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

Correlation

The correlation between RHI and ORLY is 0.30, 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.


-0.50.00.51.00.3

Performance

RHI vs. ORLY - Performance Comparison

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

10,000.00%20,000.00%30,000.00%40,000.00%50,000.00%JulyAugustSeptemberOctoberNovemberDecember
7,142.29%
50,813.85%
RHI
ORLY

Key characteristics

Sharpe Ratio

RHI:

-0.62

ORLY:

1.44

Sortino Ratio

RHI:

-0.78

ORLY:

2.05

Omega Ratio

RHI:

0.91

ORLY:

1.27

Calmar Ratio

RHI:

-0.32

ORLY:

1.53

Martin Ratio

RHI:

-0.79

ORLY:

3.94

Ulcer Index

RHI:

19.78%

ORLY:

7.00%

Daily Std Dev

RHI:

25.13%

ORLY:

19.18%

Max Drawdown

RHI:

-68.80%

ORLY:

-65.42%

Current Drawdown

RHI:

-38.20%

ORLY:

-3.58%

Fundamentals

Market Cap

RHI:

$7.66B

ORLY:

$71.94B

EPS

RHI:

$2.75

ORLY:

$40.37

PE Ratio

RHI:

26.96

ORLY:

30.87

PEG Ratio

RHI:

1.37

ORLY:

1.96

Total Revenue (TTM)

RHI:

$5.89B

ORLY:

$16.44B

Gross Profit (TTM)

RHI:

$2.27B

ORLY:

$8.42B

EBITDA (TTM)

RHI:

$335.40M

ORLY:

$3.58B

Returns By Period

In the year-to-date period, RHI achieves a -16.32% return, which is significantly lower than ORLY's 28.95% return. Over the past 10 years, RHI has underperformed ORLY with an annualized return of 4.16%, while ORLY has yielded a comparatively higher 20.33% annualized return.


RHI

YTD

-16.32%

1M

-1.99%

6M

13.62%

1Y

-15.79%

5Y*

5.25%

10Y*

4.16%

ORLY

YTD

28.95%

1M

0.70%

6M

15.95%

1Y

27.05%

5Y*

22.74%

10Y*

20.33%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

RHI vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Robert Half International Inc. (RHI) 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.


Sharpe ratio
The chart of Sharpe ratio for RHI, currently valued at -0.62, compared to the broader market-4.00-2.000.002.00-0.621.44
The chart of Sortino ratio for RHI, currently valued at -0.78, compared to the broader market-4.00-2.000.002.004.00-0.782.05
The chart of Omega ratio for RHI, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.27
The chart of Calmar ratio for RHI, currently valued at -0.32, compared to the broader market0.002.004.006.00-0.321.53
The chart of Martin ratio for RHI, currently valued at -0.79, compared to the broader market0.0010.0020.00-0.793.94
RHI
ORLY

The current RHI Sharpe Ratio is -0.62, which is lower than the ORLY Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of RHI and ORLY, 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 Ratio-1.50-1.00-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.62
1.44
RHI
ORLY

Dividends

RHI vs. ORLY - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
RHI
Robert Half International Inc.
2.97%2.18%2.33%1.36%2.18%1.96%1.96%1.73%1.80%1.70%1.23%1.52%
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%

Drawdowns

RHI vs. ORLY - Drawdown Comparison

The maximum RHI drawdown since its inception was -68.80%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for RHI and ORLY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.20%
-3.58%
RHI
ORLY

Volatility

RHI vs. ORLY - Volatility Comparison

Robert Half International Inc. (RHI) has a higher volatility of 7.13% compared to O'Reilly Automotive, Inc. (ORLY) at 4.60%. This indicates that RHI's price experiences larger fluctuations and is considered to be riskier than ORLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
7.13%
4.60%
RHI
ORLY

Financials

RHI vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between Robert Half International 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.


Quarterly
Annual

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab