, while ORLY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
NKRKY
Nokian Tyres Plc ADR
8.83%7.78%6.45%12.11%3.76%6.02%6.19%6.32%3.71%4.42%4.57%8.05%
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%

Drawdowns

NKRKY vs. ORLY - Drawdown Comparison

The maximum NKRKY drawdown since its inception was -80.97%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for NKRKY and ORLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-79.56%
-2.66%
NKRKY
ORLY

Volatility

NKRKY vs. ORLY - Volatility Comparison

Nokian Tyres Plc ADR (NKRKY) has a higher volatility of 18.46% compared to O'Reilly Automotive, Inc. (ORLY) at 5.48%. This indicates that NKRKY'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
18.46%
5.48%
NKRKY
ORLY

Financials

NKRKY vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between Nokian Tyres Plc ADR 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2025 PortfoliosLab