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TSCO vs. ORLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between TSCO and ORLY is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

TSCO vs. ORLY - Performance Comparison

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

30,000.00%40,000.00%50,000.00%60,000.00%70,000.00%80,000.00%NovemberDecember2025FebruaryMarchApril
68,050.21%
33,441.79%
TSCO
ORLY

Key characteristics

Sharpe Ratio

TSCO:

-0.06

ORLY:

1.15

Sortino Ratio

TSCO:

0.12

ORLY:

1.72

Omega Ratio

TSCO:

1.02

ORLY:

1.21

Calmar Ratio

TSCO:

-0.09

ORLY:

1.32

Martin Ratio

TSCO:

-0.21

ORLY:

5.41

Ulcer Index

TSCO:

8.47%

ORLY:

4.41%

Daily Std Dev

TSCO:

29.50%

ORLY:

20.79%

Max Drawdown

TSCO:

-76.15%

ORLY:

-65.42%

Current Drawdown

TSCO:

-18.69%

ORLY:

-6.22%

Fundamentals

Market Cap

TSCO:

$26.97B

ORLY:

$79.77B

EPS

TSCO:

$2.04

ORLY:

$40.69

PE Ratio

TSCO:

24.87

ORLY:

34.25

PEG Ratio

TSCO:

2.26

ORLY:

2.16

PS Ratio

TSCO:

1.81

ORLY:

4.77

PB Ratio

TSCO:

11.88

ORLY:

210.18

Total Revenue (TTM)

TSCO:

$11.49B

ORLY:

$16.87B

Gross Profit (TTM)

TSCO:

$3.95B

ORLY:

$8.64B

EBITDA (TTM)

TSCO:

$1.55B

ORLY:

$3.36B

Returns By Period

In the year-to-date period, TSCO achieves a -7.28% return, which is significantly lower than ORLY's 14.03% return. Over the past 10 years, TSCO has underperformed ORLY with an annualized return of 12.11%, while ORLY has yielded a comparatively higher 19.69% annualized return.


TSCO

YTD

-7.28%

1M

-7.25%

6M

-9.97%

1Y

-3.56%

5Y*

21.10%

10Y*

12.11%

ORLY

YTD

14.03%

1M

-1.69%

6M

12.70%

1Y

23.75%

5Y*

28.68%

10Y*

19.69%

*Annualized

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Risk-Adjusted Performance

TSCO vs. ORLY — Risk-Adjusted Performance Rank

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

TSCO
The Risk-Adjusted Performance Rank of TSCO is 4545
Overall Rank
The Sharpe Ratio Rank of TSCO is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of TSCO is 4141
Sortino Ratio Rank
The Omega Ratio Rank of TSCO is 4141
Omega Ratio Rank
The Calmar Ratio Rank of TSCO is 4747
Calmar Ratio Rank
The Martin Ratio Rank of TSCO is 4848
Martin Ratio Rank

ORLY
The Risk-Adjusted Performance Rank of ORLY is 8585
Overall Rank
The Sharpe Ratio Rank of ORLY is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ORLY is 8282
Sortino Ratio Rank
The Omega Ratio Rank of ORLY is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ORLY is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ORLY is 8888
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TSCO vs. ORLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Tractor Supply Company (TSCO) 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.


The chart of Sharpe ratio for TSCO, currently valued at -0.06, compared to the broader market-2.00-1.000.001.002.003.00
TSCO: -0.06
ORLY: 1.15
The chart of Sortino ratio for TSCO, currently valued at 0.12, compared to the broader market-6.00-4.00-2.000.002.004.00
TSCO: 0.12
ORLY: 1.72
The chart of Omega ratio for TSCO, currently valued at 1.02, compared to the broader market0.501.001.502.00
TSCO: 1.02
ORLY: 1.21
The chart of Calmar ratio for TSCO, currently valued at -0.09, compared to the broader market0.001.002.003.004.005.00
TSCO: -0.09
ORLY: 1.32
The chart of Martin ratio for TSCO, currently valued at -0.21, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
TSCO: -0.21
ORLY: 5.41

The current TSCO Sharpe Ratio is -0.06, which is lower than the ORLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of TSCO 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.06
1.15
TSCO
ORLY

Dividends

TSCO vs. ORLY - Dividend Comparison

TSCO's dividend yield for the trailing twelve months is around 1.82%, while ORLY has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
TSCO
Tractor Supply Company
1.82%1.66%1.92%1.64%0.87%1.07%1.46%1.44%1.40%1.21%0.89%0.77%
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

TSCO vs. ORLY - Drawdown Comparison

The maximum TSCO drawdown since its inception was -76.15%, which is greater than ORLY's maximum drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for TSCO and ORLY. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-18.69%
-6.22%
TSCO
ORLY

Volatility

TSCO vs. ORLY - Volatility Comparison

Tractor Supply Company (TSCO) has a higher volatility of 13.62% compared to O'Reilly Automotive, Inc. (ORLY) at 9.50%. This indicates that TSCO'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%14.00%NovemberDecember2025FebruaryMarchApril
13.62%
9.50%
TSCO
ORLY

Financials

TSCO vs. ORLY - Financials Comparison

This section allows you to compare key financial metrics between Tractor Supply Company 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