ORLY vs. CDW

In the year-to-date period, ORLY achieves a 11.80% return, which is significantly higher than CDW's 9.17% return. Both investments have delivered pretty close results over the past 10 years, with ORLY having a 19.56% annualized return and CDW not far behind at 18.92%.

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

The current ORLY Sharpe Ratio is 1.55, which is higher than the CDW Sharpe Ratio of -0.42. The chart below compares the historical Sharpe Ratios of ORLY and CDW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

ORLY has not paid dividends to shareholders, while CDW's dividend yield for the trailing twelve months is around 1.31%.

The maximum ORLY drawdown since its inception was -65.42%, which is greater than CDW's maximum drawdown of -44.83%. Use the drawdown chart below to compare losses from any high point for ORLY and CDW. For additional features, visit the drawdowns tool.

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.27%, while CDW Corporation (CDW) has a volatility of 10.14%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than CDW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and CDW Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.