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ADV vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ADV and LLY is 0.04, 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.


-0.50.00.51.00.0

Performance

ADV vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Advantage Solutions Inc. (ADV) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-31.50%
-8.18%
ADV
LLY

Key characteristics

Sharpe Ratio

ADV:

-0.69

LLY:

0.40

Sortino Ratio

ADV:

-0.79

LLY:

0.77

Omega Ratio

ADV:

0.91

LLY:

1.10

Calmar Ratio

ADV:

-0.45

LLY:

0.51

Martin Ratio

ADV:

-1.35

LLY:

1.18

Ulcer Index

ADV:

27.42%

LLY:

10.53%

Daily Std Dev

ADV:

54.08%

LLY:

30.89%

Max Drawdown

ADV:

-91.51%

LLY:

-68.27%

Current Drawdown

ADV:

-81.68%

LLY:

-8.74%

Fundamentals

Market Cap

ADV:

$801.88M

LLY:

$779.75B

EPS

ADV:

-$0.58

LLY:

$11.74

Total Revenue (TTM)

ADV:

$2.69B

LLY:

$45.04B

Gross Profit (TTM)

ADV:

$278.61M

LLY:

$36.76B

EBITDA (TTM)

ADV:

$34.27M

LLY:

$15.63B

Returns By Period

In the year-to-date period, ADV achieves a -15.07% return, which is significantly lower than LLY's 13.29% return.


ADV

YTD

-15.07%

1M

-4.98%

6M

-31.49%

1Y

-35.42%

5Y*

-25.56%

10Y*

N/A

LLY

YTD

13.29%

1M

17.82%

6M

-8.18%

1Y

17.81%

5Y*

45.73%

10Y*

30.99%

*Annualized

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Risk-Adjusted Performance

ADV vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ADV
The Risk-Adjusted Performance Rank of ADV is 1414
Overall Rank
The Sharpe Ratio Rank of ADV is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of ADV is 1414
Sortino Ratio Rank
The Omega Ratio Rank of ADV is 1616
Omega Ratio Rank
The Calmar Ratio Rank of ADV is 2020
Calmar Ratio Rank
The Martin Ratio Rank of ADV is 99
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 5959
Overall Rank
The Sharpe Ratio Rank of LLY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6060
Martin 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.

ADV vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Advantage Solutions Inc. (ADV) 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.


Sharpe ratio
The chart of Sharpe ratio for ADV, currently valued at -0.69, compared to the broader market-2.000.002.00-0.690.40
The chart of Sortino ratio for ADV, currently valued at -0.79, compared to the broader market-4.00-2.000.002.004.006.00-0.790.77
The chart of Omega ratio for ADV, currently valued at 0.91, compared to the broader market0.501.001.502.000.911.10
The chart of Calmar ratio for ADV, currently valued at -0.45, compared to the broader market0.002.004.006.00-0.450.51
The chart of Martin ratio for ADV, currently valued at -1.35, compared to the broader market-10.000.0010.0020.0030.00-1.351.18
ADV
LLY

The current ADV Sharpe Ratio is -0.69, which is lower than the LLY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of ADV and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.69
0.40
ADV
LLY

Dividends

ADV vs. LLY - Dividend Comparison

ADV has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.62%.


TTM20242023202220212020201920182017201620152014
ADV
Advantage Solutions Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.62%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

ADV vs. LLY - Drawdown Comparison

The maximum ADV drawdown since its inception was -91.51%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ADV and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-81.68%
-8.74%
ADV
LLY

Volatility

ADV vs. LLY - Volatility Comparison

Advantage Solutions Inc. (ADV) has a higher volatility of 14.81% compared to Eli Lilly and Company (LLY) at 7.17%. This indicates that ADV'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.


5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
14.81%
7.17%
ADV
LLY

Financials

ADV vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Advantage Solutions 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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