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ORLY vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ORLY and LLY is 0.22, 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.


-0.50.00.51.00.2

Performance

ORLY vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
15.41%
-20.65%
ORLY
LLY

Key characteristics

Sharpe Ratio

ORLY:

1.43

LLY:

0.58

Sortino Ratio

ORLY:

2.04

LLY:

1.02

Omega Ratio

ORLY:

1.26

LLY:

1.13

Calmar Ratio

ORLY:

1.52

LLY:

0.74

Martin Ratio

ORLY:

3.87

LLY:

1.91

Ulcer Index

ORLY:

7.10%

LLY:

9.37%

Daily Std Dev

ORLY:

19.30%

LLY:

30.88%

Max Drawdown

ORLY:

-65.42%

LLY:

-68.27%

Current Drawdown

ORLY:

-5.22%

LLY:

-22.28%

Fundamentals

Market Cap

ORLY:

$69.53B

LLY:

$669.91B

EPS

ORLY:

$40.47

LLY:

$9.25

PE Ratio

ORLY:

29.76

LLY:

80.53

PEG Ratio

ORLY:

1.90

LLY:

0.75

Total Revenue (TTM)

ORLY:

$12.61B

LLY:

$31.51B

Gross Profit (TTM)

ORLY:

$6.45B

LLY:

$25.63B

EBITDA (TTM)

ORLY:

$2.74B

LLY:

$9.48B

Returns By Period

In the year-to-date period, ORLY achieves a 1.56% return, which is significantly higher than LLY's -3.51% return. Over the past 10 years, ORLY has underperformed LLY with an annualized return of 20.80%, while LLY has yielded a comparatively higher 29.08% annualized return.


ORLY

YTD

1.56%

1M

-5.22%

6M

15.41%

1Y

26.36%

5Y*

22.35%

10Y*

20.80%

LLY

YTD

-3.51%

1M

-5.60%

6M

-20.65%

1Y

16.62%

5Y*

41.42%

10Y*

29.08%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ORLY vs. LLY — Risk-Adjusted Performance Rank

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

ORLY
The Risk-Adjusted Performance Rank of ORLY is 8484
Overall Rank
The Sharpe Ratio Rank of ORLY is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 8282
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 7979
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6868
Overall Rank
The Sharpe Ratio Rank of LLY is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6363
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6363
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7777
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6868
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ORLY vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Eli Lilly and Company (LLY). 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.


Sharpe ratio
The chart of Sharpe ratio for ORLY, currently valued at 1.43, compared to the broader market-2.000.002.001.430.58
The chart of Sortino ratio for ORLY, currently valued at 2.04, compared to the broader market-4.00-2.000.002.004.002.041.02
The chart of Omega ratio for ORLY, currently valued at 1.26, compared to the broader market0.501.001.502.001.261.13
The chart of Calmar ratio for ORLY, currently valued at 1.52, compared to the broader market0.002.004.006.001.520.74
The chart of Martin ratio for ORLY, currently valued at 3.87, compared to the broader market0.0010.0020.003.871.91
ORLY
LLY

The current ORLY Sharpe Ratio is 1.43, which is higher than the LLY Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ORLY and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.43
0.58
ORLY
LLY

Dividends

ORLY vs. LLY - Dividend Comparison

ORLY has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.70%.


TTM20242023202220212020201920182017201620152014
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%
LLY
Eli Lilly and Company
0.70%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

ORLY vs. LLY - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ORLY and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.22%
-22.28%
ORLY
LLY

Volatility

ORLY vs. LLY - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 4.31%, while Eli Lilly and Company (LLY) has a volatility of 9.45%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
4.31%
9.45%
ORLY
LLY

Financials

ORLY vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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