ORLY vs. GWW

Last updated Apr 1, 2026

Compare and contrast key facts about O'Reilly Automotive, Inc. (ORLY) and W.W. Grainger, Inc. (GWW).

Performance

ORLY vs. GWW - Performance Comparison

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

ORLY vs. GWW - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORLY O'Reilly Automotive, Inc.	1.21%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%
GWW W.W. Grainger, Inc.	8.31%	-3.41%	28.21%	50.53%	8.75%	28.80%	22.85%	22.25%	21.69%	4.35%

Fundamentals

Market Cap ORLY : $78.32B GWW : $51.92B
EPS ORLY : $2.97 GWW : $35.57
PE Ratio ORLY : 31.06 GWW : 30.67
PEG Ratio ORLY : 3.34 GWW : 1.77
PS Ratio ORLY : 4.43 GWW : 2.92
Total Revenue (TTM) ORLY : $17.78B GWW : $17.94B
Gross Profit (TTM) ORLY : $9.17B GWW : $7.01B
EBITDA (TTM) ORLY : $3.85B GWW : $2.70B

Returns By Period

In the year-to-date period, ORLY achieves a 1.21% return, which is significantly lower than GWW's 8.31% return. Over the past 10 years, ORLY has underperformed GWW with an annualized return of 17.42%, while GWW has yielded a comparatively higher 18.44% annualized return.

ORLY

• 1D: 0.22%
• 1M: -1.67%
• YTD: 1.21%
• 6M: -14.38%
• 1Y: -3.35%
• 3Y*: 17.71%
• 5Y*: 22.22%
• 10Y*: 17.42%

GWW

• 1D: 3.18%
• 1M: -4.71%
• YTD: 8.31%
• 6M: 14.95%
• 1Y: 11.40%
• 3Y*: 17.59%
• 5Y*: 23.13%
• 10Y*: 18.44%

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

Return for Risk

ORLY vs. GWW — Risk / Return Rank

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

ORLY

ORLY Risk / Return Rank: 35
ORLY Sharpe Ratio Rank: 35
ORLY Sortino Ratio Rank: 29
ORLY Omega Ratio Rank: 29
ORLY Calmar Ratio Rank: 40
ORLY Martin Ratio Rank: 39

GWW

GWW Risk / Return Rank: 56
GWW Sharpe Ratio Rank: 59
GWW Sortino Ratio Rank: 50
GWW Omega Ratio Rank: 51
GWW Calmar Ratio Rank: 61
GWW Martin Ratio Rank: 58

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. GWW - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and W.W. Grainger, Inc. (GWW). 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	GWW	Difference
Sharpe ratio Return per unit of total volatility	-0.15	0.45	-0.61
Sortino ratio Return per unit of downside risk	-0.06	0.77	-0.83
Omega ratio Gain probability vs. loss probability	0.99	1.11	-0.11
Calmar ratio Return relative to maximum drawdown	-0.09	0.79	-0.88
Martin ratio Return relative to average drawdown	-0.19	1.50	-1.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORLY vs. GWW - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is -0.15, which is lower than the GWW Sharpe Ratio of 0.45. The chart below compares the historical Sharpe Ratios of ORLY and GWW, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ORLY	GWW	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.15	0.45	-0.61
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.01	0.95	+0.06
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.66	0.65	+0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.65	0.54	+0.11

Correlation

The correlation between ORLY and GWW is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Dividends

ORLY vs. GWW - Dividend Comparison

ORLY has not paid dividends to shareholders, while GWW's dividend yield for the trailing twelve months is around 0.83%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
GWW W.W. Grainger, Inc.	0.83%	0.88%	0.76%	0.88%	1.22%	1.23%	1.45%	1.68%	1.90%	2.14%	2.08%	2.27%

Drawdowns

ORLY vs. GWW - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than GWW's maximum drawdown of -56.73%. Use the drawdown chart below to compare losses from any high point for ORLY and GWW.

Drawdown Indicators

	ORLY	GWW	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	-56.73%	-8.69%
Max Drawdown (1Y) Largest decline over 1 year	-19.03%	-16.26%	-2.77%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-24.50%	+1.47%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-41.60%	-0.40%
Current Drawdown Current decline from peak	-14.39%	-9.69%	-4.70%
Average Drawdown Average peak-to-trough decline	-10.76%	-11.05%	+0.29%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.85%	8.60%	+0.25%

Volatility

ORLY vs. GWW - Volatility Comparison

O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 6.54% compared to W.W. Grainger, Inc. (GWW) at 6.10%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than GWW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORLY	GWW	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.54%	6.10%	+0.44%
Volatility (6M) Calculated over the trailing 6-month period	16.02%	17.06%	-1.04%
Volatility (1Y) Calculated over the trailing 1-year period	22.04%	25.30%	-3.26%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.13%	24.56%	-2.43%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.36%	28.44%	-2.08%

Financials

ORLY vs. GWW - Profitability Comparison

The chart below illustrates the profitability comparison between O'Reilly Automotive, Inc. and W.W. Grainger, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ORLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.29B and revenue of 4.41B. Therefore, the gross margin over that period was 51.8%.

GWW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a gross profit of 1.75B and revenue of 4.43B. Therefore, the gross margin over that period was 39.5%.

ORLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported an operating income of 828.61M and revenue of 4.41B, resulting in an operating margin of 18.8%.

GWW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported an operating income of 634.00M and revenue of 4.43B, resulting in an operating margin of 14.3%.

ORLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, O'Reilly Automotive, Inc. reported a net income of 605.23M and revenue of 4.41B, resulting in a net margin of 13.7%.

GWW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, W.W. Grainger, Inc. reported a net income of 451.00M and revenue of 4.43B, resulting in a net margin of 10.2%.