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ODC vs. GILD
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ODC vs. GILD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oil-Dri Corporation of America (ODC) and Gilead Sciences, Inc. (GILD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ODC achieves a 101.90% return, which is significantly higher than GILD's 11.55% return. Over the past 10 years, ODC has outperformed GILD with an annualized return of 21.23%, while GILD has yielded a comparatively lower 9.13% annualized return.


ODC

1D
0.58%
1M
-2.11%
6M
59.63%
YTD
101.90%
1Y
74.42%
3Y*
47.80%
5Y*
44.26%
10Y*
21.23%
ALL TIME*
9.91%

GILD

1D
3.13%
1M
3.03%
6M
-4.44%
YTD
11.55%
1Y
21.19%
3Y*
23.80%
5Y*
18.56%
10Y*
9.13%
ALL TIME*
18.64%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$883.63M$898.88M$999.96M
$10.61M$11.51M$10.32M

ODC vs. GILD - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODC
Oil-Dri Corporation of America
101.90%13.19%32.89%104.83%6.46%-1.06%-3.23%41.07%-34.48%11.16%
GILD
Gilead Sciences, Inc.
11.55%36.59%18.68%-1.99%23.63%29.95%-6.70%7.88%-9.92%2.96%

Correlation

The correlation between ODC and GILD is 0.17, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.17

Correlation (3Y)
Balances recent behavior with more history.

0.14

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.16

Correlation (10Y)
Provides a long-term view across more market conditions.

0.18

Correlation (All Time)
Calculated using the full available price history since Jan 22, 1992

0.10

Fundamentals

Market Cap

ODC:

$1.37B

GILD:

$167.92B

EPS

ODC:

$3.45

GILD:

$4.18

PE Ratio

ODC:

28.45

GILD:

32.32

PEG Ratio

ODC:

0.27

GILD:

0.08

PS Ratio

ODC:

3.19

GILD:

5.56

Total Revenue (TTM)

ODC:

$489.76M

GILD:

$30.46B

Gross Profit (TTM)

ODC:

$136.36M

GILD:

$12.58B

EBITDA (TTM)

ODC:

$83.04M

GILD:

-$53.00M

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Return for Risk

ODC vs. GILD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ODC
ODC Risk / Return Rank: 8686
Overall Rank
ODC Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
ODC Sortino Ratio Rank: 8888
Sortino Ratio Rank
ODC Omega Ratio Rank: 8989
Omega Ratio Rank
ODC Calmar Ratio Rank: 8080
Calmar Ratio Rank
ODC Martin Ratio Rank: 8181
Martin Ratio Rank

GILD
GILD Risk / Return Rank: 6565
Overall Rank
GILD Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
GILD Sortino Ratio Rank: 6666
Sortino Ratio Rank
GILD Omega Ratio Rank: 6161
Omega Ratio Rank
GILD Calmar Ratio Rank: 6565
Calmar Ratio Rank
GILD Martin Ratio Rank: 6565
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ODC vs. GILD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil-Dri Corporation of America (ODC) and Gilead Sciences, Inc. (GILD). 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.


ODCGILDDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.36

1.15

+0.21

Calmar ratioReturn relative to maximum drawdown

2.29

0.99

+1.30

Martin ratioReturn relative to average drawdown

5.89

2.23

+3.67

ODC vs. GILD - Sharpe Ratio Comparison

The current ODC Sharpe Ratio is 1.96, which is higher than the GILD Sharpe Ratio of 0.78. The chart below compares the historical Sharpe Ratios of ODC and GILD, 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

ODC vs. GILD - Drawdown Comparison

The maximum ODC drawdown since its inception was -70.82%, roughly equal to the maximum GILD drawdown of -70.83%. Use the drawdown chart below to compare losses from any high point for ODC and GILD.


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Drawdown Indicators


ODCGILDDifference

Max Drawdown

Largest peak-to-trough decline

-70.82%

-70.83%

+0.01%

Max Drawdown (1Y)

Largest decline over 1 year

-32.73%

-21.59%

-11.14%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

-26.59%

-6.14%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-26.59%

-10.68%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-30.47%

-18.39%

Current Drawdown

Current decline from peak

-7.72%

-12.12%

+4.40%

Average Drawdown

Average peak-to-trough decline

-22.59%

-22.13%

-0.46%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.67%

9.55%

+3.12%

Volatility

ODC vs. GILD - Volatility Comparison

Oil-Dri Corporation of America (ODC) and Gilead Sciences, Inc. (GILD) have volatilities of 9.49% and 9.59%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODCGILDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.49%

9.59%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

27.08%

19.45%

+7.63%

Volatility (1Y)

Calculated over the trailing 1-year period

38.26%

27.14%

+11.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

36.16%

24.57%

+11.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.79%

25.48%

+11.31%

Dividends

ODC vs. GILD - Dividend Comparison

ODC's dividend yield for the trailing twelve months is around 0.78%, less than GILD's 2.38% yield.


PositionTTM20252024202320222021202020192018201720162015
GILD
Gilead Sciences, Inc.
2.38%2.57%3.33%3.70%3.40%3.91%4.67%3.88%3.65%2.90%2.57%1.27%
ODC
Oil-Dri Corporation of America
0.78%1.37%1.37%1.70%3.28%3.24%2.99%2.70%3.55%2.17%2.25%2.23%

Financials

ODC vs. GILD - Financials Comparison

This section allows you to compare key financial metrics between Oil-Dri Corporation of America and Gilead Sciences, 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

Frequently Asked Questions


ODC and GILD have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

GILD has higher volatility (9.59%) compared to ODC (9.49%). In terms of maximum drawdown, ODC dropped -70.82% vs GILD's -70.83%.

ODC currently has the higher Sharpe Ratio (1.96 vs 0.78), 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

Find the right allocation for ODC and GILD

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