ORLY vs AZO: returns, Sharpe ratio and drawdown

Over the past year, ORLY returned -15.37% against -27.86% for AZO. Over five years, ORLY averaged +15.62% a year, compared with +11.14% for AZO. ORLY had the higher Sharpe ratio over the past year (-0.69 vs -1.11), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -19.72% for ORLY and -31.87% for AZO.