ORLY vs. ABBV
ORLY (O'Reilly Automotive, Inc.) and ABBV (AbbVie Inc.) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while ABBV operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ORLY returned 17.94%/yr vs 18.45%/yr for ABBV. At a 0.26 correlation, their price movements are largely independent.
Performance
ORLY vs. ABBV - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORLY achieves a -0.96% return, which is significantly lower than ABBV's 1.08% return. Both investments have delivered pretty close results over the past 10 years, with ORLY having a 17.94% annualized return and ABBV not far ahead at 18.45%.
ORLY
- 1D
- 2.18%
- 1M
- -4.70%
- YTD
- -0.96%
- 6M
- -8.66%
- 1Y
- -1.23%
- 3Y*
- 15.21%
- 5Y*
- 20.81%
- 10Y*
- 17.94%
ABBV
- 1D
- 1.02%
- 1M
- 10.83%
- YTD
- 1.08%
- 6M
- 2.16%
- 1Y
- 25.16%
- 3Y*
- 23.16%
- 5Y*
- 19.52%
- 10Y*
- 18.45%
ORLY vs. ABBV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -0.96% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
ABBV AbbVie Inc. | 1.08% | 33.08% | 18.86% | -0.23% | 24.01% | 32.43% | 27.72% | 1.47% | -0.96% | 60.07% |
Correlation
The correlation between ORLY and ABBV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2013 | 0.26 |
Fundamentals
ORLY:
$76.10B
ABBV:
$403.11B
ORLY:
$3.06
ABBV:
$2.05
ORLY:
29.53
ABBV:
110.71
ORLY:
4.22
ABBV:
6.41
ORLY:
$18.21B
ABBV:
$62.82B
ORLY:
$9.40B
ABBV:
$46.15B
ORLY:
$3.96B
ABBV:
$17.96B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ORLY vs. ABBV — Risk / Return Rank
ORLY
ABBV
ORLY vs. ABBV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and AbbVie Inc. (ABBV). 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.
| ORLY | ABBV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.10 | ||
| Sortino ratioReturn per unit of downside risk | -1.49 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.06 | 1.46 | -1.52 |
| Martin ratioReturn relative to average drawdown | -0.12 | 3.27 | -3.39 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ORLY | ABBV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.05 | 1.04 | -1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.92 | 0.86 | +0.07 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.68 | 0.72 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.75 | -0.10 |
Drawdowns
ORLY vs. ABBV - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for ORLY and ABBV.
Loading charts...
Drawdown Indicators
| ORLY | ABBV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -45.09% | -20.33% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -17.32% | -2.70% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -20.74% | +0.72% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -21.92% | -1.11% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -45.09% | +3.09% |
Current DrawdownCurrent decline from peak | -16.22% | -4.81% | -11.41% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -10.72% | -0.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.53% | 7.71% | +2.82% |
Volatility
ORLY vs. ABBV - Volatility Comparison
O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 6.99% compared to AbbVie Inc. (ABBV) at 6.15%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ORLY | ABBV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 6.15% | +0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 18.15% | 17.80% | +0.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.00% | 24.23% | -1.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.62% | 22.89% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 25.74% | +0.78% |
Dividends
ORLY vs. ABBV - Dividend Comparison
ORLY has not paid dividends to shareholders, while ABBV's dividend yield for the trailing twelve months is around 2.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABBV AbbVie Inc. | 2.97% | 2.87% | 3.49% | 3.82% | 3.49% | 3.84% | 4.41% | 4.83% | 3.89% | 2.65% | 3.64% | 3.41% |
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. ABBV - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and AbbVie 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
ORLY vs. ABBV - Profitability Comparison
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%.
ABBV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a gross profit of 12.53B and revenue of 15.00B. Therefore, the gross margin over that period was 83.5%.
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%.
ABBV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported an operating income of 4.73B and revenue of 15.00B, resulting in an operating margin of 31.6%.
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%.
ABBV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AbbVie Inc. reported a net income of 699.00M and revenue of 15.00B, resulting in a net margin of 4.7%.
Frequently Asked Questions
ORLY and ABBV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (6.99%) compared to ABBV (6.15%). In terms of maximum drawdown, ORLY dropped -65.42% vs ABBV's -45.09%.
ABBV currently has the higher Sharpe Ratio (1.04 vs -0.05), 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.
Find the right allocation for ORLY and ABBV
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer