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

Correlation

The correlation between ORLY and TMO is 0.27, 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.


-0.50.00.51.00.3

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
12.38%
-7.24%
ORLY
TMO

Key characteristics

Sharpe Ratio

ORLY:

1.35

TMO:

-0.01

Sortino Ratio

ORLY:

1.95

TMO:

0.13

Omega Ratio

ORLY:

1.25

TMO:

1.02

Calmar Ratio

ORLY:

1.44

TMO:

-0.01

Martin Ratio

ORLY:

3.71

TMO:

-0.03

Ulcer Index

ORLY:

7.00%

TMO:

6.94%

Daily Std Dev

ORLY:

19.21%

TMO:

20.16%

Max Drawdown

ORLY:

-65.42%

TMO:

-71.16%

Current Drawdown

ORLY:

-4.42%

TMO:

-22.05%

Fundamentals

Market Cap

ORLY:

$71.94B

TMO:

$202.28B

EPS

ORLY:

$40.37

TMO:

$15.97

PE Ratio

ORLY:

30.87

TMO:

33.11

PEG Ratio

ORLY:

1.96

TMO:

2.02

Total Revenue (TTM)

ORLY:

$16.44B

TMO:

$42.37B

Gross Profit (TTM)

ORLY:

$8.42B

TMO:

$17.39B

EBITDA (TTM)

ORLY:

$3.58B

TMO:

$11.31B

Returns By Period

In the year-to-date period, ORLY achieves a 27.82% return, which is significantly higher than TMO's -2.49% return. Over the past 10 years, ORLY has outperformed TMO with an annualized return of 20.12%, while TMO has yielded a comparatively lower 15.30% annualized return.


ORLY

YTD

27.82%

1M

1.15%

6M

12.38%

1Y

27.80%

5Y*

22.51%

10Y*

20.12%

TMO

YTD

-2.49%

1M

3.05%

6M

-9.18%

1Y

-2.00%

5Y*

9.87%

10Y*

15.30%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for ORLY, currently valued at 1.35, compared to the broader market-4.00-2.000.002.001.35-0.10
The chart of Sortino ratio for ORLY, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.95-0.00
The chart of Omega ratio for ORLY, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.00
The chart of Calmar ratio for ORLY, currently valued at 1.44, compared to the broader market0.002.004.006.001.44-0.08
The chart of Martin ratio for ORLY, currently valued at 3.71, compared to the broader market0.0010.0020.003.71-0.28
ORLY
TMO

The current ORLY Sharpe Ratio is 1.35, which is higher than the TMO Sharpe Ratio of -0.01. 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.35
-0.10
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 0.30%.


TTM20232022202120202019201820172016201520142013
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.
0.30%0.26%0.22%0.16%0.19%0.23%0.30%0.32%0.43%0.42%0.48%0.54%

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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.42%
-22.05%
ORLY
TMO

Volatility

ORLY vs. TMO - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 4.48%, while Thermo Fisher Scientific Inc. (TMO) has a volatility of 5.13%. 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.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
4.48%
5.13%
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
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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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