ORLY vs. VUG

Last updated Jun 16, 2026

ORLY (O'Reilly Automotive, Inc.) is a stock, while VUG (Vanguard Growth ETF) is Large Cap Growth Equities fund tracking the CRSP US Large Cap Growth Index. Over the past 10 years, ORLY returned 17.94%/yr vs 18.30%/yr for VUG. At a 0.45 correlation, their price movements are largely independent.

Performance

ORLY vs. VUG - Performance Comparison

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

Returns By Period

In the year-to-date period, ORLY achieves a -1.04% return, which is significantly lower than VUG's 7.94% return. Both investments have delivered pretty close results over the past 10 years, with ORLY having a 17.94% annualized return and VUG not far ahead at 18.30%.

ORLY

• 1D: -0.83%
• 1M: 2.00%
• YTD: -1.04%
• 6M: -5.13%
• 1Y: 0.39%
• 3Y*: 13.79%
• 5Y*: 20.43%
• 10Y*: 17.94%

VUG

• 1D: 2.81%
• 1M: 0.27%
• YTD: 7.94%
• 6M: 9.17%
• 1Y: 26.29%
• 3Y*: 24.04%
• 5Y*: 14.43%
• 10Y*: 18.30%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ORLY vs. VUG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORLY O'Reilly Automotive, Inc.	-1.04%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%
VUG Vanguard Growth ETF	7.94%	19.40%	32.69%	46.83%	-33.16%	27.35%	40.25%	37.03%	-3.32%	27.72%

Correlation

The correlation between ORLY and VUG is -0.05, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.05
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.25
Correlation (10Y) Calculated over the trailing 10-year period	0.30
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.45

The correlation between ORLY and VUG shifts across timeframes, from -0.05 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Return for Risk

ORLY vs. VUG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ORLY

ORLY Risk / Return Rank: 40
ORLY Sharpe Ratio Rank: 43
ORLY Sortino Ratio Rank: 36
ORLY Omega Ratio Rank: 35
ORLY Calmar Ratio Rank: 43
ORLY Martin Ratio Rank: 42

VUG

VUG Risk / Return Rank: 44
VUG Sharpe Ratio Rank: 51
VUG Sortino Ratio Rank: 48
VUG Omega Ratio Rank: 49
VUG Calmar Ratio Rank: 35
VUG Martin Ratio Rank: 38

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ORLY vs. VUG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Vanguard Growth ETF (VUG). 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	VUG	Difference
Sharpe ratio: Return per unit of total volatility	0.02	1.59	-1.57
Sortino ratio: Return per unit of downside risk	0.19	2.16	-1.96
Omega ratio: Gain probability vs. loss probability	1.02	1.28	-0.26
Calmar ratio: Return relative to maximum drawdown	0.02	1.60	-1.58
Martin ratio: Return relative to average drawdown	0.04	5.50	-5.46

ORLY vs. VUG - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is 0.02, which is lower than the VUG Sharpe Ratio of 1.59. The chart below compares the historical Sharpe Ratios of ORLY and VUG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ORLY vs. VUG - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, which is greater than VUG's maximum drawdown of -50.68%. Use the drawdown chart below to compare losses from any high point for ORLY and VUG.

Drawdown Indicators

	ORLY	VUG	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	-50.68%	-14.74%
Max Drawdown (1Y) Largest decline over 1 year	-20.02%	-16.53%	-3.49%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-22.85%	+2.83%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-35.61%	+12.58%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-35.61%	-6.39%
Current Drawdown Current decline from peak	-16.29%	-2.90%	-13.39%
Average Drawdown Average peak-to-trough decline	-10.78%	-7.09%	-3.69%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.81%	4.79%	+6.02%

Volatility

ORLY vs. VUG - Volatility Comparison

O'Reilly Automotive, Inc. (ORLY) and Vanguard Growth ETF (VUG) have volatilities of 6.58% and 6.32%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ORLY	VUG	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.58%	6.32%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	17.80%	13.28%	+4.52%
Volatility (1Y) Calculated over the trailing 1-year period	22.82%	16.65%	+6.17%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.64%	22.34%	+0.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.53%	21.51%	+5.02%

Dividends

ORLY vs. VUG - Dividend Comparison

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

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%
VUG Vanguard Growth ETF	0.38%	0.41%	0.47%	0.58%	0.70%	0.48%	0.66%	0.95%	1.32%	1.14%	1.39%	1.30%

Frequently Asked Questions

Can I hold both ORLY and VUG in my portfolio?

ORLY and VUG have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ORLY or VUG?

ORLY has higher volatility (6.58%) compared to VUG (6.32%). In terms of maximum drawdown, ORLY dropped -65.42% vs VUG's -50.68%.

Which has better risk-adjusted returns?

VUG currently has the higher Sharpe Ratio (1.59 vs 0.02), 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.