ORLY vs. CHPS
ORLY (O'Reilly Automotive, Inc.) is a stock, while CHPS (Xtrackers Semiconductor Select Equity ETF) is Semiconductors fund tracking the Solactive Semiconductor ESG Screened Index. Over the past year, ORLY returned -1.53% vs 185.23% for CHPS. At a correlation of -0.05, they often move in opposite directions.
Performance
ORLY vs. CHPS - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -3.72% return, which is significantly lower than CHPS's 105.66% return.
ORLY
- 1D
- 0.32%
- 1M
- -4.27%
- YTD
- -3.72%
- 6M
- -4.96%
- 1Y
- -1.53%
- 3Y*
- 12.52%
- 5Y*
- 18.78%
- 10Y*
- 17.28%
CHPS
- 1D
- -0.97%
- 1M
- 12.97%
- YTD
- 105.66%
- 6M
- 105.80%
- 1Y
- 185.23%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
ORLY vs. CHPS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -3.72% | 15.38% | 24.81% | -1.98% |
CHPS Xtrackers Semiconductor Select Equity ETF | 105.66% | 58.47% | 7.75% | 10.88% |
Correlation
The correlation between ORLY and CHPS is -0.21, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.21 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2023 | -0.05 |
The correlation between ORLY and CHPS shifts across timeframes, from -0.21 (1 year) to -0.05 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORLY vs. CHPS — Risk / Return Rank
ORLY
CHPS
ORLY vs. CHPS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Xtrackers Semiconductor Select Equity ETF (CHPS). 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 | CHPS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.77 | ||
| Sortino ratioReturn per unit of downside risk | -4.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.63 | -0.62 |
| Calmar ratioReturn relative to maximum drawdown | -0.07 | 10.66 | -10.73 |
| Martin ratioReturn relative to average drawdown | -0.14 | 39.00 | -39.14 |
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Drawdowns
ORLY vs. CHPS - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, which is greater than CHPS's maximum drawdown of -39.44%. Use the drawdown chart below to compare losses from any high point for ORLY and CHPS.
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Drawdown Indicators
| ORLY | CHPS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -39.44% | -25.98% |
Max Drawdown (1Y)Largest decline over 1 year | -20.58% | -17.50% | -3.08% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | — | — |
Current DrawdownCurrent decline from peak | -18.55% | -9.68% | -8.87% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -9.08% | -1.71% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.18% | 4.77% | +6.41% |
Volatility
ORLY vs. CHPS - Volatility Comparison
The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.62%, while Xtrackers Semiconductor Select Equity ETF (CHPS) has a volatility of 22.69%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than CHPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | CHPS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.62% | 22.69% | -16.07% |
Volatility (6M)Calculated over the trailing 6-month period | 18.02% | 34.28% | -16.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 39.83% | -16.91% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.71% | 35.51% | -12.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.56% | 35.51% | -8.95% |
Dividends
ORLY vs. CHPS - Dividend Comparison
ORLY has not paid dividends to shareholders, while CHPS's dividend yield for the trailing twelve months is around 0.32%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CHPS Xtrackers Semiconductor Select Equity ETF | 0.32% | 0.68% | 1.75% | 0.36% |
ORLY O'Reilly Automotive, Inc. | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ORLY and CHPS have a correlation of -0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CHPS has higher volatility (22.69%) compared to ORLY (6.62%). In terms of maximum drawdown, ORLY dropped -65.42% vs CHPS's -39.44%.
CHPS currently has the higher Sharpe Ratio (4.70 vs -0.07), 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.
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