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USD=X vs. ORLY
Performance
Return for Risk
Drawdowns
Volatility

Performance

USD=X vs. ORLY - Performance Comparison

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

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Returns By Period


USD=X

1D
0.00%
1M
0.00%
YTD
0.00%
6M
0.00%
1Y
0.00%
3Y*
0.00%
5Y*
0.00%
10Y*
0.00%

ORLY

1D
1.02%
1M
2.86%
YTD
-0.21%
6M
-3.28%
1Y
1.23%
3Y*
14.22%
5Y*
20.62%
10Y*
18.05%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USD=X vs. ORLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
USD=X
USD Cash
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ORLY
O'Reilly Automotive, Inc.
-0.21%15.38%24.81%12.56%19.51%56.05%3.27%27.28%43.15%-13.60%

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Return for Risk

USD=X vs. ORLY — Risk / Return Rank

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

USD=X

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


ORLY
ORLY Risk / Return Rank: 4040
Overall Rank
ORLY Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ORLY Sortino Ratio Rank: 3636
Sortino Ratio Rank
ORLY Omega Ratio Rank: 3535
Omega Ratio Rank
ORLY Calmar Ratio Rank: 4343
Calmar Ratio Rank
ORLY Martin Ratio Rank: 4343
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.

USD=X vs. ORLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for USD Cash (USD=X) 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.

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.


USD=XORLYDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.02

Calmar ratioReturn relative to maximum drawdown

-0.00

Martin ratioReturn relative to average drawdown

-0.00

USD=X vs. ORLY - Sharpe Ratio Comparison


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Drawdowns

USD=X vs. ORLY - Drawdown Comparison

The maximum USD=X drawdown since its inception was 0.00%, smaller than the maximum ORLY drawdown of -65.42%. Use the drawdown chart below to compare losses from any high point for USD=X and ORLY.


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Drawdown Indicators


USD=XORLYDifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-65.42%

+65.42%

Max Drawdown (1Y)

Largest decline over 1 year

0.00%

-20.02%

+20.02%

Max Drawdown (3Y)

Largest decline over 3 years

0.00%

-20.02%

+20.02%

Max Drawdown (5Y)

Largest decline over 5 years

0.00%

-23.03%

+23.03%

Max Drawdown (10Y)

Largest decline over 10 years

0.00%

-42.00%

+42.00%

Current Drawdown

Current decline from peak

0.00%

-15.58%

+15.58%

Average Drawdown

Average peak-to-trough decline

0.00%

-10.78%

+10.78%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.00%

10.77%

-10.77%

Volatility

USD=X vs. ORLY - Volatility Comparison

The current volatility for USD Cash (USD=X) is 0.00%, while O'Reilly Automotive, Inc. (ORLY) has a volatility of 6.52%. This indicates that USD=X experiences smaller price fluctuations and is considered to be less risky 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


USD=XORLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.00%

6.52%

-6.52%

Volatility (6M)

Calculated over the trailing 6-month period

0.00%

17.78%

-17.78%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

22.82%

-22.82%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

22.63%

-22.63%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

26.52%

-26.52%

Frequently Asked Questions


ORLY has higher volatility (6.52%) compared to USD=X (0.00%). In terms of maximum drawdown, USD=X dropped 0.00% vs ORLY's -65.42%.

Portfolio Optimizer

Find the right allocation for USD=X 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.

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