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ORLY vs. SNPS
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ORLY vs. SNPS - Performance Comparison

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

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Returns By Period

In the year-to-date period, ORLY achieves a -0.21% return, which is significantly higher than SNPS's -3.37% return. Over the past 10 years, ORLY has underperformed SNPS with an annualized return of 18.05%, while SNPS has yielded a comparatively higher 24.15% 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%

SNPS

1D
-0.53%
1M
-10.88%
YTD
-3.37%
6M
0.21%
1Y
-8.30%
3Y*
0.29%
5Y*
11.53%
10Y*
24.15%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ORLY vs. SNPS - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
SNPS
Synopsys, Inc.
-3.37%-3.22%-5.74%61.27%-13.35%42.15%86.24%65.24%-1.17%44.82%

Correlation

The correlation between ORLY and SNPS is 0.01, 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

0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.11

Correlation (5Y)
Calculated over the trailing 5-year period

0.23

Correlation (10Y)
Calculated over the trailing 10-year period

0.25

Correlation (All Time)
Calculated using the full available price history since Apr 23, 1993

0.26

Over the past year, the correlation between ORLY and SNPS has dropped to 0.01 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

ORLY:

$76.69B

SNPS:

$86.96B

EPS

ORLY:

$3.06

SNPS:

$4.57

PE Ratio

ORLY:

29.76

SNPS:

99.35

PEG Ratio

ORLY:

3.20

SNPS:

4.26

PS Ratio

ORLY:

4.26

SNPS:

8.85

Total Revenue (TTM)

ORLY:

$18.21B

SNPS:

$8.68B

Gross Profit (TTM)

ORLY:

$9.40B

SNPS:

$6.38B

EBITDA (TTM)

ORLY:

$3.96B

SNPS:

$2.22B

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Return for Risk

ORLY vs. SNPS — Risk / Return Rank

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

ORLY
ORLY Risk / Return Rank: 4040
Overall Rank
ORLY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ORLY Sortino Ratio Rank: 3636
Sortino Ratio Rank
ORLY Omega Ratio Rank: 3535
Omega Ratio Rank
ORLY Calmar Ratio Rank: 4343
Calmar Ratio Rank
ORLY Martin Ratio Rank: 4343
Martin Ratio Rank

SNPS
SNPS Risk / Return Rank: 3737
Overall Rank
SNPS Sharpe Ratio Rank: 3737
Sharpe Ratio Rank
SNPS Sortino Ratio Rank: 3737
Sortino Ratio Rank
SNPS Omega Ratio Rank: 3939
Omega Ratio Rank
SNPS Calmar Ratio Rank: 3737
Calmar Ratio Rank
SNPS Martin Ratio Rank: 3838
Martin Ratio Rank
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. SNPS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Synopsys, Inc. (SNPS). 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.


ORLYSNPSDifference
Sharpe ratioReturn per unit of total volatility

+0.15

Sortino ratioReturn per unit of downside risk

-0.04

Omega ratioGain probability vs. loss probability

1.02

1.04

-0.02

Calmar ratioReturn relative to maximum drawdown

-0.00

-0.20

+0.20

Martin ratioReturn relative to average drawdown

-0.00

-0.32

+0.31

ORLY vs. SNPS - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is -0.00, which is higher than the SNPS Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of ORLY and SNPS, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ORLY vs. SNPS - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than SNPS's maximum drawdown of -60.95%. Use the drawdown chart below to compare losses from any high point for ORLY and SNPS.


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Drawdown Indicators


ORLYSNPSDifference

Max Drawdown

Largest peak-to-trough decline

-65.42%

-60.95%

-4.47%

Max Drawdown (1Y)

Largest decline over 1 year

-20.02%

-41.04%

+21.02%

Max Drawdown (3Y)

Largest decline over 3 years

-20.02%

-41.04%

+21.02%

Max Drawdown (5Y)

Largest decline over 5 years

-23.03%

-41.04%

+18.01%

Max Drawdown (10Y)

Largest decline over 10 years

-42.00%

-41.04%

-0.96%

Current Drawdown

Current decline from peak

-15.58%

-29.67%

+14.09%

Average Drawdown

Average peak-to-trough decline

-10.78%

-20.29%

+9.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.77%

26.17%

-15.40%

Volatility

ORLY vs. SNPS - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.52%, while Synopsys, Inc. (SNPS) has a volatility of 13.66%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than SNPS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ORLYSNPSDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.52%

13.66%

-7.14%

Volatility (6M)

Calculated over the trailing 6-month period

17.78%

30.93%

-13.15%

Volatility (1Y)

Calculated over the trailing 1-year period

22.82%

56.65%

-33.83%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.63%

40.80%

-18.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

26.52%

35.08%

-8.56%

Dividends

ORLY vs. SNPS - Dividend Comparison

Neither ORLY nor SNPS has paid dividends to shareholders.


Tickers have no history of dividend payments

Financials

ORLY vs. SNPS - Financials Comparison

This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Synopsys, 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.


Quarterly
Annual

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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
4.56B
2.28B
(ORLY) Total Revenue
(SNPS) Total Revenue
Values in USD except per share items

ORLY vs. SNPS - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%55.0%60.0%65.0%70.0%75.0%80.0%85.0%20222023202420252026
51.5%
72.3%
Portfolio components
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%.

SNPS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a gross profit of 1.65B and revenue of 2.28B. Therefore, the gross margin over that period was 72.3%.

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%.

SNPS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported an operating income of 120.43M and revenue of 2.28B, resulting in an operating margin of 5.3%.

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%.

SNPS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Synopsys, Inc. reported a net income of 16.87M and revenue of 2.28B, resulting in a net margin of 0.7%.


Frequently Asked Questions


ORLY and SNPS have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SNPS has higher volatility (13.66%) compared to ORLY (6.52%). In terms of maximum drawdown, ORLY dropped -65.42% vs SNPS's -60.95%.

ORLY currently has the higher Sharpe Ratio (-0.00 vs -0.15), 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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