ORLY vs. DFS

Last updated Jun 13, 2026

ORLY (O'Reilly Automotive, Inc.) and DFS (Discover Financial Services) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while DFS operates in Credit Services (Financial Services). At a 0.34 correlation, their price movements are largely independent.

Performance

ORLY vs. DFS - Performance Comparison

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

Returns By Period

ORLY

• 1D: 1.02%
• 1M: 1.47%
• YTD: -0.21%
• 6M: -3.28%
• 1Y: -0.03%
• 3Y*: 14.22%
• 5Y*: 20.62%
• 10Y*: 18.05%

DFS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

ORLY vs. DFS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORLY O'Reilly Automotive, Inc.	-0.21%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%
DFS Discover Financial Services	0.00%	15.88%	57.32%	18.20%	-13.55%	29.78%	10.13%	46.94%	-21.80%	8.92%

Correlation

The correlation between ORLY and DFS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007	0.34

The correlation between ORLY and DFS shifts across timeframes, from 0.10 (3 years) to 0.34 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Total Revenue (TTM) ORLY : $18.21B DFS : $10.25B
Gross Profit (TTM) ORLY : $9.40B DFS : $7.81B
EBITDA (TTM) ORLY : $3.96B DFS : $4.40B

Return for Risk

ORLY vs. DFS — Risk / Return Rank

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

ORLY

ORLY Risk / Return Rank: 40
ORLY Sharpe Ratio Rank: 42
ORLY Sortino Ratio Rank: 36
ORLY Omega Ratio Rank: 35
ORLY Calmar Ratio Rank: 43
ORLY Martin Ratio Rank: 43

DFS

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. DFS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Discover Financial Services (DFS). 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	DFS	Difference
Sharpe ratio: Return per unit of total volatility	-0.00	—	—
Sortino ratio: Return per unit of downside risk	0.17	—	—
Omega ratio: Gain probability vs. loss probability	1.02	—	—
Calmar ratio: Return relative to maximum drawdown	-0.00	—	—
Martin ratio: Return relative to average drawdown	-0.00	—	—

Drawdowns

Drawdown Indicators

	ORLY	DFS	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-20.02%	—	—
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	—	—
Current Drawdown Current decline from peak	-15.58%	—	—
Average Drawdown Average peak-to-trough decline	-10.78%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	10.77%	—	—

Volatility

Volatility by Period

	ORLY	DFS	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.52%	—	—
Volatility (6M) Calculated over the trailing 6-month period	17.78%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	22.82%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.63%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.52%	—	—

Dividends

ORLY vs. DFS - Dividend Comparison

Neither ORLY nor DFS has paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFS Discover Financial Services	0.00%	0.35%	1.62%	2.40%	2.35%	1.63%	1.94%	1.98%	2.54%	1.69%	1.61%	2.01%
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 DFS in my portfolio?

ORLY and DFS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.