ORLY vs. TSCO
ORLY (O'Reilly Automotive, Inc.) and TSCO (Tractor Supply Company) are both stocks. Both operate in the Specialty Retail industry within the Consumer Cyclical sector. Over the past 10 years, ORLY returned 16.66%/yr vs 7.17%/yr for TSCO. Their 0.34 correlation means their historical movements had little consistent relationship.
Performance
ORLY vs. TSCO - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -2.04% return, which is significantly higher than TSCO's -37.70% return. Over the past 10 years, ORLY has outperformed TSCO with an annualized return of 16.66%, while TSCO has yielded a comparatively lower 7.17% annualized return.
ORLY
- 1D
- 2.28%
- 1M
- -1.00%
- 6M
- -9.21%
- YTD
- -2.04%
- 1Y
- -9.86%
- 3Y*
- 12.91%
- 5Y*
- 17.29%
- 10Y*
- 16.66%
- ALL TIME*
- 20.88%
TSCO
- 1D
- 1.85%
- 1M
- -3.12%
- 6M
- -38.76%
- YTD
- -37.70%
- 1Y
- -45.49%
- 3Y*
- -10.14%
- 5Y*
- -1.47%
- 10Y*
- 7.17%
- ALL TIME*
- 16.29%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $784.40M | $786.22M | $708.48M | |
| $361.18M | $306.97M | $390.65M |
ORLY vs. TSCO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -2.04% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
TSCO Tractor Supply Company | -37.70% | -4.16% | 25.43% | -2.55% | -3.97% | 71.57% | 52.33% | 13.53% | 13.34% | 0.32% |
Correlation
The correlation between ORLY and TSCO is 0.45, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.45 |
Correlation (3Y) Balances recent behavior with more history. | 0.35 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.43 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.43 |
Correlation (All Time) Calculated using the full available price history since Feb 18, 1994 | 0.34 |
The correlation between ORLY and TSCO shifts across timeframes, from 0.34 (all time) to 0.45 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ORLY:
$74.05B
TSCO:
$16.14B
ORLY:
$3.14
TSCO:
$2.04
ORLY:
28.42
TSCO:
15.09
ORLY:
3.06
TSCO:
3.30
ORLY:
4.06
TSCO:
1.04
ORLY:
$18.57B
TSCO:
$15.65B
ORLY:
$9.59B
TSCO:
$5.08B
ORLY:
$4.04B
TSCO:
$1.95B
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Return for Risk
ORLY vs. TSCO — Risk / Return Rank
ORLY
TSCO
ORLY vs. TSCO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Tractor Supply Company (TSCO). 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 | TSCO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.08 | ||
| Sortino ratioReturn per unit of downside risk | +1.77 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.74 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.39 | -0.85 | +0.46 |
| Martin ratioReturn relative to average drawdown | -0.72 | -1.53 | +0.81 |
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Drawdowns
ORLY vs. TSCO - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum TSCO drawdown of -76.15%. Use the drawdown chart below to compare losses from any high point for ORLY and TSCO.
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Drawdown Indicators
| ORLY | TSCO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -76.15% | +10.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.27% | -52.69% | +29.42% |
Max Drawdown (3Y)Largest decline over 3 years | -23.27% | -52.69% | +29.42% |
Max Drawdown (5Y)Largest decline over 5 years | -23.27% | -52.69% | +29.42% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -52.69% | +10.69% |
Current DrawdownCurrent decline from peak | -17.13% | -50.05% | +32.92% |
Average DrawdownAverage peak-to-trough decline | -10.81% | -17.60% | +6.79% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 12.71% | 29.35% | -16.64% |
Volatility
ORLY vs. TSCO - Volatility Comparison
O'Reilly Automotive, Inc. (ORLY) has a higher volatility of 12.91% compared to Tractor Supply Company (TSCO) at 9.90%. This indicates that ORLY's price experiences larger fluctuations and is considered to be riskier than TSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | TSCO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.91% | 9.90% | +3.01% |
Volatility (6M)Calculated over the trailing 6-month period | 21.47% | 26.41% | -4.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.53% | 31.32% | -5.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.32% | 29.03% | -5.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.81% | 29.51% | -2.70% |
Dividends
ORLY vs. TSCO - Dividend Comparison
ORLY has not paid dividends to shareholders, while TSCO's dividend yield for the trailing twelve months is around 3.05%.
| 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% |
TSCO Tractor Supply Company | 3.05% | 1.84% | 1.66% | 1.92% | 1.64% | 0.87% | 1.07% | 1.46% | 1.44% | 1.40% | 1.21% | 0.89% |
Financials
ORLY vs. TSCO - Financials Comparison
This section allows you to compare key financial metrics between O'Reilly Automotive, Inc. and Tractor Supply Company. 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. TSCO - Profitability Comparison
ORLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.52B and revenue of 4.89B. Therefore, the gross margin over that period was 51.5%.
TSCO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tractor Supply Company reported a gross profit of 1.17B and revenue of 3.59B. Therefore, the gross margin over that period was 32.7%.
ORLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported an operating income of 985.75M and revenue of 4.89B, resulting in an operating margin of 20.2%.
TSCO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tractor Supply Company reported an operating income of 233.43M and revenue of 3.59B, resulting in an operating margin of 6.5%.
ORLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, O'Reilly Automotive, Inc. reported a net income of 715.06M and revenue of 4.89B, resulting in a net margin of 14.6%.
TSCO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tractor Supply Company reported a net income of 164.52M and revenue of 3.59B, resulting in a net margin of 4.6%.
Frequently Asked Questions
ORLY and TSCO have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORLY has higher volatility (12.91%) compared to TSCO (9.90%). In terms of maximum drawdown, ORLY dropped -65.42% vs TSCO's -76.15%.
ORLY currently has the higher Sharpe Ratio (-0.36 vs -1.44), 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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