ORLY vs. XEL

Last updated Jun 9, 2026

ORLY (O'Reilly Automotive, Inc.) and XEL (Xcel Energy Inc.) are both stocks. ORLY operates in Specialty Retail (Consumer Cyclical), while XEL operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, ORLY returned 17.73%/yr vs 9.46%/yr for XEL. At a 0.20 correlation, their price movements are largely independent.

Performance

ORLY vs. XEL - Performance Comparison

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

Returns By Period

In the year-to-date period, ORLY achieves a -2.40% return, which is significantly lower than XEL's 5.87% return. Over the past 10 years, ORLY has outperformed XEL with an annualized return of 17.73%, while XEL has yielded a comparatively lower 9.46% annualized return.

ORLY

• 1D: -1.45%
• 1M: -4.24%
• YTD: -2.40%
• 6M: -9.27%
• 1Y: -3.08%
• 3Y*: 13.76%
• 5Y*: 20.39%
• 10Y*: 17.73%

XEL

• 1D: -1.80%
• 1M: -2.23%
• YTD: 5.87%
• 6M: 4.05%
• 1Y: 16.88%
• 3Y*: 10.68%
• 5Y*: 5.57%
• 10Y*: 9.46%

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

ORLY vs. XEL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ORLY O'Reilly Automotive, Inc.	-2.40%	15.38%	24.81%	12.56%	19.51%	56.05%	3.27%	27.28%	43.15%	-13.60%
XEL Xcel Energy Inc.	5.87%	13.89%	12.32%	-8.67%	6.44%	4.40%	7.77%	32.37%	5.88%	21.91%

Correlation

The correlation between ORLY and XEL is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.26
Correlation (5Y) Calculated over the trailing 5-year period	0.29
Correlation (10Y) Calculated over the trailing 10-year period	0.23
Correlation (All Time) Calculated using the full available price history since Apr 26, 1993	0.20

Fundamentals

Market Cap ORLY : $75.00B XEL : $48.59B
EPS ORLY : $3.06 XEL : $3.50
PE Ratio ORLY : 29.10 XEL : 22.15
PEG Ratio ORLY : 3.13 XEL : 5.71
PS Ratio ORLY : 4.16 XEL : 3.13
Total Revenue (TTM) ORLY : $18.21B XEL : $14.78B
Gross Profit (TTM) ORLY : $9.40B XEL : $1.88B
EBITDA (TTM) ORLY : $3.96B XEL : $6.26B

Return for Risk

ORLY vs. XEL — Risk / Return Rank

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

ORLY

ORLY Risk / Return Rank: 34
ORLY Sharpe Ratio Rank: 36
ORLY Sortino Ratio Rank: 30
ORLY Omega Ratio Rank: 30
ORLY Calmar Ratio Rank: 37
ORLY Martin Ratio Rank: 37

XEL

XEL Risk / Return Rank: 68
XEL Sharpe Ratio Rank: 70
XEL Sortino Ratio Rank: 66
XEL Omega Ratio Rank: 62
XEL Calmar Ratio Rank: 70
XEL Martin Ratio Rank: 72

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. XEL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for O'Reilly Automotive, Inc. (ORLY) and Xcel Energy Inc. (XEL). 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	XEL	Difference
Sharpe ratio: Return per unit of total volatility	-0.13	0.89	-1.02
Sortino ratio: Return per unit of downside risk	-0.03	1.43	-1.46
Omega ratio: Gain probability vs. loss probability	1.00	1.17	-0.17
Calmar ratio: Return relative to maximum drawdown	-0.15	1.47	-1.63
Martin ratio: Return relative to average drawdown	-0.29	3.86	-4.15
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ORLY vs. XEL - Sharpe Ratio Comparison

The current ORLY Sharpe Ratio is -0.13, which is lower than the XEL Sharpe Ratio of 0.89. The chart below compares the historical Sharpe Ratios of ORLY and XEL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ORLY	XEL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.13	0.89	-1.02
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.91	0.27	+0.64
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.67	0.44	+0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.64	0.41	+0.23

Drawdowns

ORLY vs. XEL - Drawdown Comparison

The maximum ORLY drawdown since its inception was -65.42%, smaller than the maximum XEL drawdown of -80.64%. Use the drawdown chart below to compare losses from any high point for ORLY and XEL.

Drawdown Indicators

	ORLY	XEL	Difference
Max Drawdown Largest peak-to-trough decline	-65.42%	-80.64%	+15.22%
Max Drawdown (1Y) Largest decline over 1 year	-20.02%	-11.50%	-8.52%
Max Drawdown (3Y) Largest decline over 3 years	-20.02%	-24.42%	+4.40%
Max Drawdown (5Y) Largest decline over 5 years	-23.03%	-34.41%	+11.38%
Max Drawdown (10Y) Largest decline over 10 years	-42.00%	-34.41%	-7.59%
Current Drawdown Current decline from peak	-17.44%	-6.81%	-10.63%
Average Drawdown Average peak-to-trough decline	-10.78%	-11.32%	+0.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.58%	4.39%	+6.19%

Volatility

ORLY vs. XEL - Volatility Comparison

O'Reilly Automotive, Inc. (ORLY) and Xcel Energy Inc. (XEL) have volatilities of 7.10% and 7.09%, 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	XEL	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.10%	7.09%	+0.01%
Volatility (6M) Calculated over the trailing 6-month period	18.17%	14.55%	+3.62%
Volatility (1Y) Calculated over the trailing 1-year period	23.08%	19.18%	+3.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.64%	20.81%	+1.83%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.53%	21.70%	+4.83%

Dividends

ORLY vs. XEL - Dividend Comparison

ORLY has not paid dividends to shareholders, while XEL's dividend yield for the trailing twelve months is around 2.97%.

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%
XEL Xcel Energy Inc.	2.97%	3.83%	2.43%	3.36%	2.78%	2.70%	2.58%	2.55%	3.09%	2.99%	3.34%	3.56%

Financials

ORLY vs. XEL - Profitability Comparison

The chart below illustrates the profitability comparison between O'Reilly Automotive, Inc. and Xcel Energy Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ORLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a gross profit of 2.35B and revenue of 4.56B. Therefore, the gross margin over that period was 51.5%.

XEL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a gross profit of 0.00 and revenue of 4.02B. Therefore, the gross margin over that period was 0.0%.

ORLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported an operating income of 841.61M and revenue of 4.56B, resulting in an operating margin of 18.5%.

XEL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported an operating income of 754.00M and revenue of 4.02B, resulting in an operating margin of 18.8%.

ORLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, O'Reilly Automotive, Inc. reported a net income of 604.18M and revenue of 4.56B, resulting in a net margin of 13.3%.

XEL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Xcel Energy Inc. reported a net income of 556.00M and revenue of 4.02B, resulting in a net margin of 13.8%.

Frequently Asked Questions

Can I hold both ORLY and XEL in my portfolio?

ORLY and XEL have a correlation of 0.28, 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 XEL?

ORLY has higher volatility (7.10%) compared to XEL (7.09%). In terms of maximum drawdown, ORLY dropped -65.42% vs XEL's -80.64%.

Which has better risk-adjusted returns?

XEL currently has the higher Sharpe Ratio (0.89 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.