TOL vs. ORLY
TOL (Toll Brothers, Inc.) and ORLY (O'Reilly Automotive, Inc.) are both stocks. Both are in the Consumer Cyclical sector — TOL in Residential Construction, ORLY in Specialty Retail. Over the past 10 years, TOL returned 18.17%/yr vs 17.73%/yr for ORLY. At a 0.28 correlation, their price movements are largely independent.
Performance
TOL vs. ORLY - Performance Comparison
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Returns By Period
In the year-to-date period, TOL achieves a 1.81% return, which is significantly higher than ORLY's -2.40% return. Both investments have delivered pretty close results over the past 10 years, with TOL having a 18.17% annualized return and ORLY not far behind at 17.73%.
TOL
- 1D
- -0.54%
- 1M
- -0.53%
- YTD
- 1.81%
- 6M
- 1.08%
- 1Y
- 28.78%
- 3Y*
- 23.72%
- 5Y*
- 18.54%
- 10Y*
- 18.17%
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%
TOL vs. ORLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TOL Toll Brothers, Inc. | 1.81% | 8.28% | 23.45% | 108.62% | -29.97% | 68.43% | 11.53% | 21.40% | -30.69% | 55.85% |
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 TOL and ORLY is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.28 |
Correlation (All Time) Calculated using the full available price history since Apr 23, 1993 | 0.28 |
Fundamentals
TOL:
$13.19B
ORLY:
$75.00B
TOL:
$13.19
ORLY:
$3.06
TOL:
10.40
ORLY:
29.10
TOL:
0.47
ORLY:
3.13
TOL:
2.10
ORLY:
4.16
TOL:
$6.37B
ORLY:
$18.21B
TOL:
$2.71B
ORLY:
$9.40B
TOL:
$1.76B
ORLY:
$3.96B
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Return for Risk
TOL vs. ORLY — Risk / Return Rank
TOL
ORLY
TOL vs. ORLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Toll Brothers, Inc. (TOL) 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.
| TOL | ORLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.99 | ||
| Sortino ratioReturn per unit of downside risk | +1.60 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.00 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.15 | -0.15 | +1.30 |
| Martin ratioReturn relative to average drawdown | 2.90 | -0.29 | +3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TOL | ORLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.85 | -0.13 | +0.99 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.91 | -0.39 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.67 | -0.23 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.64 | -0.35 |
Drawdowns
TOL vs. ORLY - Drawdown Comparison
The maximum TOL drawdown since its inception was -76.39%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for TOL and ORLY.
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Drawdown Indicators
| TOL | ORLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.39% | -65.42% | -10.97% |
Max Drawdown (1Y)Largest decline over 1 year | -25.13% | -20.02% | -5.11% |
Max Drawdown (3Y)Largest decline over 3 years | -45.97% | -20.02% | -25.95% |
Max Drawdown (5Y)Largest decline over 5 years | -45.97% | -23.03% | -22.94% |
Max Drawdown (10Y)Largest decline over 10 years | -73.11% | -42.00% | -31.11% |
Current DrawdownCurrent decline from peak | -17.28% | -17.44% | +0.16% |
Average DrawdownAverage peak-to-trough decline | -32.27% | -10.78% | -21.49% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.95% | 10.58% | -0.63% |
Volatility
TOL vs. ORLY - Volatility Comparison
Toll Brothers, Inc. (TOL) has a higher volatility of 12.13% compared to O'Reilly Automotive, Inc. (ORLY) at 7.10%. This indicates that TOL'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.
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Volatility by Period
| TOL | ORLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.13% | 7.10% | +5.03% |
Volatility (6M)Calculated over the trailing 6-month period | 24.47% | 18.17% | +6.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.94% | 23.08% | +10.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.94% | 22.64% | +13.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.08% | 26.53% | +14.55% |
Dividends
TOL vs. ORLY - Dividend Comparison
TOL's dividend yield for the trailing twelve months is around 0.74%, while ORLY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
TOL Toll Brothers, Inc. | 0.74% | 0.72% | 0.71% | 0.81% | 1.54% | 0.86% | 1.01% | 1.11% | 1.25% | 0.50% |
Financials
TOL vs. ORLY - Financials Comparison
This section allows you to compare key financial metrics between Toll Brothers, 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
TOL vs. ORLY - Profitability Comparison
TOL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a gross profit of 568.77M and revenue of -2.15B. Therefore, the gross margin over that period was -26.5%.
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%.
TOL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported an operating income of 346.64M and revenue of -2.15B, resulting in an operating margin of -16.2%.
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%.
TOL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Toll Brothers, Inc. reported a net income of 260.59M and revenue of -2.15B, resulting in a net margin of -12.2%.
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%.
Frequently Asked Questions
TOL and ORLY have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TOL has higher volatility (12.13%) compared to ORLY (7.10%). In terms of maximum drawdown, TOL dropped -76.39% vs ORLY's -65.42%.
TOL currently has the higher Sharpe Ratio (0.85 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.
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