ORLY vs. ADP

Last updated Jun 6, 2026

ORLY (O'Reilly Automotive, Inc.) and ADP (Automatic Data Processing, Inc.) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while ADP operates in Staffing & Employment Services (Industrials). Over the past 10 years, ORLY returned 17.94%/yr vs 12.74%/yr for ADP. At a 0.32 correlation, their price movements are largely independent.

Performance

ORLY vs. ADP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in O'Reilly Automotive, Inc. (ORLY) and Automatic Data Processing, Inc. (ADP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ORLY achieves a -0.96% return, which is significantly higher than ADP's -9.08% return. Over the past 10 years, ORLY has outperformed ADP with an annualized return of 17.94%, while ADP has yielded a comparatively lower 12.74% annualized return.

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%

ADP

• 1D: 0.28%
• 1M: 11.94%
• YTD: -9.08%
• 6M: -10.03%
• 1Y: -27.11%
• 3Y*: 4.66%
• 5Y*: 5.48%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORLY vs. ADP - 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%
ADP Automatic Data Processing, Inc.	-9.08%	-10.18%	28.41%	-0.25%	-1.29%	42.60%	5.86%	32.71%	14.25%	16.54%

Correlation

The correlation between ORLY and ADP is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.40
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since Apr 26, 1993	0.32

The correlation between ORLY and ADP shifts across timeframes, from 0.24 (1 year) to 0.40 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap ORLY : $76.10B ADP : $93.31B
EPS ORLY : $3.06 ADP : $10.72
PE Ratio ORLY : 29.53 ADP : 21.64
PEG Ratio ORLY : 3.18 ADP : 1.63
PS Ratio ORLY : 4.22 ADP : 4.35
Total Revenue (TTM) ORLY : $18.21B ADP : $21.60B
Gross Profit (TTM) ORLY : $9.40B ADP : $10.26B
EBITDA (TTM) ORLY : $3.96B ADP : $6.51B

Return for Risk

ORLY vs. ADP — Risk / Return Rank

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

ORLY

ORLY Risk / Return Rank: 37
ORLY Sharpe Ratio Rank: 39
ORLY Sortino Ratio Rank: 33
ORLY Omega Ratio Rank: 32
ORLY Calmar Ratio Rank: 40
ORLY Martin Ratio Rank: 40

ADP

ADP Risk / Return Rank: 9
ADP Sharpe Ratio Rank: 3
ADP Sortino Ratio Rank: 5
ADP Omega Ratio Rank: 6
ADP Calmar Ratio Rank: 17
ADP Martin Ratio Rank: 15

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.

ORLY vs. ADP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Automatic Data Processing, Inc. (ADP). 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	ADP	Difference
Sharpe ratio: Return per unit of total volatility	-0.05	-1.12	+1.07
Sortino ratio: Return per unit of downside risk	0.09	-1.60	+1.69
Omega ratio: Gain probability vs. loss probability	1.01	0.81	+0.20
Calmar ratio: Return relative to maximum drawdown	-0.06	-0.67	+0.61
Martin ratio: Return relative to average drawdown	-0.12	-1.19	+1.07
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORLY vs. ADP - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is -0.05, which is higher than the ADP Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of ORLY and ADP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ORLY	ADP	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	-1.12	+1.07
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.92	0.25	+0.67
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.68	0.52	+0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.54	+0.10

Drawdowns

ORLY vs. ADP - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than ADP's maximum drawdown of -59.51%. Use the drawdown chart below to compare losses from any high point for ORLY and ADP.

Drawdown Indicators

	ORLY	ADP	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	-59.51%	-5.91%
Max Drawdown (1Y) Largest decline over 1 year	-20.02%	-40.78%	+20.76%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-40.78%	+20.76%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-40.78%	+17.75%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-40.78%	-1.22%
Current Drawdown Current decline from peak	-16.22%	-27.24%	+11.02%
Average Drawdown Average peak-to-trough decline	-10.78%	-12.59%	+1.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.53%	22.81%	-12.28%

Volatility

ORLY vs. ADP - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.99%, while Automatic Data Processing, Inc. (ADP) has a volatility of 9.59%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than ADP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORLY	ADP	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.99%	9.59%	-2.60%
Volatility (6M) Calculated over the trailing 6-month period	18.15%	20.39%	-2.24%
Volatility (1Y) Calculated over the trailing 1-year period	23.00%	24.27%	-1.27%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.62%	22.04%	+0.58%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.52%	24.47%	+2.05%

Dividends

ORLY vs. ADP - Dividend Comparison

ORLY has not paid dividends to shareholders, while ADP's dividend yield for the trailing twelve months is around 2.79%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ADP Automatic Data Processing, Inc.	2.79%	2.46%	1.96%	2.21%	1.83%	1.55%	2.08%	1.92%	2.14%	2.00%	2.10%	2.36%
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. ADP - Profitability Comparison

The chart below illustrates the profitability comparison between O'Reilly Automotive, Inc. and Automatic Data Processing, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

ADP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a gross profit of 2.87B and revenue of 5.94B. Therefore, the gross margin over that period was 48.3%.

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%.

ADP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported an operating income of 1.79B and revenue of 5.94B, resulting in an operating margin of 30.1%.

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%.

ADP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Automatic Data Processing, Inc. reported a net income of 1.36B and revenue of 5.94B, resulting in a net margin of 22.9%.

Frequently Asked Questions

Can I hold both ORLY and ADP in my portfolio?

ORLY and ADP have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ORLY or ADP?

ADP has higher volatility (9.59%) compared to ORLY (6.99%). In terms of maximum drawdown, ORLY dropped -65.42% vs ADP's -59.51%.

Which has better risk-adjusted returns?

ORLY currently has the higher Sharpe Ratio (-0.05 vs -1.12), 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.