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ORLY vs. AZO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ORLY and AZO is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

ORLY vs. AZO - Performance Comparison

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

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.38%
6.88%
ORLY
AZO

Key characteristics

Sharpe Ratio

ORLY:

1.35

AZO:

1.03

Sortino Ratio

ORLY:

1.95

AZO:

1.58

Omega Ratio

ORLY:

1.25

AZO:

1.19

Calmar Ratio

ORLY:

1.44

AZO:

1.38

Martin Ratio

ORLY:

3.71

AZO:

3.37

Ulcer Index

ORLY:

7.00%

AZO:

6.34%

Daily Std Dev

ORLY:

19.21%

AZO:

20.74%

Max Drawdown

ORLY:

-65.42%

AZO:

-46.33%

Current Drawdown

ORLY:

-4.42%

AZO:

-4.60%

Fundamentals

Market Cap

ORLY:

$71.94B

AZO:

$55.79B

EPS

ORLY:

$40.37

AZO:

$149.36

PE Ratio

ORLY:

30.87

AZO:

22.22

PEG Ratio

ORLY:

1.96

AZO:

1.78

Total Revenue (TTM)

ORLY:

$16.44B

AZO:

$14.30B

Gross Profit (TTM)

ORLY:

$8.42B

AZO:

$7.60B

EBITDA (TTM)

ORLY:

$3.58B

AZO:

$3.37B

Returns By Period

In the year-to-date period, ORLY achieves a 27.82% return, which is significantly higher than AZO's 24.35% return. Over the past 10 years, ORLY has outperformed AZO with an annualized return of 20.12%, while AZO has yielded a comparatively lower 17.99% annualized return.


ORLY

YTD

27.82%

1M

1.15%

6M

12.38%

1Y

27.80%

5Y*

22.51%

10Y*

20.12%

AZO

YTD

24.35%

1M

3.49%

6M

6.88%

1Y

23.32%

5Y*

21.31%

10Y*

17.99%

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Risk-Adjusted Performance

ORLY vs. AZO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and AutoZone, Inc. (AZO). 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.


Sharpe ratio
The chart of Sharpe ratio for ORLY, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.351.03
The chart of Sortino ratio for ORLY, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.951.58
The chart of Omega ratio for ORLY, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.19
The chart of Calmar ratio for ORLY, currently valued at 1.44, compared to the broader market0.002.004.006.001.441.38
The chart of Martin ratio for ORLY, currently valued at 3.71, compared to the broader market0.0010.0020.003.713.37
ORLY
AZO

The current ORLY Sharpe Ratio is 1.35, which is higher than the AZO Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of ORLY and AZO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.35
1.03
ORLY
AZO

Dividends

ORLY vs. AZO - Dividend Comparison

Neither ORLY nor AZO has paid dividends to shareholders.


Tickers have no history of dividend payments

Drawdowns

ORLY vs. AZO - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than AZO's maximum drawdown of -46.33%. Use the drawdown chart below to compare losses from any high point for ORLY and AZO. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-4.60%
ORLY
AZO

Volatility

ORLY vs. AZO - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 4.48%, while AutoZone, Inc. (AZO) has a volatility of 5.71%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than AZO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.48%
5.71%
ORLY
AZO

Financials

ORLY vs. AZO - Financials Comparison

This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and AutoZone, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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