STRT vs. ODC
STRT (Strattec Security Corporation) and ODC (Oil-Dri Corporation of America) are both stocks. STRT operates in Auto Parts (Consumer Cyclical), while ODC operates in Specialty Chemicals (Basic Materials). Over the past 10 years, STRT returned 6.67%/yr vs 21.80%/yr for ODC. At a 0.10 correlation, their price movements are largely independent.
Performance
STRT vs. ODC - Performance Comparison
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Returns By Period
In the year-to-date period, STRT achieves a 2.81% return, which is significantly lower than ODC's 114.62% return. Over the past 10 years, STRT has underperformed ODC with an annualized return of 6.67%, while ODC has yielded a comparatively higher 21.80% annualized return.
STRT
- 1D
- 0.66%
- 1M
- -0.65%
- 6M
- 0.67%
- YTD
- 2.81%
- 1Y
- 22.70%
- 3Y*
- 58.39%
- 5Y*
- 12.01%
- 10Y*
- 6.67%
ODC
- 1D
- 1.80%
- 1M
- 10.55%
- 6M
- 103.99%
- YTD
- 114.62%
- 1Y
- 80.79%
- 3Y*
- 51.57%
- 5Y*
- 46.35%
- 10Y*
- 21.80%
STRT vs. ODC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
STRT Strattec Security Corporation | 2.81% | 84.81% | 62.59% | 23.31% | -44.49% | -25.00% | 123.78% | -21.04% | -32.75% | 9.81% |
ODC Oil-Dri Corporation of America | 114.62% | 13.19% | 32.89% | 104.83% | 6.46% | -1.06% | -3.23% | 41.07% | -34.48% | 11.16% |
Correlation
The correlation between STRT and ODC is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 24, 1995 | 0.10 |
The correlation between STRT and ODC shifts across timeframes, from 0.10 (all time) to 0.26 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
STRT:
$327.12M
ODC:
$1.45B
STRT:
$6.05
ODC:
$3.40
STRT:
12.94
ODC:
30.71
STRT:
0.36
ODC:
0.29
STRT:
0.56
ODC:
3.45
STRT:
1.35
ODC:
5.09
STRT:
$579.58M
ODC:
$489.76M
STRT:
$97.12M
ODC:
$136.36M
STRT:
$36.69M
ODC:
$83.04M
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Return for Risk
STRT vs. ODC — Risk / Return Rank
STRT
ODC
STRT vs. ODC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Strattec Security Corporation (STRT) and Oil-Dri Corporation of America (ODC). 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.
| STRT | ODC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 0.67 | 2.48 | -1.81 |
| Martin ratioReturn relative to average drawdown | 1.51 | 6.38 | -4.87 |
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Drawdowns
STRT vs. ODC - Drawdown Comparison
The maximum STRT drawdown since its inception was -89.98%, which is greater than ODC's maximum drawdown of -70.82%. Use the drawdown chart below to compare losses from any high point for STRT and ODC.
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Drawdown Indicators
| STRT | ODC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.98% | -70.82% | -19.16% |
Max Drawdown (1Y)Largest decline over 1 year | -31.31% | -32.73% | +1.42% |
Max Drawdown (3Y)Largest decline over 3 years | -36.82% | -32.73% | -4.09% |
Max Drawdown (5Y)Largest decline over 5 years | -61.60% | -37.27% | -24.33% |
Max Drawdown (10Y)Largest decline over 10 years | -74.35% | -48.86% | -25.49% |
Current DrawdownCurrent decline from peak | -20.96% | 0.00% | -20.96% |
Average DrawdownAverage peak-to-trough decline | -40.58% | -22.62% | -17.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.87% | 12.68% | +1.19% |
Volatility
STRT vs. ODC - Volatility Comparison
Strattec Security Corporation (STRT) has a higher volatility of 8.76% compared to Oil-Dri Corporation of America (ODC) at 7.19%. This indicates that STRT's price experiences larger fluctuations and is considered to be riskier than ODC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| STRT | ODC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.76% | 7.19% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 34.64% | 26.32% | +8.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 48.63% | 37.74% | +10.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 49.11% | 35.94% | +13.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 53.50% | 36.71% | +16.79% |
Dividends
STRT vs. ODC - Dividend Comparison
STRT has not paid dividends to shareholders, while ODC's dividend yield for the trailing twelve months is around 0.74%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ODC Oil-Dri Corporation of America | 0.74% | 1.37% | 1.37% | 1.70% | 3.28% | 3.24% | 2.99% | 2.70% | 3.55% | 2.17% | 2.25% | 2.23% |
STRT Strattec Security Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.28% | 2.52% | 1.94% | 1.29% | 1.34% | 0.89% |
Financials
STRT vs. ODC - Financials Comparison
This section allows you to compare key financial metrics between Strattec Security Corporation and Oil-Dri Corporation of America. 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
STRT vs. ODC - Profitability Comparison
STRT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Strattec Security Corporation reported a gross profit of 22.66M and revenue of 137.63M. Therefore, the gross margin over that period was 16.5%.
ODC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Oil-Dri Corporation of America reported a gross profit of 33.73M and revenue of 126.33M. Therefore, the gross margin over that period was 26.7%.
STRT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Strattec Security Corporation reported an operating income of 5.05M and revenue of 137.63M, resulting in an operating margin of 3.7%.
ODC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Oil-Dri Corporation of America reported an operating income of 17.09M and revenue of 126.33M, resulting in an operating margin of 13.5%.
STRT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Strattec Security Corporation reported a net income of 3.24M and revenue of 137.63M, resulting in a net margin of 2.4%.
ODC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Oil-Dri Corporation of America reported a net income of 14.53M and revenue of 126.33M, resulting in a net margin of 11.5%.
Frequently Asked Questions
STRT and ODC have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
STRT has higher volatility (8.76%) compared to ODC (7.19%). In terms of maximum drawdown, STRT dropped -89.98% vs ODC's -70.82%.
ODC currently has the higher Sharpe Ratio (2.15 vs 0.43), 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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