ORLY vs. EAT
ORLY (O'Reilly Automotive, Inc.) and EAT (Brinker International, Inc.) are both stocks. Both are in the Consumer Cyclical sector — ORLY in Specialty Retail, EAT in Restaurants. Over the past 10 years, ORLY returned 16.98%/yr vs 15.08%/yr for EAT. At a 0.25 correlation, their price movements are largely independent.
Performance
ORLY vs. EAT - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -6.12% return, which is significantly lower than EAT's 14.59% return. Over the past 10 years, ORLY has outperformed EAT with an annualized return of 16.98%, while EAT has yielded a comparatively lower 15.08% annualized return.
ORLY
- 1D
- -1.39%
- 1M
- -6.66%
- YTD
- -6.12%
- 6M
- -6.67%
- 1Y
- -4.53%
- 3Y*
- 11.57%
- 5Y*
- 18.49%
- 10Y*
- 16.98%
EAT
- 1D
- -0.26%
- 1M
- 19.69%
- YTD
- 14.59%
- 6M
- 8.88%
- 1Y
- -7.94%
- 3Y*
- 69.04%
- 5Y*
- 23.75%
- 10Y*
- 15.08%
ORLY vs. EAT - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -6.12% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
EAT Brinker International, Inc. | 14.59% | 8.49% | 206.37% | 35.32% | -12.79% | -35.32% | 36.16% | -0.92% | 17.27% | -18.44% |
Correlation
The correlation between ORLY and EAT is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.25 |
The correlation between ORLY and EAT shifts across timeframes, from 0.07 (1 year) to 0.25 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ORLY:
$72.14B
EAT:
$7.32B
ORLY:
$3.06
EAT:
$10.14
ORLY:
27.99
EAT:
16.22
ORLY:
3.01
EAT:
0.37
ORLY:
4.00
EAT:
1.31
ORLY:
$18.21B
EAT:
$5.73B
ORLY:
$9.40B
EAT:
$3.45B
ORLY:
$3.96B
EAT:
$807.20M
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Return for Risk
ORLY vs. EAT — Risk / Return Rank
ORLY
EAT
ORLY vs. EAT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Brinker International, Inc. (EAT). 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 | EAT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.22 | ||
| Omega ratioGain probability vs. loss probability | 0.99 | 1.01 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | -0.18 | -0.04 |
| Martin ratioReturn relative to average drawdown | -0.41 | -0.36 | -0.05 |
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Drawdowns
ORLY vs. EAT - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum EAT drawdown of -88.40%. Use the drawdown chart below to compare losses from any high point for ORLY and EAT.
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Drawdown Indicators
| ORLY | EAT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -88.40% | +22.98% |
Max Drawdown (1Y)Largest decline over 1 year | -20.58% | -44.41% | +23.83% |
Max Drawdown (3Y)Largest decline over 3 years | -20.58% | -45.92% | +25.34% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -65.54% | +42.51% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -84.94% | +42.94% |
Current DrawdownCurrent decline from peak | -20.58% | -13.05% | -7.53% |
Average DrawdownAverage peak-to-trough decline | -10.79% | -24.33% | +13.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.06% | 21.86% | -10.80% |
Volatility
ORLY vs. EAT - Volatility Comparison
The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.11%, while Brinker International, Inc. (EAT) has a volatility of 12.26%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than EAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | EAT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 12.26% | -6.15% |
Volatility (6M)Calculated over the trailing 6-month period | 17.92% | 36.42% | -18.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.92% | 47.20% | -24.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.69% | 49.02% | -26.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.56% | 55.19% | -28.63% |
Dividends
ORLY vs. EAT - Dividend Comparison
Neither ORLY nor EAT has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EAT Brinker International, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.67% | 3.62% | 3.46% | 3.71% | 2.67% | 2.50% |
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. EAT - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Brinker International, Inc.. 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
ORLY vs. EAT - Profitability Comparison
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.
EAT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a gross profit of 1.10B and revenue of 1.47B. Therefore, the gross margin over that period was 74.6%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.
EAT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported an operating income of 166.60M and revenue of 1.47B, resulting in an operating margin of 11.3%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.
EAT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brinker International, Inc. reported a net income of 127.90M and revenue of 1.47B, resulting in a net margin of 8.7%.
Frequently Asked Questions
ORLY and EAT have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EAT has higher volatility (12.26%) compared to ORLY (6.11%). In terms of maximum drawdown, ORLY dropped -65.42% vs EAT's -88.40%.
EAT currently has the higher Sharpe Ratio (-0.17 vs -0.20), 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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