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Eli Lilly and Company (LLY)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS5324571083
CUSIP532457108
SectorHealthcare
IndustryDrug Manufacturers—General

Highlights

Market Cap$690.55B
EPS$5.81
PE Ratio125.01
PEG Ratio1.43
Revenue (TTM)$34.12B
Gross Profit (TTM)$21.91B
EBITDA (TTM)$12.31B
Year Range$367.60 - $800.78
Target Price$826.94
Short %0.64%
Short Ratio1.82

Share Price Chart


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Eli Lilly and Company

Popular comparisons: LLY vs. NVO, LLY vs. UNH, LLY vs. VOO, LLY vs. VRTX, LLY vs. XLV, LLY vs. DHR, LLY vs. DQ, LLY vs. AAPL, LLY vs. AGNG, LLY vs. LRCX

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Eli Lilly and Company, comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


0.00%10.00%20.00%30.00%40.00%NovemberDecember2024FebruaryMarchApril
28.06%
22.02%
LLY (Eli Lilly and Company)
Benchmark (^GSPC)

S&P 500

Returns By Period

Eli Lilly and Company had a return of 24.57% year-to-date (YTD) and 94.26% in the last 12 months. Over the past 10 years, Eli Lilly and Company had an annualized return of 31.29%, outperforming the S&P 500 benchmark which had an annualized return of 10.46%.


PeriodReturnBenchmark
Year-To-Date24.57%5.84%
1 month-6.46%-2.98%
6 months28.06%22.02%
1 year94.26%24.47%
5 years (annualized)45.62%11.44%
10 years (annualized)31.29%10.46%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
202410.75%16.94%3.22%
2023-3.08%3.13%6.90%-1.37%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of LLY is 98, placing it in the top 2% of the market in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.

The Risk-Adjusted Performance Rank of LLY is 9898
Eli Lilly and Company(LLY)
The Sharpe Ratio Rank of LLY is 9797Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 9797Sortino Ratio Rank
The Omega Ratio Rank of LLY is 9797Omega Ratio Rank
The Calmar Ratio Rank of LLY is 9999Calmar Ratio Rank
The Martin Ratio Rank of LLY is 9898Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Eli Lilly and Company (LLY) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 3.02, compared to the broader market-2.00-1.000.001.002.003.004.003.02
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 4.34, compared to the broader market-4.00-2.000.002.004.006.004.34
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.56, compared to the broader market0.501.001.501.56
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 7.27, compared to the broader market0.002.004.006.007.27
Martin ratio
The chart of Martin ratio for LLY, currently valued at 22.38, compared to the broader market0.0010.0020.0030.0022.38
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.05, compared to the broader market-2.00-1.000.001.002.003.004.002.05
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 2.98, compared to the broader market-4.00-2.000.002.004.006.002.98
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.36, compared to the broader market0.501.001.501.36
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.55, compared to the broader market0.002.004.006.001.55
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.05, compared to the broader market0.0010.0020.0030.008.05

Sharpe Ratio

The current Eli Lilly and Company Sharpe ratio is 3.02. A Sharpe ratio of 3.0 or higher is considered excellent.


Rolling 12-month Sharpe Ratio0.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
3.02
2.05
LLY (Eli Lilly and Company)
Benchmark (^GSPC)

Dividends

Dividend History

Eli Lilly and Company granted a 0.65% dividend yield in the last twelve months. The annual payout for that period amounted to $4.69 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$4.69$4.52$3.92$3.40$2.96$2.58$2.25$2.08$2.04$2.00$1.96$1.96

Dividend yield

0.65%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Monthly Dividends

The table displays the monthly dividend distributions for Eli Lilly and Company. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$1.30$0.00
2023$0.00$1.13$0.00$0.00$1.13$0.00$0.00$1.13$0.00$0.00$1.13$0.00
2022$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00$0.00$0.98$0.00
2021$0.00$0.85$0.00$0.00$0.85$0.00$0.00$0.85$0.00$0.00$0.85$0.00
2020$0.00$0.74$0.00$0.00$0.74$0.00$0.00$0.74$0.00$0.00$0.74$0.00
2019$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00$0.00$0.65$0.00
2018$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.56$0.00$0.00$0.56$0.00
2017$0.00$0.52$0.00$0.00$0.52$0.00$0.00$0.52$0.00$0.00$0.52$0.00
2016$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00$0.00$0.51$0.00
2015$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00$0.00$0.50$0.00
2014$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00
2013$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00$0.00$0.49$0.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%0.7%
Eli Lilly and Company has a dividend yield of 0.65%, which signifies it pays a smaller percentage of its stock price in dividends to its shareholders compared to other companies in the market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%74.2%
Eli Lilly and Company has a payout ratio of 74.21%, which is above the market average. This might signify the company's strong earnings or financial health. However, it could also hint at a more mature business phase with potentially slower growth.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-8.51%
-3.92%
LLY (Eli Lilly and Company)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Eli Lilly and Company. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Eli Lilly and Company was 68.27%, occurring on Mar 5, 2009. Recovery took 1428 trading sessions.

The current Eli Lilly and Company drawdown is 8.51%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-68.27%Aug 9, 20002154Mar 5, 20091428Nov 4, 20143582
-60.84%Jul 26, 19731051Sep 21, 19771443Jun 7, 19832494
-46.4%Jan 10, 1992404Aug 13, 1993408Mar 27, 1995812
-43.28%Mar 8, 1999254Mar 7, 200080Jun 29, 2000334
-40.74%Sep 15, 198725Oct 19, 1987353Mar 13, 1989378

Volatility

Volatility Chart

The current Eli Lilly and Company volatility is 6.24%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2024FebruaryMarchApril
6.24%
3.60%
LLY (Eli Lilly and Company)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Eli Lilly and Company over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
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Revenue

Total Revenue

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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items