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

Performance

BIIB vs. LLY - Performance Comparison

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

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-31.80%
-6.86%
BIIB
LLY

Returns By Period

In the year-to-date period, BIIB achieves a -38.97% return, which is significantly lower than LLY's 25.57% return. Over the past 10 years, BIIB has underperformed LLY with an annualized return of -5.57%, while LLY has yielded a comparatively higher 29.39% annualized return.


BIIB

YTD

-38.97%

1M

-16.94%

6M

-31.80%

1Y

-30.73%

5Y (annualized)

-11.19%

10Y (annualized)

-5.57%

LLY

YTD

25.57%

1M

-20.65%

6M

-6.86%

1Y

23.70%

5Y (annualized)

46.77%

10Y (annualized)

29.39%

Fundamentals


BIIBLLY
Market Cap$23.01B$777.36B
EPS$11.06$9.24
PE Ratio14.2888.62
PEG Ratio6.240.78
Total Revenue (TTM)$9.41B$40.86B
Gross Profit (TTM)$6.75B$33.33B
EBITDA (TTM)$2.90B$13.78B

Key characteristics


BIIBLLY
Sharpe Ratio-1.210.82
Sortino Ratio-1.691.32
Omega Ratio0.801.17
Calmar Ratio-0.491.01
Martin Ratio-1.533.91
Ulcer Index20.42%6.22%
Daily Std Dev25.75%29.81%
Max Drawdown-90.24%-68.27%
Current Drawdown-63.97%-24.13%

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Correlation

-0.50.00.51.00.3

The correlation between BIIB and LLY is 0.28, 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.

Risk-Adjusted Performance

BIIB vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Biogen Inc. (BIIB) 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 BIIB, currently valued at -1.21, compared to the broader market-4.00-2.000.002.004.00-1.210.82
The chart of Sortino ratio for BIIB, currently valued at -1.69, compared to the broader market-4.00-2.000.002.004.00-1.691.32
The chart of Omega ratio for BIIB, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.17
The chart of Calmar ratio for BIIB, currently valued at -0.49, compared to the broader market0.002.004.006.00-0.491.01
The chart of Martin ratio for BIIB, currently valued at -1.53, compared to the broader market-10.000.0010.0020.0030.00-1.533.91
BIIB
LLY

The current BIIB Sharpe Ratio is -1.21, which is lower than the LLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of BIIB 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-1.000.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
-1.21
0.82
BIIB
LLY

Dividends

BIIB vs. LLY - Dividend Comparison

BIIB has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
BIIB
Biogen Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%6.98%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.72%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

BIIB vs. LLY - Drawdown Comparison

The maximum BIIB drawdown since its inception was -90.24%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BIIB and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-63.97%
-24.13%
BIIB
LLY

Volatility

BIIB vs. LLY - Volatility Comparison

The current volatility for Biogen Inc. (BIIB) is 6.75%, while Eli Lilly and Company (LLY) has a volatility of 10.97%. This indicates that BIIB 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
6.75%
10.97%
BIIB
LLY

Financials

BIIB vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Biogen 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