PortfoliosLab logoPortfoliosLab logo
T vs. ORLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

T vs. ORLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AT&T Inc. (T) and O'Reilly Automotive, Inc. (ORLY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, T achieves a -7.40% return, which is significantly lower than ORLY's -2.40% return. Over the past 10 years, T has underperformed ORLY with an annualized return of 2.86%, while ORLY has yielded a comparatively higher 17.73% annualized return.


T

1D
-1.10%
1M
-10.57%
YTD
-7.40%
6M
-7.40%
1Y
-16.38%
3Y*
18.39%
5Y*
6.60%
10Y*
2.86%

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

T vs. ORLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
T
AT&T Inc.
-7.40%13.97%44.08%-2.74%5.76%-8.09%-21.37%45.55%-22.25%-4.01%
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%

Correlation

The correlation between T and ORLY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.18

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 23, 1993

0.23

Fundamentals

EPS

T:

$3.04

ORLY:

$3.06

PE Ratio

T:

7.39

ORLY:

29.10

PEG Ratio

T:

0.31

ORLY:

3.13

PS Ratio

T:

1.29

ORLY:

4.16

Total Revenue (TTM)

T:

$125.65B

ORLY:

$18.21B

Gross Profit (TTM)

T:

$105.41B

ORLY:

$9.40B

EBITDA (TTM)

T:

$54.70B

ORLY:

$3.96B

Compare stocks, funds, or ETFs

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


Return for Risk

T vs. ORLY — Risk / Return Rank

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

T
T Risk / Return Rank: 1111
Overall Rank
T Sharpe Ratio Rank: 1111
Sharpe Ratio Rank
T Sortino Ratio Rank: 1212
Sortino Ratio Rank
T Omega Ratio Rank: 1313
Omega Ratio Rank
T Calmar Ratio Rank: 1414
Calmar Ratio Rank
T Martin Ratio Rank: 44
Martin Ratio Rank

ORLY
ORLY Risk / Return Rank: 3434
Overall Rank
ORLY Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
ORLY Sortino Ratio Rank: 3030
Sortino Ratio Rank
ORLY Omega Ratio Rank: 3030
Omega Ratio Rank
ORLY Calmar Ratio Rank: 3737
Calmar Ratio Rank
ORLY Martin Ratio Rank: 3737
Martin Ratio Rank
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.

T vs. ORLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for AT&T Inc. (T) 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.


TORLYDifference
Sharpe ratioReturn per unit of total volatility

-0.62

Sortino ratioReturn per unit of downside risk

-0.95

Omega ratioGain probability vs. loss probability

0.89

1.00

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.75

-0.15

-0.60

Martin ratioReturn relative to average drawdown

-1.59

-0.29

-1.29

T vs. ORLY - Sharpe Ratio Comparison

The current T Sharpe Ratio is -0.75, which is lower than the ORLY Sharpe Ratio of -0.13. The chart below compares the historical Sharpe Ratios of T and ORLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


TORLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.75

-0.13

-0.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.28

0.91

-0.63

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.12

0.67

-0.55

Sharpe Ratio (All Time)

Calculated using the full available price history

0.38

0.64

-0.27

Drawdowns

T vs. ORLY - Drawdown Comparison

The maximum T drawdown since its inception was -64.15%, roughly equal to the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for T and ORLY.


Loading charts...

Drawdown Indicators


TORLYDifference

Max Drawdown

Largest peak-to-trough decline

-64.15%

-65.42%

+1.27%

Max Drawdown (1Y)

Largest decline over 1 year

-21.87%

-20.02%

-1.85%

Max Drawdown (3Y)

Largest decline over 3 years

-21.87%

-20.02%

-1.85%

Max Drawdown (5Y)

Largest decline over 5 years

-32.01%

-23.03%

-8.98%

Max Drawdown (10Y)

Largest decline over 10 years

-42.35%

-42.00%

-0.35%

Current Drawdown

Current decline from peak

-21.87%

-17.44%

-4.43%

Average Drawdown

Average peak-to-trough decline

-15.72%

-10.78%

-4.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.34%

10.58%

-0.24%

Volatility

T vs. ORLY - Volatility Comparison

AT&T Inc. (T) has a higher volatility of 7.50% compared to O'Reilly Automotive, Inc. (ORLY) at 7.10%. This indicates that T'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.


Loading charts...

Volatility by Period


TORLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.50%

7.10%

+0.40%

Volatility (6M)

Calculated over the trailing 6-month period

17.57%

18.17%

-0.60%

Volatility (1Y)

Calculated over the trailing 1-year period

21.98%

23.08%

-1.10%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.97%

22.64%

+1.33%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.71%

26.53%

-2.82%

Dividends

T vs. ORLY - Dividend Comparison

T's dividend yield for the trailing twelve months is around 4.93%, while ORLY has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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%
T
AT&T Inc.
4.93%4.47%4.87%6.62%6.66%8.46%7.23%5.22%7.01%5.04%4.51%5.46%

Financials

T vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between AT&T 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


0.0010.00B20.00B30.00B40.00B20222023202420252026
33.47B
4.56B
(T) Total Revenue
(ORLY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


T and ORLY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

T has higher volatility (7.50%) compared to ORLY (7.10%). In terms of maximum drawdown, T dropped -64.15% vs ORLY's -65.42%.

ORLY currently has the higher Sharpe Ratio (-0.13 vs -0.75), 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.

Portfolio Optimizer

Find the right allocation for T and ORLY

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer