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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.

0.00%200.00%400.00%600.00%800.00%JulyAugustSeptemberOctoberNovemberDecember
-68.48%
638.65%
ADV
LLY

Key characteristics

Sharpe Ratio

ADV:

-0.33

LLY:

1.09

Sortino Ratio

ADV:

-0.12

LLY:

1.67

Omega Ratio

ADV:

0.99

LLY:

1.22

Calmar Ratio

ADV:

-0.23

LLY:

1.36

Martin Ratio

ADV:

-0.83

LLY:

4.05

Ulcer Index

ADV:

21.90%

LLY:

8.09%

Daily Std Dev

ADV:

54.95%

LLY:

30.05%

Max Drawdown

ADV:

-91.51%

LLY:

-68.27%

Current Drawdown

ADV:

-76.96%

LLY:

-20.21%

Fundamentals

Market Cap

ADV:

$1.06B

LLY:

$700.23B

EPS

ADV:

-$0.58

LLY:

$9.27

Total Revenue (TTM)

ADV:

$3.77B

LLY:

$40.86B

Gross Profit (TTM)

ADV:

$387.98M

LLY:

$33.33B

EBITDA (TTM)

ADV:

$130.48M

LLY:

$12.51B

Returns By Period

In the year-to-date period, ADV achieves a -13.81% return, which is significantly lower than LLY's 32.04% return.


ADV

YTD

-13.81%

1M

-3.11%

6M

5.41%

1Y

-20.61%

5Y*

-21.55%

10Y*

N/A

LLY

YTD

32.04%

1M

5.16%

6M

-13.96%

1Y

32.75%

5Y*

44.02%

10Y*

29.08%

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Risk-Adjusted Performance

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 -0.33, compared to the broader market-4.00-2.000.002.00-0.331.09
The chart of Sortino ratio for ADV, currently valued at -0.12, compared to the broader market-4.00-2.000.002.004.00-0.121.67
The chart of Omega ratio for ADV, currently valued at 0.99, compared to the broader market0.501.001.502.000.991.22
The chart of Calmar ratio for ADV, currently valued at -0.23, compared to the broader market0.002.004.006.00-0.231.36
The chart of Martin ratio for ADV, currently valued at -0.83, compared to the broader market0.0010.0020.00-0.834.05
ADV
LLY

The current ADV Sharpe Ratio is -0.33, which is lower than the LLY Sharpe Ratio of 1.09. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.33
1.09
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 0.68%.


TTM20232022202120202019201820172016201520142013
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
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-76.96%
-20.21%
ADV
LLY

Volatility

ADV vs. LLY - Volatility Comparison

Advantage Solutions Inc. (ADV) has a higher volatility of 12.29% compared to Eli Lilly and Company (LLY) at 7.63%. 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%JulyAugustSeptemberOctoberNovemberDecember
12.29%
7.63%
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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