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

Correlation

The correlation between BLBD and LLY is 0.09, 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.


-0.50.00.51.00.1

Performance

BLBD vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Blue Bird Corporation (BLBD) 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%JulyAugustSeptemberOctoberNovemberDecember
-22.59%
-12.39%
BLBD
LLY

Key characteristics

Sharpe Ratio

BLBD:

1.54

LLY:

1.23

Sortino Ratio

BLBD:

2.33

LLY:

1.84

Omega Ratio

BLBD:

1.28

LLY:

1.24

Calmar Ratio

BLBD:

2.11

LLY:

1.53

Martin Ratio

BLBD:

5.03

LLY:

4.63

Ulcer Index

BLBD:

15.55%

LLY:

7.99%

Daily Std Dev

BLBD:

50.93%

LLY:

30.02%

Max Drawdown

BLBD:

-74.16%

LLY:

-68.27%

Current Drawdown

BLBD:

-23.33%

LLY:

-18.76%

Fundamentals

Market Cap

BLBD:

$1.43B

LLY:

$700.23B

EPS

BLBD:

$3.16

LLY:

$9.27

PE Ratio

BLBD:

14.04

LLY:

83.99

PEG Ratio

BLBD:

1.13

LLY:

0.74

Total Revenue (TTM)

BLBD:

$1.35B

LLY:

$40.86B

Gross Profit (TTM)

BLBD:

$255.86M

LLY:

$33.33B

EBITDA (TTM)

BLBD:

$152.34M

LLY:

$12.51B

Returns By Period

In the year-to-date period, BLBD achieves a 64.58% return, which is significantly higher than LLY's 34.44% return. Over the past 10 years, BLBD has underperformed LLY with an annualized return of 16.39%, while LLY has yielded a comparatively higher 29.33% annualized return.


BLBD

YTD

64.58%

1M

22.00%

6M

-22.59%

1Y

72.58%

5Y (annualized)

14.90%

10Y (annualized)

16.39%

LLY

YTD

34.44%

1M

4.34%

6M

-12.39%

1Y

35.18%

5Y (annualized)

44.89%

10Y (annualized)

29.33%

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Risk-Adjusted Performance

BLBD vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Blue Bird Corporation (BLBD) 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 BLBD, currently valued at 1.54, compared to the broader market-4.00-2.000.002.001.541.23
The chart of Sortino ratio for BLBD, currently valued at 2.33, compared to the broader market-4.00-2.000.002.004.002.331.84
The chart of Omega ratio for BLBD, currently valued at 1.28, compared to the broader market0.501.001.502.001.281.24
The chart of Calmar ratio for BLBD, currently valued at 2.11, compared to the broader market0.002.004.006.002.111.53
The chart of Martin ratio for BLBD, currently valued at 5.03, compared to the broader market-10.000.0010.0020.0030.005.034.63
BLBD
LLY

The current BLBD Sharpe Ratio is 1.54, which is comparable to the LLY Sharpe Ratio of 1.23. The chart below compares the historical Sharpe Ratios of BLBD 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.54
1.23
BLBD
LLY

Dividends

BLBD vs. LLY - Dividend Comparison

BLBD has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.67%.


TTM20232022202120202019201820172016201520142013
BLBD
Blue Bird Corporation
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
0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

BLBD vs. LLY - Drawdown Comparison

The maximum BLBD drawdown since its inception was -74.16%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BLBD and LLY. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-23.33%
-18.76%
BLBD
LLY

Volatility

BLBD vs. LLY - Volatility Comparison

Blue Bird Corporation (BLBD) has a higher volatility of 11.89% compared to Eli Lilly and Company (LLY) at 7.88%. This indicates that BLBD'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
11.89%
7.88%
BLBD
LLY

Financials

BLBD vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Blue Bird 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.


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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