RGR vs. ORLY
RGR (Sturm, Ruger & Company, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. RGR operates in Aerospace & Defense (Industrials), while ORLY operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, RGR returned -2.27%/yr vs 16.66%/yr for ORLY. Their 0.19 correlation means their historical movements had little consistent relationship.
Performance
RGR vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, RGR achieves a 14.40% return, which is significantly higher than ORLY's -2.04% return. Over the past 10 years, RGR has underperformed ORLY with an annualized return of -2.27%, while ORLY has yielded a comparatively higher 16.66% annualized return.
RGR
- 1D
- -4.84%
- 1M
- -1.27%
- 6M
- 1.81%
- YTD
- 14.40%
- 1Y
- 18.34%
- 3Y*
- -9.65%
- 5Y*
- -9.17%
- 10Y*
- -2.27%
- ALL TIME*
- 7.87%
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%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $784.40M | $786.22M | $708.48M | |
| $4.52M | $3.94M | $5.14M |
RGR vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RGR Sturm, Ruger & Company, Inc. | 14.40% | -6.13% | -20.91% | -8.04% | -15.41% | 9.30% | 50.28% | -10.14% | -2.84% | 8.65% |
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% |
Correlation
The correlation between RGR and ORLY is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.18 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.17 |
Correlation (All Time) Calculated using the full available price history since May 14, 1993 | 0.19 |
The correlation between RGR and ORLY shifts across timeframes, from 0.07 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RGR:
$593.91M
ORLY:
$74.05B
RGR:
$0.74
ORLY:
$3.14
RGR:
49.98
ORLY:
28.42
RGR:
1.05
ORLY:
4.06
RGR:
$577.24M
ORLY:
$18.57B
RGR:
$107.93M
ORLY:
$9.59B
RGR:
$27.85M
ORLY:
$4.04B
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Return for Risk
RGR vs. ORLY — Risk / Return Rank
RGR
ORLY
RGR vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sturm, Ruger & Company, Inc. (RGR) and O'Reilly Automotive, Inc. (ORLY). 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.
| RGR | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 0.96 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 0.26 | -0.39 | +0.65 |
| Martin ratioReturn relative to average drawdown | 0.54 | -0.72 | +1.26 |
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Drawdowns
RGR vs. ORLY - Drawdown Comparison
The maximum RGR drawdown since its inception was -79.69%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for RGR and ORLY.
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Drawdown Indicators
| RGR | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.69% | -65.42% | -14.27% |
Max Drawdown (1Y)Largest decline over 1 year | -38.79% | -23.27% | -15.52% |
Max Drawdown (3Y)Largest decline over 3 years | -46.00% | -23.27% | -22.73% |
Max Drawdown (5Y)Largest decline over 5 years | -57.22% | -23.27% | -33.95% |
Max Drawdown (10Y)Largest decline over 10 years | -60.59% | -42.00% | -18.59% |
Current DrawdownCurrent decline from peak | -48.90% | -17.13% | -31.77% |
Average DrawdownAverage peak-to-trough decline | -32.02% | -10.81% | -21.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.48% | 12.71% | +5.77% |
Volatility
RGR vs. ORLY - Volatility Comparison
The current volatility for Sturm, Ruger & Company, Inc. (RGR) is 8.17%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 12.91%. This indicates that RGR experiences smaller price fluctuations and is considered to be less risky than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RGR | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.17% | 12.91% | -4.74% |
Volatility (6M)Calculated over the trailing 6-month period | 20.65% | 21.47% | -0.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.42% | 25.53% | +10.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.44% | 23.32% | +7.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.98% | 26.81% | +6.17% |
Dividends
RGR vs. ORLY - Dividend Comparison
RGR's dividend yield for the trailing twelve months is around 1.05%, while ORLY has not paid dividends to shareholders.
| 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% |
RGR Sturm, Ruger & Company, Inc. | 1.05% | 1.90% | 1.95% | 2.79% | 14.66% | 4.94% | 10.00% | 1.74% | 2.07% | 2.44% | 3.28% | 1.85% |
Financials
RGR vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Sturm, Ruger & Company, Inc. and O'Reilly Automotive, Inc.. 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
RGR vs. ORLY - Profitability Comparison
RGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Sturm, Ruger & Company, Inc. reported a gross profit of 33.74M and revenue of 158.06M. Therefore, the gross margin over that period was 21.4%.
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%.
RGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Sturm, Ruger & Company, Inc. reported an operating income of 7.63M and revenue of 158.06M, resulting in an operating margin of 4.8%.
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%.
RGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Sturm, Ruger & Company, Inc. reported a net income of 6.98M and revenue of 158.06M, resulting in a net margin of 4.4%.
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%.
Frequently Asked Questions
RGR and ORLY have a correlation of 0.07, 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 RGR (8.17%). In terms of maximum drawdown, RGR dropped -79.69% vs ORLY's -65.42%.
RGR currently has the higher Sharpe Ratio (0.28 vs -0.36), 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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