ORLY vs. USD
ORLY (O'Reilly Automotive, Inc.) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, ORLY returned 17.75%/yr vs 61.24%/yr for USD. At a 0.33 correlation, their price movements are largely independent.
Performance
ORLY vs. USD - Performance Comparison
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Returns By Period
In the year-to-date period, ORLY achieves a -3.08% return, which is significantly lower than USD's 103.32% return. Over the past 10 years, ORLY has underperformed USD with an annualized return of 17.75%, while USD has yielded a comparatively higher 61.24% annualized return.
ORLY
- 1D
- 1.17%
- 1M
- -6.95%
- YTD
- -3.08%
- 6M
- -11.16%
- 1Y
- -2.97%
- 3Y*
- 13.70%
- 5Y*
- 20.29%
- 10Y*
- 17.75%
USD
- 1D
- -4.99%
- 1M
- 31.62%
- YTD
- 103.32%
- 6M
- 97.79%
- 1Y
- 250.81%
- 3Y*
- 125.78%
- 5Y*
- 67.80%
- 10Y*
- 61.24%
ORLY vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ORLY O'Reilly Automotive, Inc. | -3.08% | 15.38% | 24.81% | 12.56% | 19.51% | 56.05% | 3.27% | 27.28% | 43.15% | -13.60% |
USD ProShares Ultra Semiconductors | 103.32% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between ORLY and USD is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Feb 2, 2007 | 0.33 |
The correlation between ORLY and USD shifts across timeframes, from -0.18 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ORLY vs. USD — Risk / Return Rank
ORLY
USD
ORLY vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.25 | ||
| Sortino ratioReturn per unit of downside risk | -3.64 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.48 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.15 | 7.94 | -8.09 |
| Martin ratioReturn relative to average drawdown | -0.28 | 22.96 | -23.25 |
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 | USD | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.13 | 4.12 | -4.25 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.90 | 0.89 | +0.01 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.67 | 0.89 | -0.22 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.64 | 0.49 | +0.16 |
Drawdowns
ORLY vs. USD - Drawdown Comparison
The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for ORLY and USD.
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Drawdown Indicators
| ORLY | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -65.42% | -88.63% | +23.21% |
Max Drawdown (1Y)Largest decline over 1 year | -20.02% | -31.80% | +11.78% |
Max Drawdown (3Y)Largest decline over 3 years | -20.02% | -64.46% | +44.44% |
Max Drawdown (5Y)Largest decline over 5 years | -23.03% | -77.85% | +54.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.00% | -77.85% | +35.85% |
Current DrawdownCurrent decline from peak | -18.01% | -6.07% | -11.94% |
Average DrawdownAverage peak-to-trough decline | -10.78% | -32.35% | +21.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.48% | 10.98% | -0.50% |
Volatility
ORLY vs. USD - Volatility Comparison
The current volatility for O'Reilly Automotive, Inc. (ORLY) is 6.53%, while ProShares Ultra Semiconductors (USD) has a volatility of 21.29%. This indicates that ORLY experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ORLY | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.53% | 21.29% | -14.76% |
Volatility (6M)Calculated over the trailing 6-month period | 18.05% | 46.74% | -28.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.90% | 61.28% | -38.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.61% | 76.56% | -53.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.51% | 69.24% | -42.73% |
Dividends
ORLY vs. USD - Dividend Comparison
ORLY has not paid dividends to shareholders, while USD's dividend yield for the trailing twelve months is around 0.23%.
| 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% |
USD ProShares Ultra Semiconductors | 0.23% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
ORLY and USD have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (21.29%) compared to ORLY (6.53%). In terms of maximum drawdown, ORLY dropped -65.42% vs USD's -88.63%.
USD currently has the higher Sharpe Ratio (4.12 vs -0.13), 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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