PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ORLY vs. TSCO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

ORLY vs. TSCO - Performance Comparison

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

22,000.00%24,000.00%26,000.00%28,000.00%30,000.00%32,000.00%JuneJulyAugustSeptemberOctoberNovember
30,715.75%
23,119.34%
ORLY
TSCO

Returns By Period

In the year-to-date period, ORLY achieves a 27.71% return, which is significantly lower than TSCO's 29.82% return. Over the past 10 years, ORLY has outperformed TSCO with an annualized return of 21.17%, while TSCO has yielded a comparatively lower 15.64% annualized return.


ORLY

YTD

27.71%

1M

1.21%

6M

19.89%

1Y

24.83%

5Y (annualized)

22.24%

10Y (annualized)

21.17%

TSCO

YTD

29.82%

1M

-8.96%

6M

-2.73%

1Y

38.19%

5Y (annualized)

24.81%

10Y (annualized)

15.64%

Fundamentals


ORLYTSCO
Market Cap$71.54B$29.83B
EPS$40.42$10.28
PE Ratio30.6027.16
PEG Ratio1.932.53
Total Revenue (TTM)$12.08B$14.77B
Gross Profit (TTM)$6.17B$5.36B
EBITDA (TTM)$2.56B$1.91B

Key characteristics


ORLYTSCO
Sharpe Ratio1.261.44
Sortino Ratio1.801.99
Omega Ratio1.241.26
Calmar Ratio1.371.74
Martin Ratio3.476.65
Ulcer Index7.10%5.30%
Daily Std Dev19.53%24.41%
Max Drawdown-65.42%-76.15%
Current Drawdown-2.05%-9.24%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.3

The correlation between ORLY and TSCO is 0.33, 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.

Risk-Adjusted Performance

ORLY vs. TSCO - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for ORLY, currently valued at 1.26, compared to the broader market-4.00-2.000.002.001.261.44
The chart of Sortino ratio for ORLY, currently valued at 1.80, compared to the broader market-4.00-2.000.002.004.001.801.99
The chart of Omega ratio for ORLY, currently valued at 1.24, compared to the broader market0.501.001.502.001.241.26
The chart of Calmar ratio for ORLY, currently valued at 1.37, compared to the broader market0.002.004.006.001.371.74
The chart of Martin ratio for ORLY, currently valued at 3.47, compared to the broader market0.0010.0020.0030.003.476.65
ORLY
TSCO

The current ORLY Sharpe Ratio is 1.26, which is comparable to the TSCO Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of ORLY and TSCO, 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
1.26
1.44
ORLY
TSCO

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 1.57%.


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%
TSCO
Tractor Supply Company
1.57%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%0.63%

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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-2.05%
-9.24%
ORLY
TSCO

Volatility

ORLY vs. TSCO - Volatility Comparison

The current volatility for O'Reilly Automotive, Inc. (ORLY) is 7.32%, while Tractor Supply Company (TSCO) has a volatility of 8.93%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than TSCO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%JuneJulyAugustSeptemberOctoberNovember
7.32%
8.93%
ORLY
TSCO

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.


Quarterly
Annual

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


Values in USD except per share items