AUUD vs ORLY: Correlation
How closely do Auddia Inc. (AUUD) and O'Reilly Automotive (ORLY) trade together? Their weekly returns over three years give a correlation of -0.22, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are AUUD and ORLY?
Across a 3-year window, the weekly returns of AUUD and ORLY correlate at -0.22, negative, meaning they tend to move in opposite directions. Recent behaviour matches the longer record: -0.24 over 1 year against -0.22 over 3. Stretching to 5 years gives -0.13, with an annualized covariance of -468.2 %².
By 3-year correlation, ORLY places #12 of the 19 assets tracked against AUUD. The last year tells two different stories: ORLY led by 79.0 percentage points, -94.6% for AUUD against -15.6% for ORLY. Risk is not evenly split, since AUUD carries 5.4 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
AUUD vs ORLY: side by side
| AUUD (Auddia Inc.) | ORLY (O'Reilly Automotive) | |
|---|---|---|
| 1-year return | -94.6% | -15.6% |
| 5-year return | -100.0% | +120.8% |
| Volatility (ann.) | 107.6% | 19.8% |
| Beta vs S&P 500 | -0.10 | 0.20 |
| Max drawdown (3Y) | -99.9% | -23.3% |
| Market cap | – | $71.1B |
| P/E (trailing) | 0.2 | 28.4 |
| Dividend yield | 0.00% | 0.00% |
| Sector / category | US Listed | Consumer Discretionary |
Year-by-year returns
| Year | AUUD | ORLY |
|---|---|---|
| 2022 | -46.1% | +19.5% |
| 2023 | -74.0% | +12.6% |
| 2024 | -91.8% | +24.8% |
| 2025 | -88.8% | +15.4% |
| 2026 | -86.7% | -3.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are AUUD and ORLY good diversifiers for each other?
Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between AUUD and ORLY?
The AUUD/ORLY correlation stands at -0.22 on a 3-year window (1 year: -0.24, 5 years: -0.13), computed from weekly returns as of 2026-08-27.
Is ORLY a good diversifier for AUUD?
Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.22 mean?
On the −1 to +1 scale, -0.22 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/auud-vs-orly.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/auud-vs-orly/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: AUUD correlations · ORLY correlations
