ORLY vs. CB

Last updated Jul 2, 2026

ORLY (O'Reilly Automotive, Inc.) and CB (Chubb Limited) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, ORLY returned 17.63%/yr vs 12.46%/yr for CB. At a 0.28 correlation, their price movements are largely independent.

Performance

ORLY vs. CB - Performance Comparison

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

Returns By Period

In the year-to-date period, ORLY achieves a 1.62% return, which is significantly lower than CB's 13.38% return. Over the past 10 years, ORLY has outperformed CB with an annualized return of 17.63%, while CB has yielded a comparatively lower 12.46% annualized return.

ORLY

• 1D: 0.65%
• 1M: 6.98%
• YTD: 1.62%
• 6M: 1.62%
• 1Y: 2.42%
• 3Y*: 13.33%
• 5Y*: 19.03%
• 10Y*: 17.63%

CB

• 1D: 3.23%
• 1M: 13.90%
• YTD: 13.38%
• 6M: 13.38%
• 1Y: 23.01%
• 3Y*: 23.90%
• 5Y*: 18.61%
• 10Y*: 12.46%

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

ORLY vs. CB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORLY O'Reilly Automotive, Inc.	1.62%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%
CB Chubb Limited	13.38%	14.46%	23.89%	4.20%	15.97%	27.85%	1.41%	22.94%	-9.63%	12.82%

Correlation

The correlation between ORLY and CB is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.34
Correlation (10Y) Calculated over the trailing 10-year period	0.31
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993	0.28

Fundamentals

Market Cap ORLY : $78.09B CB : $138.79B
EPS ORLY : $3.07 CB : $28.45
PE Ratio ORLY : 30.18 CB : 12.36
PEG Ratio ORLY : 3.25 CB : 0.86
PS Ratio ORLY : 4.32 CB : 2.91
Total Revenue (TTM) ORLY : $18.21B CB : $48.15B
Gross Profit (TTM) ORLY : $9.40B CB : $17.01B
EBITDA (TTM) ORLY : $3.96B CB : $12.22B

Return for Risk

ORLY vs. CB — Risk / Return Rank

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

ORLY

ORLY Risk / Return Rank: 44
ORLY Sharpe Ratio Rank: 48
ORLY Sortino Ratio Rank: 41
ORLY Omega Ratio Rank: 40
ORLY Calmar Ratio Rank: 47
ORLY Martin Ratio Rank: 47

CB

CB Risk / Return Rank: 79
CB Sharpe Ratio Rank: 79
CB Sortino Ratio Rank: 76
CB Omega Ratio Rank: 74
CB Calmar Ratio Rank: 82
CB Martin Ratio Rank: 82

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. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Chubb Limited (CB). 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	CB	Difference
Sharpe ratio: Return per unit of total volatility	0.11	1.27	-1.16
Sortino ratio: Return per unit of downside risk	0.33	1.94	-1.61
Omega ratio: Gain probability vs. loss probability	1.04	1.24	-0.20
Calmar ratio: Return relative to maximum drawdown	0.12	2.47	-2.35
Martin ratio: Return relative to average drawdown	0.21	6.35	-6.14

ORLY vs. CB - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is 0.11, which is lower than the CB Sharpe Ratio of 1.27. The chart below compares the historical Sharpe Ratios of ORLY and CB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ORLY vs. CB - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for ORLY and CB.

Drawdown Indicators

	ORLY	CB	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	-50.99%	-14.43%
Max Drawdown (1Y) Largest decline over 1 year	-20.58%	-9.36%	-11.22%
Max Drawdown (3Y) Largest decline over 3 years	-20.58%	-14.35%	-6.23%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-19.26%	-3.77%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-42.59%	+0.59%
Current Drawdown Current decline from peak	-14.03%	0.00%	-14.03%
Average Drawdown Average peak-to-trough decline	-10.79%	-10.67%	-0.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	11.42%	4.14%	+7.28%

Volatility

ORLY vs. CB - Volatility Comparison

O'Reilly Automotive, Inc. (ORLY) and Chubb Limited (CB) have volatilities of 6.77% and 6.76%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORLY	CB	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.77%	6.76%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	18.42%	13.71%	+4.71%
Volatility (1Y) Calculated over the trailing 1-year period	23.04%	18.22%	+4.82%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.75%	20.31%	+2.44%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.58%	23.66%	+2.92%

Dividends

ORLY vs. CB - Dividend Comparison

ORLY has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.12%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CB Chubb Limited	1.12%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
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

Frequently Asked Questions

Can I hold both ORLY and CB in my portfolio?

ORLY and CB have a correlation of 0.26, 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 CB?

ORLY has higher volatility (6.77%) compared to CB (6.76%). In terms of maximum drawdown, ORLY dropped -65.42% vs CB's -50.99%.

Which has better risk-adjusted returns?

CB currently has the higher Sharpe Ratio (1.27 vs 0.11), 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.