ORLY vs. IEF
ORLY (O'Reilly Automotive, Inc.) is a stock, while IEF (iShares 7-10 Year Treasury Bond ETF) is Government Bonds fund tracking the ICE U.S. Treasury 7-10 Year Bond Index. Over the past 10 years, ORLY returned 18.05%/yr vs 0.59%/yr for IEF. At a correlation of -0.16, they often move in opposite directions.
Performance
ORLY vs. IEF - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -0.21% return, which is significantly higher than IEF's -0.47% return. Over the past 10 years, ORLY has outperformed IEF with an annualized return of 18.05%, while IEF has yielded a comparatively lower 0.59% annualized return.
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%
IEF
- 1D
- -0.17%
- 1M
- 0.19%
- YTD
- -0.47%
- 6M
- -0.18%
- 1Y
- 3.39%
- 3Y*
- 2.86%
- 5Y*
- -1.24%
- 10Y*
- 0.59%
ORLY vs. IEF - 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% |
IEF iShares 7-10 Year Treasury Bond ETF | -0.47% | 8.03% | -0.63% | 3.64% | -15.15% | -3.33% | 10.01% | 8.03% | 0.99% | 2.55% |
Correlation
The correlation between ORLY and IEF is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2002 | -0.16 |
The correlation between ORLY and IEF shifts across timeframes, from -0.16 (all time) to 0.19 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
ORLY vs. IEF — Risk / Return Rank
ORLY
IEF
ORLY vs. IEF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and iShares 7-10 Year Treasury Bond ETF (IEF). 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 | IEF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.73 | ||
| Sortino ratioReturn per unit of downside risk | -0.94 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.12 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 0.84 | -0.84 |
| Martin ratioReturn relative to average drawdown | -0.00 | 2.35 | -2.35 |
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Drawdowns
ORLY vs. IEF - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, which is greater than IEF's maximum drawdown of -23.93%. Use the drawdown chart below to compare losses from any high point for ORLY and IEF.
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Drawdown Indicators
| ORLY | IEF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -23.93% | -41.49% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -4.07% | -15.95% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -7.74% | -12.28% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -21.40% | -1.63% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -23.93% | -18.07% |
Current DrawdownCurrent decline from peak | -15.58% | -11.18% | -4.40% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -5.35% | -5.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 1.45% | +9.32% |
Volatility
ORLY vs. IEF - Volatility Comparison
O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 6.52% compared to iShares 7-10 Year Treasury Bond ETF (IEF) at 1.62%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than IEF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | IEF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 1.62% | +4.90% |
Volatility (6M)Calculated over the trailing 6-month period | 17.78% | 3.42% | +14.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 4.72% | +18.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 7.71% | +14.92% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 6.63% | +19.89% |
Dividends
ORLY vs. IEF - Dividend Comparison
ORLY has not paid dividends to shareholders, while IEF's dividend yield for the trailing twelve months is around 3.89%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IEF iShares 7-10 Year Treasury Bond ETF | 3.89% | 3.77% | 3.62% | 2.91% | 1.96% | 0.83% | 1.08% | 2.08% | 2.24% | 1.82% | 1.81% | 1.90% |
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% |
Frequently Asked Questions
ORLY and IEF have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (6.52%) compared to IEF (1.62%). In terms of maximum drawdown, ORLY dropped -65.42% vs IEF's -23.93%.
IEF currently has the higher Sharpe Ratio (0.72 vs -0.00), 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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