ORLY vs. TD.TO
ORLY (O'Reilly Automotive, Inc.) and TD.TO (The Toronto-Dominion Bank) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while TD.TO operates in Banks - Diversified (Financial Services). Over the past 10 years, ORLY returned 17.73%/yr vs 14.53%/yr for TD.TO. At a 0.25 correlation, their price movements are largely independent.
Performance
ORLY vs. TD.TO - Performance Comparison
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Different Trading Currencies
ORLY is traded in USD, while TD.TO is traded in CAD. To make them comparable, the TD.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, ORLY achieves a -2.40% return, which is significantly lower than TD.TO's 23.04% return. Over the past 10 years, ORLY has outperformed TD.TO with an annualized return of 17.73%, while TD.TO has yielded a comparatively lower 14.53% annualized return.
ORLY
- 1D
- -1.45%
- 1M
- -4.24%
- YTD
- -2.40%
- 6M
- -9.27%
- 1Y
- -3.08%
- 3Y*
- 13.76%
- 5Y*
- 20.39%
- 10Y*
- 17.73%
TD.TO
- 1D
- 0.82%
- 1M
- 6.31%
- YTD
- 23.04%
- 6M
- 31.64%
- 1Y
- 68.16%
- 3Y*
- 30.33%
- 5Y*
- 14.50%
- 10Y*
- 14.53%
ORLY vs. TD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -2.40% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
TD.TO The Toronto-Dominion Bank | 23.04% | 85.53% | -13.39% | 4.83% | -11.62% | 40.22% | 6.24% | 16.46% | -11.97% | 23.52% |
Correlation
The correlation between ORLY and TD.TO is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Jul 7, 2006 | 0.25 |
Over the past year, the correlation between ORLY and TD.TO has dropped to 0.02 - well below their long-term average of 0.25, suggesting their price drivers have been diverging.
Fundamentals
ORLY:
$75.00B
TD.TO:
CA$265.60B
ORLY:
$3.06
TD.TO:
CA$8.81
ORLY:
29.10
TD.TO:
18.10
ORLY:
3.13
TD.TO:
0.65
ORLY:
4.16
TD.TO:
2.40
ORLY:
$18.21B
TD.TO:
CA$112.59B
ORLY:
$9.40B
TD.TO:
CA$59.48B
ORLY:
$3.96B
TD.TO:
CA$19.98B
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Return for Risk
ORLY vs. TD.TO — Risk / Return Rank
ORLY
TD.TO
ORLY vs. TD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and The Toronto-Dominion Bank (TD.TO). 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 | TD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.55 | ||
| Sortino ratioReturn per unit of downside risk | -5.44 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.74 | -0.75 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 9.37 | -9.52 |
| Martin ratioReturn relative to average drawdown | -0.29 | 37.39 | -37.68 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ORLY | TD.TO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 4.42 | -4.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.91 | 0.79 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.71 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.53 | +0.11 |
Drawdowns
ORLY vs. TD.TO - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, which is greater than TD.TO's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for ORLY and TD.TO.
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Drawdown Indicators
| ORLY | TD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -62.28% | -3.14% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -7.31% | -12.71% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -19.57% | -0.45% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -31.55% | +8.52% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -41.46% | -0.54% |
Current DrawdownCurrent decline from peak | -17.44% | -0.08% | -17.36% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -10.67% | -0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.58% | 1.83% | +8.75% |
Volatility
ORLY vs. TD.TO - Volatility Comparison
O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 7.10% compared to The Toronto-Dominion Bank (TD.TO) at 5.24%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | TD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 5.24% | +1.86% |
Volatility (6M)Calculated over the trailing 6-month period | 18.17% | 12.12% | +6.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.08% | 15.55% | +7.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.64% | 18.37% | +4.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.53% | 20.45% | +6.08% |
Dividends
ORLY vs. TD.TO - Dividend Comparison
ORLY has not paid dividends to shareholders, while TD.TO's dividend yield for the trailing twelve months is around 2.67%.
| Position | 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% |
TD.TO The Toronto-Dominion Bank | 2.67% | 3.25% | 5.33% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% |
Financials
ORLY vs. TD.TO - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and The Toronto-Dominion Bank. 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. TD.TO - 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%.
TD.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.91B and revenue of 27.03B. Therefore, the gross margin over that period was 55.2%.
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%.
TD.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.03B and revenue of 27.03B, resulting in an operating margin of 18.6%.
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%.
TD.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.03B, resulting in a net margin of 15.7%.
Frequently Asked Questions
ORLY and TD.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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