ODFL vs. ORLY
ODFL (Old Dominion Freight Line, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. ODFL operates in Trucking (Industrials), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, ODFL returned 29.45%/yr vs 18.05%/yr for ORLY. At a 0.22 correlation, their price movements are largely independent.
Performance
ODFL vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, ODFL achieves a 57.15% return, which is significantly higher than ORLY's -0.21% return. Over the past 10 years, ODFL has outperformed ORLY with an annualized return of 29.45%, while ORLY has yielded a comparatively lower 18.05% annualized return.
ODFL
- 1D
- -0.81%
- 1M
- 30.07%
- YTD
- 57.15%
- 6M
- 54.50%
- 1Y
- 52.30%
- 3Y*
- 17.00%
- 5Y*
- 14.95%
- 10Y*
- 29.45%
ORLY
- 1D
- 1.02%
- 1M
- 1.47%
- YTD
- -0.21%
- 6M
- -3.28%
- 1Y
- -0.03%
- 3Y*
- 14.22%
- 5Y*
- 20.62%
- 10Y*
- 18.05%
ODFL vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ODFL Old Dominion Freight Line, Inc. | 57.15% | -10.47% | -12.51% | 43.46% | -20.48% | 84.15% | 54.81% | 54.36% | -5.79% | 54.11% |
ORLY O'Reilly Automotive, Inc. | -0.21% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
Correlation
The correlation between ODFL and ORLY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.22 |
The correlation between ODFL and ORLY shifts across timeframes, from 0.12 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ODFL:
$51.44B
ORLY:
$76.69B
ODFL:
$4.78
ORLY:
$3.06
ODFL:
51.37
ORLY:
29.76
ODFL:
13.85
ORLY:
3.20
ODFL:
9.48
ORLY:
4.26
ODFL:
$5.46B
ORLY:
$18.21B
ODFL:
$1.69B
ORLY:
$9.40B
ODFL:
$1.71B
ORLY:
$3.96B
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Return for Risk
ODFL vs. ORLY — Risk / Return Rank
ODFL
ORLY
ODFL vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Old Dominion Freight Line, Inc. (ODFL) 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.
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.
| ODFL | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.35 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.24 | 1.02 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.02 | -0.00 | +2.02 |
| Martin ratioReturn relative to average drawdown | 4.50 | -0.00 | +4.51 |
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Drawdowns
ODFL vs. ORLY - Drawdown Comparison
The maximum ODFL drawdown since its inception was -66.29%, roughly equal to the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for ODFL and ORLY.
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Drawdown Indicators
| ODFL | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.29% | -65.42% | -0.87% |
Max Drawdown (1Y)Largest decline over 1 year | -26.06% | -20.02% | -6.04% |
Max Drawdown (3Y)Largest decline over 3 years | -45.18% | -20.02% | -25.16% |
Max Drawdown (5Y)Largest decline over 5 years | -45.18% | -23.03% | -22.15% |
Max Drawdown (10Y)Largest decline over 10 years | -45.18% | -42.00% | -3.18% |
Current DrawdownCurrent decline from peak | -1.20% | -15.58% | +14.38% |
Average DrawdownAverage peak-to-trough decline | -19.09% | -10.78% | -8.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.65% | 10.77% | +0.88% |
Volatility
ODFL vs. ORLY - Volatility Comparison
Old Dominion Freight Line, Inc. (ODFL) has a higher volatility of 10.52% compared to O'Reilly Automotive, Inc. (ORLY) at 6.52%. This indicates that ODFL'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.
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Volatility by Period
| ODFL | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.52% | 6.52% | +4.00% |
Volatility (6M)Calculated over the trailing 6-month period | 29.25% | 17.78% | +11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.94% | 22.82% | +16.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.44% | 22.63% | +13.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.12% | 26.52% | +6.60% |
Dividends
ODFL vs. ORLY - Dividend Comparison
ODFL's dividend yield for the trailing twelve months is around 0.46%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ODFL Old Dominion Freight Line, Inc. | 0.46% | 0.71% | 0.59% | 0.39% | 0.42% | 0.22% | 0.31% | 0.36% | 0.42% | 0.38% |
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% |
Financials
ODFL vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Old Dominion Freight Line, 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.
Total Revenue: Total amount of money received from sales and other business activities
ODFL vs. ORLY - Profitability Comparison
ODFL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported a gross profit of 369.26M and revenue of 1.33B. Therefore, the gross margin over that period was 27.7%.
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.
ODFL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported an operating income of 317.34M and revenue of 1.33B, resulting in an operating margin of 23.8%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.
ODFL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Old Dominion Freight Line, Inc. reported a net income of 238.26M and revenue of 1.33B, resulting in a net margin of 17.9%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.
Frequently Asked Questions
ODFL and ORLY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ODFL has higher volatility (10.52%) compared to ORLY (6.52%). In terms of maximum drawdown, ODFL dropped -66.29% vs ORLY's -65.42%.
ODFL currently has the higher Sharpe Ratio (1.35 vs -0.00), 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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