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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.


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.

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Key characteristics

Sharpe Ratio

BMRN:

-0.79

LLY:

-0.12

Sortino Ratio

BMRN:

-0.91

LLY:

0.14

Omega Ratio

BMRN:

0.86

LLY:

1.02

Calmar Ratio

BMRN:

-0.44

LLY:

-0.13

Martin Ratio

BMRN:

-1.13

LLY:

-0.26

Ulcer Index

BMRN:

24.39%

LLY:

12.87%

Daily Std Dev

BMRN:

35.10%

LLY:

38.26%

Max Drawdown

BMRN:

-90.58%

LLY:

-68.27%

Current Drawdown

BMRN:

-60.93%

LLY:

-23.36%

Fundamentals

Market Cap

BMRN:

$11.26B

LLY:

$669.76B

EPS

BMRN:

$2.70

LLY:

$11.81

PE Ratio

BMRN:

21.74

LLY:

60.59

PEG Ratio

BMRN:

0.86

LLY:

1.14

PS Ratio

BMRN:

3.82

LLY:

13.67

PB Ratio

BMRN:

1.98

LLY:

42.48

Total Revenue (TTM)

BMRN:

$2.94B

LLY:

$49.00B

Gross Profit (TTM)

BMRN:

$2.32B

LLY:

$40.03B

EBITDA (TTM)

BMRN:

$738.30M

LLY:

$16.67B

Returns By Period

In the year-to-date period, BMRN achieves a -11.35% return, which is significantly lower than LLY's -4.85% return. Over the past 10 years, BMRN has underperformed LLY with an annualized return of -7.44%, while LLY has yielded a comparatively higher 28.29% annualized return.


BMRN

YTD

-11.35%

1M

-2.92%

6M

-11.17%

1Y

-27.52%

5Y*

-9.10%

10Y*

-7.44%

LLY

YTD

-4.85%

1M

-3.16%

6M

-6.42%

1Y

-6.38%

5Y*

37.37%

10Y*

28.29%

*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 1515
Overall Rank
The Sharpe Ratio Rank of BMRN is 1010
Sharpe Ratio Rank
The Sortino Ratio Rank of BMRN is 1313
Sortino Ratio Rank
The Omega Ratio Rank of BMRN is 1111
Omega Ratio Rank
The Calmar Ratio Rank of BMRN is 2222
Calmar Ratio Rank
The Martin Ratio Rank of BMRN is 2020
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4242
Overall Rank
The Sharpe Ratio Rank of LLY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4545
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 current BMRN Sharpe Ratio is -0.79, which is lower than the LLY Sharpe Ratio of -0.12. 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.


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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 0.76%.


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
0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.94%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.


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Volatility

BMRN vs. LLY - Volatility Comparison

The current volatility for BioMarin Pharmaceutical Inc. (BMRN) is 9.30%, while Eli Lilly and Company (LLY) has a volatility of 22.02%. This indicates that BMRN 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

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
745.15M
12.73B
(BMRN) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

BMRN vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between BioMarin Pharmaceutical 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

60.0%65.0%70.0%75.0%80.0%20212022202320242025
79.7%
82.5%
(BMRN) Gross Margin
(LLY) Gross Margin
BMRN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BioMarin Pharmaceutical Inc. reported a gross profit of 593.59M and revenue of 745.15M. Therefore, the gross margin over that period was 79.7%.

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%.

BMRN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BioMarin Pharmaceutical Inc. reported an operating income of 223.89M and revenue of 745.15M, resulting in an operating margin of 30.1%.

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%.

BMRN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BioMarin Pharmaceutical Inc. reported a net income of 185.69M and revenue of 745.15M, resulting in a net margin of 24.9%.

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%.