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

Correlation

The correlation between AMRX and LLY is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AMRX vs. LLY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

AMRX:

0.22

LLY:

-0.23

Sortino Ratio

AMRX:

0.60

LLY:

-0.04

Omega Ratio

AMRX:

1.07

LLY:

0.99

Calmar Ratio

AMRX:

0.09

LLY:

-0.32

Martin Ratio

AMRX:

0.71

LLY:

-0.59

Ulcer Index

AMRX:

11.00%

LLY:

13.61%

Daily Std Dev

AMRX:

35.65%

LLY:

38.49%

Max Drawdown

AMRX:

-97.52%

LLY:

-68.27%

Current Drawdown

AMRX:

-85.73%

LLY:

-22.74%

Fundamentals

Market Cap

AMRX:

$3.36B

LLY:

$648.68B

EPS

AMRX:

-$0.04

LLY:

$12.28

PS Ratio

AMRX:

1.19

LLY:

13.24

PB Ratio

AMRX:

86.10

LLY:

40.97

Total Revenue (TTM)

AMRX:

$2.83B

LLY:

$49.00B

Gross Profit (TTM)

AMRX:

$1.04B

LLY:

$40.03B

EBITDA (TTM)

AMRX:

$565.78M

LLY:

$16.27B

Returns By Period

In the year-to-date period, AMRX achieves a -7.58% return, which is significantly lower than LLY's -4.09% return. Over the past 10 years, AMRX has underperformed LLY with an annualized return of -17.42%, while LLY has yielded a comparatively higher 27.48% annualized return.


AMRX

YTD

-7.58%

1M

-4.44%

6M

-11.49%

1Y

7.96%

3Y*

26.34%

5Y*

8.49%

10Y*

-17.42%

LLY

YTD

-4.09%

1M

-17.77%

6M

-6.90%

1Y

-8.88%

3Y*

34.17%

5Y*

38.59%

10Y*

27.48%

*Annualized

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Amneal Pharmaceuticals, Inc.

Eli Lilly and Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMRX vs. LLY — Risk-Adjusted Performance Rank

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

AMRX
The Risk-Adjusted Performance Rank of AMRX is 5656
Overall Rank
The Sharpe Ratio Rank of AMRX is 5959
Sharpe Ratio Rank
The Sortino Ratio Rank of AMRX is 5353
Sortino Ratio Rank
The Omega Ratio Rank of AMRX is 5151
Omega Ratio Rank
The Calmar Ratio Rank of AMRX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of AMRX is 6161
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 3434
Overall Rank
The Sharpe Ratio Rank of LLY is 3737
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3434
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3434
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3838
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.

AMRX vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Amneal Pharmaceuticals, Inc. (AMRX) 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.


The current AMRX Sharpe Ratio is 0.22, which is higher than the LLY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of AMRX 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMRX vs. LLY - Dividend Comparison

AMRX has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.76%.


TTM20242023202220212020201920182017201620152014
AMRX
Amneal Pharmaceuticals, 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
0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

AMRX vs. LLY - Drawdown Comparison

The maximum AMRX drawdown since its inception was -97.52%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for AMRX and LLY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMRX vs. LLY - Volatility Comparison

The current volatility for Amneal Pharmaceuticals, Inc. (AMRX) is 10.62%, while Eli Lilly and Company (LLY) has a volatility of 16.63%. This indicates that AMRX 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.


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Financials

AMRX vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Amneal Pharmaceuticals, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
695.42M
12.73B
(AMRX) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

AMRX vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Amneal Pharmaceuticals, Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%20212022202320242025
36.8%
82.5%
(AMRX) Gross Margin
(LLY) Gross Margin
AMRX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Amneal Pharmaceuticals, Inc. reported a gross profit of 255.89M and revenue of 695.42M. Therefore, the gross margin over that period was 36.8%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

AMRX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Amneal Pharmaceuticals, Inc. reported an operating income of 100.35M and revenue of 695.42M, resulting in an operating margin of 14.4%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

AMRX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Amneal Pharmaceuticals, Inc. reported a net income of 12.20M and revenue of 695.42M, resulting in a net margin of 1.8%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.