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OBDC vs. ORI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

OBDC vs. ORI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Owl Capital Corporation (OBDC) and Old Republic International Corporation (ORI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, OBDC achieves a -10.14% return, which is significantly lower than ORI's -7.94% return.


OBDC

1D
-0.74%
1M
-2.18%
YTD
-10.14%
6M
-9.14%
1Y
-15.96%
3Y*
4.71%
5Y*
5.07%
10Y*

ORI

1D
1.01%
1M
0.16%
YTD
-7.94%
6M
-9.04%
1Y
14.17%
3Y*
25.72%
5Y*
18.21%
10Y*
15.82%
*Multi-year figures are annualized to reflect compound growth (CAGR)

OBDC vs. ORI - Yearly Performance Comparison


2026 (YTD)2025202420232022202120202019
OBDC
Blue Owl Capital Corporation
-10.14%-7.87%14.69%43.51%-9.48%21.99%-19.52%20.00%
ORI
Old Republic International Corporation
-7.94%37.50%27.10%26.32%6.68%44.92%-7.64%3.68%

Correlation

The correlation between OBDC and ORI is 0.05, 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

0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Jul 18, 2019

0.34

Over the past year, the correlation between OBDC and ORI has dropped to 0.05 - well below their long-term average of 0.34, suggesting their price drivers have been diverging.

Fundamentals

EPS

OBDC:

$1.07

ORI:

$5.45

PE Ratio

OBDC:

10.06

ORI:

7.17

PEG Ratio

OBDC:

15.11

ORI:

2.90

PS Ratio

OBDC:

4.08

ORI:

0.78

Total Revenue (TTM)

OBDC:

$1.34B

ORI:

$9.37B

Gross Profit (TTM)

OBDC:

$616.29M

ORI:

$3.23B

EBITDA (TTM)

OBDC:

$539.15M

ORI:

$911.00M

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Return for Risk

OBDC vs. ORI — Risk / Return Rank

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

OBDC
OBDC Risk / Return Rank: 1515
Overall Rank
OBDC Sharpe Ratio Rank: 1212
Sharpe Ratio Rank
OBDC Sortino Ratio Rank: 1414
Sortino Ratio Rank
OBDC Omega Ratio Rank: 1515
Omega Ratio Rank
OBDC Calmar Ratio Rank: 1717
Calmar Ratio Rank
OBDC Martin Ratio Rank: 1818
Martin Ratio Rank

ORI
ORI Risk / Return Rank: 5959
Overall Rank
ORI Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
ORI Sortino Ratio Rank: 5353
Sortino Ratio Rank
ORI Omega Ratio Rank: 5555
Omega Ratio Rank
ORI Calmar Ratio Rank: 6262
Calmar Ratio Rank
ORI Martin Ratio Rank: 6262
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.

OBDC vs. ORI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Owl Capital Corporation (OBDC) and Old Republic International Corporation (ORI). 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.


OBDCORIDifference
Sharpe ratioReturn per unit of total volatility

-1.31

Sortino ratioReturn per unit of downside risk

-1.79

Omega ratioGain probability vs. loss probability

0.90

1.13

-0.23

Calmar ratioReturn relative to maximum drawdown

-0.67

0.88

-1.55

Martin ratioReturn relative to average drawdown

-1.10

2.16

-3.27

OBDC vs. ORI - Sharpe Ratio Comparison

The current OBDC Sharpe Ratio is -0.69, which is lower than the ORI Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of OBDC and ORI, 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

OBDC vs. ORI - Drawdown Comparison

The maximum OBDC drawdown since its inception was -56.07%, smaller than the maximum ORI drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for OBDC and ORI.


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Drawdown Indicators


OBDCORIDifference

Max Drawdown

Largest peak-to-trough decline

-56.07%

-66.19%

+10.12%

Max Drawdown (1Y)

Largest decline over 1 year

-23.90%

-16.18%

-7.72%

Max Drawdown (3Y)

Largest decline over 3 years

-23.90%

-16.18%

-7.72%

Max Drawdown (5Y)

Largest decline over 5 years

-28.26%

-20.36%

-7.90%

Max Drawdown (10Y)

Largest decline over 10 years

-47.78%

Current Drawdown

Current decline from peak

-21.52%

-9.88%

-11.64%

Average Drawdown

Average peak-to-trough decline

-10.69%

-14.53%

+3.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

14.49%

6.56%

+7.93%

Volatility

OBDC vs. ORI - Volatility Comparison

Blue Owl Capital Corporation (OBDC) has a higher volatility of 6.78% compared to Old Republic International Corporation (ORI) at 6.37%. This indicates that OBDC's price experiences larger fluctuations and is considered to be riskier than ORI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


OBDCORIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

6.37%

+0.41%

Volatility (6M)

Calculated over the trailing 6-month period

18.96%

18.10%

+0.86%

Volatility (1Y)

Calculated over the trailing 1-year period

23.30%

23.02%

+0.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.72%

22.16%

-1.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.04%

26.15%

+0.89%

Dividends

OBDC vs. ORI - Dividend Comparison

OBDC's dividend yield for the trailing twelve months is around 13.90%, more than ORI's 9.49% yield.


PositionTTM20252024202320222021202020192018201720162015
OBDC
Blue Owl Capital Corporation
13.90%12.55%11.38%10.77%11.17%8.76%12.32%3.80%0.00%0.00%0.00%0.00%
ORI
Old Republic International Corporation
9.49%6.92%2.93%3.33%7.95%13.75%4.26%8.05%8.65%3.55%3.95%3.97%

Financials

OBDC vs. ORI - Financials Comparison

This section allows you to compare key financial metrics between Blue Owl Capital Corporation and Old Republic International Corporation. 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


0.00500.00M1.00B1.50B2.00B2.50B20222023202420252026
342.53M
2.40B
(OBDC) Total Revenue
(ORI) Total Revenue
Values in USD except per share items

OBDC vs. ORI - Profitability Comparison

The chart below illustrates the profitability comparison between Blue Owl Capital Corporation and Old Republic International Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%100.0%2022202320242025202600
Portfolio components
OBDC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a gross profit of 0.00 and revenue of 342.53M. Therefore, the gross margin over that period was 0.0%.

ORI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported a gross profit of 0.00 and revenue of 2.40B. Therefore, the gross margin over that period was 0.0%.

OBDC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported an operating income of 0.00 and revenue of 342.53M, resulting in an operating margin of 0.0%.

ORI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported an operating income of 0.00 and revenue of 2.40B, resulting in an operating margin of 0.0%.

OBDC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Blue Owl Capital Corporation reported a net income of 159.17M and revenue of 342.53M, resulting in a net margin of 46.5%.

ORI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported a net income of 330.00M and revenue of 2.40B, resulting in a net margin of 13.8%.


Frequently Asked Questions


OBDC and ORI have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

OBDC has higher volatility (6.78%) compared to ORI (6.37%). In terms of maximum drawdown, OBDC dropped -56.07% vs ORI's -66.19%.

ORI currently has the higher Sharpe Ratio (0.62 vs -0.69), 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.

Portfolio Optimizer

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