O'Reilly Automotive (ORLY): analysis and statistics
Return, volatility, Sharpe ratio and risk for O'Reilly Automotive, a component of both the S&P 500 and the Nasdaq 100 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $90.44 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +13.71% |
| Total return over period | +46.73% |
| Annualized volatility | 22.06% |
| Period volatility | 38.11% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.90 |
| Sortino ratio | 1.31 |
| Max drawdown | -23.27% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.06% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $61.69 – $107.82 |
| Trading days analyzed | 752 |
Over the last 3.0 years, O'Reilly Automotive (ORLY) has posted an annualized return of +13.71% with annual volatility of 22.06%, a Sharpe ratio of 0.90. Its worst stretch (max drawdown from a peak) was -23.27%. Its correlation with the S&P 500 is 0.16, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ORLY would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, O'Reilly Automotive (ORLY) is of both the S&P 500 and the Nasdaq 100.
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