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

Performance

ODC vs. STRT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Oil-Dri Corporation of America (ODC) and Strattec Security Corporation (STRT). 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 103.42% return, which is significantly higher than STRT's 5.79% return. Over the past 10 years, ODC has outperformed STRT with an annualized return of 22.23%, while STRT has yielded a comparatively lower 7.69% annualized return.


ODC

1D
4.45%
1M
32.21%
YTD
103.42%
6M
100.31%
1Y
72.83%
3Y*
56.61%
5Y*
45.03%
10Y*
22.23%

STRT

1D
0.12%
1M
11.20%
YTD
5.79%
6M
0.71%
1Y
38.88%
3Y*
66.34%
5Y*
12.80%
10Y*
7.69%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ODC vs. STRT - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ODC
Oil-Dri Corporation of America
103.42%13.19%32.89%104.83%6.46%-1.06%-3.23%41.07%-34.48%11.16%
STRT
Strattec Security Corporation
5.79%84.81%62.59%23.31%-44.49%-25.00%123.78%-21.04%-32.75%9.81%

Correlation

The correlation between ODC and STRT is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.27

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

0.18

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

0.16

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since May 24, 1995

0.10

The correlation between ODC and STRT shifts across timeframes, from 0.10 (all time) to 0.27 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

ODC:

$1.38B

STRT:

$332.91M

EPS

ODC:

$3.40

STRT:

$6.06

PE Ratio

ODC:

29.11

STRT:

13.29

PEG Ratio

ODC:

0.27

STRT:

0.37

PS Ratio

ODC:

3.27

STRT:

0.57

PB Ratio

ODC:

4.82

STRT:

1.38

Total Revenue (TTM)

ODC:

$489.76M

STRT:

$579.58M

Gross Profit (TTM)

ODC:

$136.36M

STRT:

$97.12M

EBITDA (TTM)

ODC:

$83.04M

STRT:

$36.69M

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Return for Risk

ODC vs. STRT — Risk / Return Rank

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

ODC
ODC Risk / Return Rank: 8484
Overall Rank
ODC Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
ODC Sortino Ratio Rank: 8686
Sortino Ratio Rank
ODC Omega Ratio Rank: 8787
Omega Ratio Rank
ODC Calmar Ratio Rank: 7979
Calmar Ratio Rank
ODC Martin Ratio Rank: 8080
Martin Ratio Rank

STRT
STRT Risk / Return Rank: 6666
Overall Rank
STRT Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
STRT Sortino Ratio Rank: 6464
Sortino Ratio Rank
STRT Omega Ratio Rank: 6262
Omega Ratio Rank
STRT Calmar Ratio Rank: 6868
Calmar Ratio Rank
STRT Martin Ratio Rank: 6868
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.

ODC vs. STRT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Oil-Dri Corporation of America (ODC) and Strattec Security Corporation (STRT). 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.


ODCSTRTDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.36

Omega ratioGain probability vs. loss probability

1.36

1.16

+0.20

Calmar ratioReturn relative to maximum drawdown

2.24

1.25

+0.99

Martin ratioReturn relative to average drawdown

5.76

2.82

+2.94

ODC vs. STRT - Sharpe Ratio Comparison

The current ODC Sharpe Ratio is 1.93, which is higher than the STRT Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of ODC and STRT, 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. STRT - Drawdown Comparison

The maximum ODC drawdown since its inception was -70.82%, smaller than the maximum STRT drawdown of -89.98%. Use the drawdown chart below to compare losses from any high point for ODC and STRT.


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Drawdown Indicators


ODCSTRTDifference

Max Drawdown

Largest peak-to-trough decline

-70.82%

-89.98%

+19.16%

Max Drawdown (1Y)

Largest decline over 1 year

-32.73%

-31.31%

-1.42%

Max Drawdown (3Y)

Largest decline over 3 years

-32.73%

-36.82%

+4.09%

Max Drawdown (5Y)

Largest decline over 5 years

-37.27%

-61.60%

+24.33%

Max Drawdown (10Y)

Largest decline over 10 years

-48.86%

-74.35%

+25.49%

Current Drawdown

Current decline from peak

0.00%

-18.67%

+18.67%

Average Drawdown

Average peak-to-trough decline

-22.65%

-40.61%

+17.96%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.68%

13.82%

-1.14%

Volatility

ODC vs. STRT - Volatility Comparison

Oil-Dri Corporation of America (ODC) has a higher volatility of 19.48% compared to Strattec Security Corporation (STRT) at 8.37%. This indicates that ODC's price experiences larger fluctuations and is considered to be riskier than STRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ODCSTRTDifference

Volatility (1M)

Calculated over the trailing 1-month period

19.48%

8.37%

+11.11%

Volatility (6M)

Calculated over the trailing 6-month period

26.52%

34.01%

-7.49%

Volatility (1Y)

Calculated over the trailing 1-year period

38.13%

49.11%

-10.98%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.93%

49.16%

-13.23%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.71%

53.52%

-16.81%

Dividends

ODC vs. STRT - Dividend Comparison

ODC's dividend yield for the trailing twelve months is around 0.78%, while STRT has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
STRT
Strattec Security Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.28%2.52%1.94%1.29%1.34%0.89%

Financials

ODC vs. STRT - Financials Comparison

This section allows you to compare key financial metrics between Oil-Dri Corporation of America and Strattec Security 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


80.00M100.00M120.00M140.00M160.00M20222023202420252026
126.33M
137.63M
(ODC) Total Revenue
(STRT) Total Revenue
Values in USD except per share items

ODC vs. STRT - Profitability Comparison

The chart below illustrates the profitability comparison between Oil-Dri Corporation of America and Strattec Security Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%15.0%20.0%25.0%30.0%20222023202420252026
26.7%
16.5%
Portfolio components
ODC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Oil-Dri Corporation of America reported a gross profit of 33.73M and revenue of 126.33M. Therefore, the gross margin over that period was 26.7%.

STRT - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Strattec Security Corporation reported a gross profit of 22.66M and revenue of 137.63M. Therefore, the gross margin over that period was 16.5%.

ODC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Oil-Dri Corporation of America reported an operating income of 17.09M and revenue of 126.33M, resulting in an operating margin of 13.5%.

STRT - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Strattec Security Corporation reported an operating income of 5.05M and revenue of 137.63M, resulting in an operating margin of 3.7%.

ODC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Oil-Dri Corporation of America reported a net income of 14.53M and revenue of 126.33M, resulting in a net margin of 11.5%.

STRT - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Strattec Security Corporation reported a net income of 3.24M and revenue of 137.63M, resulting in a net margin of 2.4%.


Frequently Asked Questions


ODC and STRT have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ODC has higher volatility (19.48%) compared to STRT (8.37%). In terms of maximum drawdown, ODC dropped -70.82% vs STRT's -89.98%.

ODC currently has the higher Sharpe Ratio (1.93 vs 0.80), 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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