ALT vs. LLY
ALT (Altimmune, Inc.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — ALT in Biotechnology, LLY in Drug Manufacturers - General. Over the past 10 years, ALT returned -28.25%/yr vs 32.66%/yr for LLY. At a 0.09 correlation, their price movements are largely independent.
Performance
ALT vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ALT achieves a -20.50% return, which is significantly lower than LLY's 0.72% return. Over the past 10 years, ALT has underperformed LLY with an annualized return of -28.25%, while LLY has yielded a comparatively higher 32.66% annualized return.
ALT
- 1D
- -1.03%
- 1M
- -4.97%
- YTD
- -20.50%
- 6M
- -43.84%
- 1Y
- -47.05%
- 3Y*
- -12.34%
- 5Y*
- -26.02%
- 10Y*
- -28.25%
LLY
- 1D
- 1.37%
- 1M
- 11.64%
- YTD
- 0.72%
- 6M
- 4.73%
- 1Y
- 44.70%
- 3Y*
- 35.56%
- 5Y*
- 41.13%
- 10Y*
- 32.66%
ALT vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALT Altimmune, Inc. | -20.50% | -49.93% | -35.91% | -31.61% | 79.59% | -18.79% | 496.83% | -8.25% | -96.55% | -47.79% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between ALT and LLY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.25 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since Oct 7, 2005 | 0.09 |
The correlation between ALT and LLY shifts across timeframes, from 0.09 (all time) to 0.25 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
ALT:
$357.21M
LLY:
$966.48B
ALT:
-$0.92
LLY:
$28.14
ALT:
7.89K
LLY:
13.41
ALT:
1.26
LLY:
30.98
ALT:
$36.00K
LLY:
$72.25B
ALT:
-$14.92M
LLY:
$59.75B
ALT:
-$93.48M
LLY:
$32.97B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ALT vs. LLY — Risk / Return Rank
ALT
LLY
ALT vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Altimmune, Inc. (ALT) and Eli Lilly and Company (LLY). 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.
| ALT | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.70 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.24 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | -0.71 | 1.90 | -2.61 |
| Martin ratioReturn relative to average drawdown | -0.98 | 4.73 | -5.71 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| ALT | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.52 | 1.19 | -1.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 1.26 | -1.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.19 | 1.09 | -1.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.17 | 0.57 | -0.74 |
Drawdowns
ALT vs. LLY - Drawdown Comparison
The maximum ALT drawdown since its inception was -99.63%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ALT and LLY.
Loading charts...
Drawdown Indicators
| ALT | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.63% | -68.24% | -31.39% |
Max Drawdown (1Y)Largest decline over 1 year | -66.28% | -23.64% | -42.64% |
Max Drawdown (3Y)Largest decline over 3 years | -81.17% | -34.48% | -46.69% |
Max Drawdown (5Y)Largest decline over 5 years | -90.45% | -34.48% | -55.97% |
Max Drawdown (10Y)Largest decline over 10 years | -99.63% | -34.48% | -65.15% |
Current DrawdownCurrent decline from peak | -99.30% | -4.26% | -95.04% |
Average DrawdownAverage peak-to-trough decline | -78.88% | -19.22% | -59.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 48.04% | 9.49% | +38.55% |
Volatility
ALT vs. LLY - Volatility Comparison
Altimmune, Inc. (ALT) has a higher volatility of 13.55% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that ALT's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ALT | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.55% | 9.16% | +4.39% |
Volatility (6M)Calculated over the trailing 6-month period | 60.73% | 26.81% | +33.92% |
Volatility (1Y)Calculated over the trailing 1-year period | 91.59% | 37.88% | +53.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 94.47% | 32.79% | +61.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 149.65% | 30.14% | +119.51% |
Dividends
ALT vs. LLY - Dividend Comparison
ALT has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALT Altimmune, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1,462.31% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.60% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
ALT vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Altimmune, Inc. and Eli Lilly and Company. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ALT and LLY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ALT has higher volatility (13.55%) compared to LLY (9.16%). In terms of maximum drawdown, ALT dropped -99.63% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.19 vs -0.52), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ALT and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer