0QLR.L vs. LLY
Compare and contrast key facts about Novartis AG (0QLR.L) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: 0QLR.L or LLY.
Key characteristics
| 0QLR.L | LLY | |
|---|---|---|
| YTD Return | 6.30% | 31.75% |
| 1Y Return | 1.78% | 80.71% |
| 3Y Return (Ann) | 6.35% | 59.91% |
| 5Y Return (Ann) | 3.66% | 48.22% |
| 10Y Return (Ann) | 3.54% | 31.97% |
| Sharpe Ratio | 0.14 | 2.70 |
| Daily Std Dev | 15.73% | 29.85% |
| Max Drawdown | -48.98% | -68.27% |
| Current Drawdown | -4.88% | -3.23% |
Fundamentals
| 0QLR.L | LLY | |
|---|---|---|
| Market Cap | £195.43B | $718.42B |
| Revenue (TTM) | £47.73B | $35.93B |
| Gross Profit (TTM) | £36.74B | $21.91B |
| EBITDA (TTM) | £18.94B | $13.37B |
Correlation
The correlation between 0QLR.L and LLY is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
0QLR.L vs. LLY - Performance Comparison
In the year-to-date period, 0QLR.L achieves a 6.30% return, which is significantly lower than LLY's 31.75% return. Over the past 10 years, 0QLR.L has underperformed LLY with an annualized return of 3.54%, while LLY has yielded a comparatively higher 31.97% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
0QLR.L vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (0QLR.L) 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.
Dividends
0QLR.L vs. LLY - Dividend Comparison
0QLR.L's dividend yield for the trailing twelve months is around 0.04%, less than LLY's 0.61% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
0QLR.L Novartis AG | 0.04% | 0.04% | 0.04% | 0.04% | 0.03% | 0.03% | 0.03% | 0.03% | 0.04% | 0.03% | 0.03% | 0.00% |
LLY Eli Lilly and Company | 0.61% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
0QLR.L vs. LLY - Drawdown Comparison
The maximum 0QLR.L drawdown since its inception was -48.98%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for 0QLR.L and LLY. For additional features, visit the drawdowns tool.
Volatility
0QLR.L vs. LLY - Volatility Comparison
The current volatility for Novartis AG (0QLR.L) is 4.90%, while Eli Lilly and Company (LLY) has a volatility of 9.91%. This indicates that 0QLR.L experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
0QLR.L vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG 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