ORLY vs. NOC
ORLY (O'Reilly Automotive, Inc.) and NOC (Northrop Grumman Corporation) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while NOC operates in Aerospace & Defense (Industrials). Over the past 10 years, ORLY returned 18.05%/yr vs 11.53%/yr for NOC. At a 0.22 correlation, their price movements are largely independent.
Performance
ORLY vs. NOC - 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 NOC's -2.75% return. Over the past 10 years, ORLY has outperformed NOC with an annualized return of 18.05%, while NOC has yielded a comparatively lower 11.53% 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%
NOC
- 1D
- -0.40%
- 1M
- 0.17%
- YTD
- -2.75%
- 6M
- -2.67%
- 1Y
- 12.44%
- 3Y*
- 8.64%
- 5Y*
- 9.73%
- 10Y*
- 11.53%
ORLY vs. NOC - 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% |
NOC Northrop Grumman Corporation | -2.75% | 23.61% | 1.93% | -12.79% | 43.02% | 29.29% | -9.92% | 42.69% | -18.95% | 33.88% |
Correlation
The correlation between ORLY and NOC is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.20 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.24 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.22 |
Fundamentals
ORLY:
$76.69B
NOC:
$78.42B
ORLY:
$3.06
NOC:
$31.95
ORLY:
29.76
NOC:
17.22
ORLY:
3.20
NOC:
2.54
ORLY:
4.26
NOC:
1.86
ORLY:
$18.21B
NOC:
$42.37B
ORLY:
$9.40B
NOC:
$8.69B
ORLY:
$3.96B
NOC:
$7.50B
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Return for Risk
ORLY vs. NOC — Risk / Return Rank
ORLY
NOC
ORLY vs. NOC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Northrop Grumman Corporation (NOC). 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 | NOC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.11 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.00 | 0.40 | -0.40 |
| Martin ratioReturn relative to average drawdown | -0.00 | 1.02 | -1.02 |
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Drawdowns
ORLY vs. NOC - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum NOC drawdown of -71.12%. Use the drawdown chart below to compare losses from any high point for ORLY and NOC.
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Drawdown Indicators
| ORLY | NOC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -71.12% | +5.70% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -31.20% | +11.18% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -31.20% | +11.18% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -31.20% | +8.17% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -36.38% | -5.62% |
Current DrawdownCurrent decline from peak | -15.58% | -28.03% | +12.45% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -18.40% | +7.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.77% | 12.25% | -1.48% |
Volatility
ORLY vs. NOC - Volatility Comparison
The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.52%, while Northrop Grumman Corporation (NOC) has a volatility of 7.39%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than NOC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | NOC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.52% | 7.39% | -0.87% |
Volatility (6M)Calculated over the trailing 6-month period | 17.78% | 21.25% | -3.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.82% | 26.55% | -3.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.63% | 25.28% | -2.65% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.52% | 25.42% | +1.10% |
Dividends
ORLY vs. NOC - Dividend Comparison
ORLY has not paid dividends to shareholders, while NOC's dividend yield for the trailing twelve months is around 1.71%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOC Northrop Grumman Corporation | 1.71% | 1.58% | 1.72% | 1.57% | 1.24% | 1.59% | 1.86% | 1.50% | 1.92% | 1.27% | 1.50% | 1.64% |
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. NOC - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Northrop Grumman Corporation. 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. NOC - 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%.
NOC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a gross profit of 1.96B and revenue of 9.88B. Therefore, the gross margin over that period was 19.8%.
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%.
NOC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported an operating income of 989.00M and revenue of 9.88B, resulting in an operating margin of 10.0%.
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%.
NOC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northrop Grumman Corporation reported a net income of 875.00M and revenue of 9.88B, resulting in a net margin of 8.9%.
Frequently Asked Questions
ORLY and NOC have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NOC has higher volatility (7.39%) compared to ORLY (6.52%). In terms of maximum drawdown, ORLY dropped -65.42% vs NOC's -71.12%.
NOC currently has the higher Sharpe Ratio (0.47 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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