ORLY vs. AAP
ORLY (O'Reilly Automotive, Inc.) and AAP (Advance Auto Parts, Inc.) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, ORLY returned 16.68%/yr vs -8.96%/yr for AAP. Their 0.55 correlation means they have sometimes moved together and sometimes differently.
Performance
ORLY vs. AAP - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -0.68% return, which is significantly lower than AAP's 49.10% return. Over the past 10 years, ORLY has outperformed AAP with an annualized return of 16.68%, while AAP has yielded a comparatively lower -8.96% annualized return.
ORLY
- 1D
- 3.65%
- 1M
- 1.16%
- 6M
- -9.63%
- YTD
- -0.68%
- 1Y
- -7.24%
- 3Y*
- 13.52%
- 5Y*
- 17.39%
- 10Y*
- 16.68%
- ALL TIME*
- 20.94%
AAP
- 1D
- 3.46%
- 1M
- -6.73%
- 6M
- 22.53%
- YTD
- 49.10%
- 1Y
- 0.36%
- 3Y*
- -5.72%
- 5Y*
- -21.04%
- 10Y*
- -8.96%
- ALL TIME*
- 6.90%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $98.84M | $99.27M | $112.47M | |
| $739.12M | $758.37M | $700.87M |
ORLY vs. AAP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -0.68% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
AAP Advance Auto Parts, Inc. | 49.10% | -15.01% | -21.10% | -57.62% | -36.50% | 54.68% | -0.90% | 1.87% | 58.22% | -40.93% |
Correlation
The correlation between ORLY and AAP is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.37 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.45 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.56 |
Correlation (All Time) Calculated using the full available price history since Nov 29, 2001 | 0.55 |
The correlation between ORLY and AAP shifts across timeframes, from 0.37 (3 years) to 0.56 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ORLY:
$75.07B
AAP:
$3.48B
ORLY:
$3.07
AAP:
$2.21
ORLY:
29.50
AAP:
26.12
ORLY:
4.22
AAP:
0.39
ORLY:
$18.21B
AAP:
$6.02B
ORLY:
$9.40B
AAP:
$2.62B
ORLY:
$3.96B
AAP:
$592.00M
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Return for Risk
ORLY vs. AAP — Risk / Return Rank
ORLY
AAP
ORLY vs. AAP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Advance Auto Parts, Inc. (AAP). 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.
| ORLY | AAP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.29 | ||
| Sortino ratioReturn per unit of downside risk | -0.66 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.05 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | -0.31 | 0.01 | -0.32 |
| Martin ratioReturn relative to average drawdown | -0.58 | 0.02 | -0.60 |
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Drawdowns
ORLY vs. AAP - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum AAP drawdown of -86.41%. Use the drawdown chart below to compare losses from any high point for ORLY and AAP.
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Drawdown Indicators
| ORLY | AAP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -86.41% | +20.99% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -39.31% | +16.04% |
Max Drawdown (3Y)Largest decline over 3 years | -23.27% | -64.25% | +40.98% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -86.41% | +63.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -86.41% | +44.41% |
Current DrawdownCurrent decline from peak | -15.98% | -73.29% | +57.31% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -24.03% | +13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.53% | 17.59% | -5.06% |
Volatility
ORLY vs. AAP - Volatility Comparison
The current volatility for O'Reilly Automotive, Inc. (ORLY) is 12.70%, while Advance Auto Parts, Inc. (AAP) has a volatility of 17.87%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than AAP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | AAP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.70% | 17.87% | -5.17% |
Volatility (6M)Calculated over the trailing 6-month period | 21.21% | 38.97% | -17.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.26% | 53.81% | -28.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.28% | 53.77% | -30.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.79% | 45.53% | -18.74% |
Dividends
ORLY vs. AAP - Dividend Comparison
ORLY has not paid dividends to shareholders, while AAP's dividend yield for the trailing twelve months is around 1.73%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AAP Advance Auto Parts, Inc. | 1.73% | 2.54% | 2.11% | 3.28% | 4.08% | 1.35% | 0.63% | 0.15% | 0.15% | 0.24% | 0.14% | 0.16% |
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% |
Financials
ORLY vs. AAP - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Advance Auto Parts, 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
Frequently Asked Questions
ORLY and AAP have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AAP has higher volatility (17.87%) compared to ORLY (12.70%). In terms of maximum drawdown, ORLY dropped -65.42% vs AAP's -86.41%.
AAP currently has the higher Sharpe Ratio (0.01 vs -0.29), 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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