ARCC vs. LLY
ARCC (Ares Capital Corporation) and LLY (Eli Lilly and Company) are both stocks. ARCC operates in Asset Management (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ARCC returned 13.20%/yr vs 33.45%/yr for LLY. At a 0.24 correlation, their price movements are largely independent.
Performance
ARCC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, ARCC achieves a -2.20% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, ARCC has underperformed LLY with an annualized return of 13.20%, while LLY has yielded a comparatively higher 33.45% annualized return.
ARCC
- 1D
- 1.00%
- 1M
- 1.69%
- YTD
- -2.20%
- 6M
- -2.87%
- 1Y
- -3.87%
- 3Y*
- 10.27%
- 5Y*
- 9.04%
- 10Y*
- 13.20%
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
ARCC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | -2.20% | 1.07% | 19.78% | 20.03% | -3.84% | 36.14% | 0.86% | 31.30% | 8.81% | 4.50% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between ARCC and LLY is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Oct 6, 2004 | 0.24 |
The correlation between ARCC and LLY shifts across timeframes, from -0.02 (1 year) to 0.24 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ARCC:
$13.83B
LLY:
$1.02T
ARCC:
$1.63
LLY:
$28.14
ARCC:
11.81
LLY:
40.26
ARCC:
1.77
LLY:
0.81
ARCC:
5.16
LLY:
14.08
ARCC:
0.98
LLY:
32.54
ARCC:
$2.63B
LLY:
$72.25B
ARCC:
$1.86B
LLY:
$59.75B
ARCC:
$2.05B
LLY:
$32.97B
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Return for Risk
ARCC vs. LLY — Risk / Return Rank
ARCC
LLY
ARCC vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ares Capital Corporation (ARCC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARCC | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.35 | ||
| Sortino ratioReturn per unit of downside risk | -1.88 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.26 | 1.72 | -1.98 |
| Martin ratioReturn relative to average drawdown | -0.47 | 4.28 | -4.76 |
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Drawdowns
ARCC vs. LLY - Drawdown Comparison
The maximum ARCC drawdown since its inception was -79.36%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ARCC and LLY.
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Drawdown Indicators
| ARCC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -79.36% | -68.24% | -11.12% |
Max Drawdown (1Y)Largest decline over 1 year | -19.35% | -23.64% | +4.29% |
Max Drawdown (3Y)Largest decline over 3 years | -19.35% | -34.48% | +15.13% |
Max Drawdown (5Y)Largest decline over 5 years | -21.76% | -34.48% | +12.72% |
Max Drawdown (10Y)Largest decline over 10 years | -56.77% | -34.48% | -22.29% |
Current DrawdownCurrent decline from peak | -10.98% | -2.41% | -8.57% |
Average DrawdownAverage peak-to-trough decline | -9.10% | -19.21% | +10.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.68% | 9.49% | +1.19% |
Volatility
ARCC vs. LLY - Volatility Comparison
The current volatility for Ares Capital Corporation (ARCC) is 3.72%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that ARCC 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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Volatility by Period
| ARCC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.72% | 9.27% | -5.55% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 27.16% | -12.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.48% | 38.01% | -19.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.96% | 32.46% | -12.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.58% | 30.19% | -4.61% |
Dividends
ARCC vs. LLY - Dividend Comparison
ARCC's dividend yield for the trailing twelve months is around 9.97%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARCC Ares Capital Corporation | 7.48% | 9.49% | 8.77% | 9.59% | 10.12% | 7.65% | 9.47% | 9.01% | 9.88% | 9.67% | 9.22% | 11.02% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
ARCC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Ares Capital Corporation 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
ARCC vs. LLY - Profitability Comparison
ARCC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a gross profit of 550.00M and revenue of 763.00M. Therefore, the gross margin over that period was 72.1%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
ARCC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported an operating income of 404.00M and revenue of 763.00M, resulting in an operating margin of 53.0%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
ARCC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ares Capital Corporation reported a net income of 92.00M and revenue of 763.00M, resulting in a net margin of 12.1%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
ARCC and LLY have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to ARCC (3.72%). In terms of maximum drawdown, ARCC dropped -79.36% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.27), 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.
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