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

Correlation

The correlation between BMRN and LLY is 0.47, 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.


-0.50.00.51.0
Correlation: 0.5

Performance

BMRN vs. LLY - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
382.29%
2,483.65%
BMRN
LLY

Key characteristics

Sharpe Ratio

BMRN:

-0.87

LLY:

0.54

Sortino Ratio

BMRN:

-1.03

LLY:

1.01

Omega Ratio

BMRN:

0.84

LLY:

1.13

Calmar Ratio

BMRN:

-0.50

LLY:

0.79

Martin Ratio

BMRN:

-1.32

LLY:

1.61

Ulcer Index

BMRN:

23.59%

LLY:

12.05%

Daily Std Dev

BMRN:

36.08%

LLY:

36.25%

Max Drawdown

BMRN:

-90.58%

LLY:

-68.27%

Current Drawdown

BMRN:

-57.55%

LLY:

-7.55%

Fundamentals

Market Cap

BMRN:

$12.14B

LLY:

$794.31B

EPS

BMRN:

$2.21

LLY:

$11.69

PE Ratio

BMRN:

28.64

LLY:

75.67

PEG Ratio

BMRN:

0.43

LLY:

1.41

PS Ratio

BMRN:

4.25

LLY:

17.63

PB Ratio

BMRN:

2.15

LLY:

55.97

Total Revenue (TTM)

BMRN:

$2.20B

LLY:

$36.27B

Gross Profit (TTM)

BMRN:

$1.73B

LLY:

$29.53B

EBITDA (TTM)

BMRN:

$514.08M

LLY:

$12.51B

Returns By Period

In the year-to-date period, BMRN achieves a -3.70% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, BMRN has underperformed LLY with an annualized return of -5.83%, while LLY has yielded a comparatively higher 30.96% annualized return.


BMRN

YTD

-3.70%

1M

-13.09%

6M

-9.22%

1Y

-21.76%

5Y*

-8.39%

10Y*

-5.83%

LLY

YTD

14.78%

1M

7.65%

6M

-0.58%

1Y

21.37%

5Y*

42.44%

10Y*

30.96%

*Annualized

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Risk-Adjusted Performance

BMRN vs. LLY — Risk-Adjusted Performance Rank

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

BMRN
The Risk-Adjusted Performance Rank of BMRN is 1313
Overall Rank
The Sharpe Ratio Rank of BMRN is 88
Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 99
Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 2020
Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 1515
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7171
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.

BMRN vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioMarin Pharmaceutical Inc. (BMRN) 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 chart of Sharpe ratio for BMRN, currently valued at -0.87, compared to the broader market-2.00-1.000.001.002.003.00
BMRN: -0.87
LLY: 0.54
The chart of Sortino ratio for BMRN, currently valued at -1.03, compared to the broader market-6.00-4.00-2.000.002.004.00
BMRN: -1.03
LLY: 1.01
The chart of Omega ratio for BMRN, currently valued at 0.84, compared to the broader market0.501.001.502.00
BMRN: 0.84
LLY: 1.13
The chart of Calmar ratio for BMRN, currently valued at -0.50, compared to the broader market0.001.002.003.004.005.00
BMRN: -0.50
LLY: 0.79
The chart of Martin ratio for BMRN, currently valued at -1.32, compared to the broader market-5.000.005.0010.0015.0020.00
BMRN: -1.32
LLY: 1.61

The current BMRN Sharpe Ratio is -0.87, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of BMRN 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-1.000.001.002.00NovemberDecember2025FebruaryMarchApril
-0.87
0.54
BMRN
LLY

Dividends

BMRN vs. LLY - Dividend Comparison

BMRN has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
BMRN
BioMarin Pharmaceutical 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
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

BMRN vs. LLY - Drawdown Comparison

The maximum BMRN drawdown since its inception was -90.58%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BMRN and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-57.55%
-7.55%
BMRN
LLY

Volatility

BMRN vs. LLY - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) and Eli Lilly and Company (LLY) have volatilities of 17.90% and 18.64%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
17.90%
18.64%
BMRN
LLY

Financials

BMRN vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between BioMarin Pharmaceutical 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