ORLY vs. CB
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 17.73%/yr vs 11.89%/yr for CB. At a 0.28 correlation, their price movements are largely independent.
Performance
ORLY vs. CB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ORLY achieves a -2.40% return, which is significantly lower than CB's 3.43% return. Over the past 10 years, ORLY has outperformed CB with an annualized return of 17.73%, while CB has yielded a comparatively lower 11.89% annualized return.
ORLY
- 1D
- -1.45%
- 1M
- -4.24%
- YTD
- -2.40%
- 6M
- -9.27%
- 1Y
- -3.08%
- 3Y*
- 13.76%
- 5Y*
- 20.39%
- 10Y*
- 17.73%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
ORLY vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -2.40% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
CB Chubb Limited | 3.43% | 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 | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 1993 | 0.28 |
Fundamentals
ORLY:
$75.00B
CB:
$127.01B
ORLY:
$3.06
CB:
$28.35
ORLY:
29.10
CB:
11.35
ORLY:
3.13
CB:
0.79
ORLY:
4.16
CB:
2.67
ORLY:
$18.21B
CB:
$48.15B
ORLY:
$9.40B
CB:
$17.01B
ORLY:
$3.96B
CB:
$12.22B
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. CB — Risk / Return Rank
ORLY
CB
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.
| ORLY | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.76 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.12 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 1.18 | -1.33 |
| Martin ratioReturn relative to average drawdown | -0.29 | 2.70 | -2.99 |
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 | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 0.62 | -0.76 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.78 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.50 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.40 | +0.24 |
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.
Loading charts...
Drawdown Indicators
| ORLY | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -50.99% | -14.43% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -9.36% | -10.66% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -14.35% | -5.67% |
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 DrawdownCurrent decline from peak | -17.44% | -5.81% | -11.63% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -10.68% | -0.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.58% | 4.52% | +6.06% |
Volatility
ORLY vs. CB - Volatility Comparison
O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 7.10% compared to Chubb Limited (CB) at 6.11%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ORLY | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 6.11% | +0.99% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 13.14% | +5.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 17.69% | +5.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.64% | 20.34% | +2.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.53% | 23.69% | +2.84% |
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 1.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 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
ORLY vs. CB - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Chubb Limited. 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 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.
ORLY has higher volatility (7.10%) compared to CB (6.11%). In terms of maximum drawdown, ORLY dropped -65.42% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.62 vs -0.13), 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 CB
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