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

Correlation

The correlation between ORLY and TMO is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

ORLY vs. TMO - Performance Comparison

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

0.00%10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%60,000.00%NovemberDecember2025FebruaryMarchApril
55,878.06%
3,649.46%
ORLY
TMO

Key characteristics

Sharpe Ratio

ORLY:

1.12

TMO:

-1.04

Sortino Ratio

ORLY:

1.68

TMO:

-1.49

Omega Ratio

ORLY:

1.20

TMO:

0.82

Calmar Ratio

ORLY:

1.29

TMO:

-0.71

Martin Ratio

ORLY:

5.26

TMO:

-2.06

Ulcer Index

ORLY:

4.43%

TMO:

12.57%

Daily Std Dev

ORLY:

20.79%

TMO:

25.06%

Max Drawdown

ORLY:

-65.42%

TMO:

-71.16%

Current Drawdown

ORLY:

-6.58%

TMO:

-35.88%

Fundamentals

Market Cap

ORLY:

$77.40B

TMO:

$161.06B

EPS

ORLY:

$40.72

TMO:

$17.05

PE Ratio

ORLY:

33.21

TMO:

25.02

PEG Ratio

ORLY:

2.16

TMO:

1.60

PS Ratio

ORLY:

4.59

TMO:

3.75

PB Ratio

ORLY:

210.18

TMO:

3.30

Total Revenue (TTM)

ORLY:

$16.87B

TMO:

$42.90B

Gross Profit (TTM)

ORLY:

$8.64B

TMO:

$17.91B

EBITDA (TTM)

ORLY:

$3.36B

TMO:

$10.60B

Returns By Period

In the year-to-date period, ORLY achieves a 13.59% return, which is significantly higher than TMO's -18.38% return. Over the past 10 years, ORLY has outperformed TMO with an annualized return of 19.58%, while TMO has yielded a comparatively lower 13.13% annualized return.


ORLY

YTD

13.59%

1M

-2.46%

6M

12.70%

1Y

27.78%

5Y*

28.55%

10Y*

19.58%

TMO

YTD

-18.38%

1M

-17.41%

6M

-23.35%

1Y

-25.58%

5Y*

5.50%

10Y*

13.13%

*Annualized

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Risk-Adjusted Performance

ORLY vs. TMO — 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 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 8181
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7777
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8888
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 8888
Martin Ratio Rank

TMO
The Risk-Adjusted Performance Rank of TMO is 55
Overall Rank
The Sharpe Ratio Rank of TMO is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of TMO is 66
Sortino Ratio Rank
The Omega Ratio Rank of TMO is 88
Omega Ratio Rank
The Calmar Ratio Rank of TMO is 99
Calmar Ratio Rank
The Martin Ratio Rank of TMO is 11
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. TMO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Thermo Fisher Scientific Inc. (TMO). 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.


The chart of Sharpe ratio for ORLY, currently valued at 1.12, compared to the broader market-2.00-1.000.001.002.003.00
ORLY: 1.12
TMO: -1.04
The chart of Sortino ratio for ORLY, currently valued at 1.68, compared to the broader market-6.00-4.00-2.000.002.004.00
ORLY: 1.68
TMO: -1.49
The chart of Omega ratio for ORLY, currently valued at 1.20, compared to the broader market0.501.001.502.00
ORLY: 1.20
TMO: 0.82
The chart of Calmar ratio for ORLY, currently valued at 1.29, compared to the broader market0.001.002.003.004.005.00
ORLY: 1.29
TMO: -0.71
The chart of Martin ratio for ORLY, currently valued at 5.26, compared to the broader market-5.000.005.0010.0015.0020.00
ORLY: 5.26
TMO: -2.06

The current ORLY Sharpe Ratio is 1.12, which is higher than the TMO Sharpe Ratio of -1.04. The chart below compares the historical Sharpe Ratios of ORLY and TMO, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
1.12
-1.04
ORLY
TMO

Dividends

ORLY vs. TMO - Dividend Comparison

ORLY has not paid dividends to shareholders, while TMO's dividend yield for the trailing twelve months is around 0.38%.


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%
TMO
Thermo Fisher Scientific Inc.
0.38%0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%

Drawdowns

ORLY vs. TMO - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum TMO drawdown of -71.16%. Use the drawdown chart below to compare losses from any high point for ORLY and TMO. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-6.58%
-35.88%
ORLY
TMO

Volatility

ORLY vs. TMO - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 9.49%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 15.01%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than TMO 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%NovemberDecember2025FebruaryMarchApril
9.49%
15.01%
ORLY
TMO

Financials

ORLY vs. TMO - Financials Comparison

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


Values in USD except per share items