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

Correlation

The correlation between BMRN 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.


-0.50.00.51.00.3

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%JulyAugustSeptemberOctoberNovemberDecember
395.24%
2,108.89%
BMRN
LLY

Key characteristics

Sharpe Ratio

BMRN:

-1.04

LLY:

1.05

Sortino Ratio

BMRN:

-1.29

LLY:

1.62

Omega Ratio

BMRN:

0.80

LLY:

1.21

Calmar Ratio

BMRN:

-0.56

LLY:

1.31

Martin Ratio

BMRN:

-1.62

LLY:

3.84

Ulcer Index

BMRN:

20.14%

LLY:

8.20%

Daily Std Dev

BMRN:

31.53%

LLY:

30.07%

Max Drawdown

BMRN:

-90.58%

LLY:

-68.27%

Current Drawdown

BMRN:

-56.41%

LLY:

-20.96%

Fundamentals

Market Cap

BMRN:

$12.81B

LLY:

$700.23B

EPS

BMRN:

$1.66

LLY:

$9.27

PE Ratio

BMRN:

40.48

LLY:

83.99

PEG Ratio

BMRN:

0.42

LLY:

0.74

Total Revenue (TTM)

BMRN:

$2.75B

LLY:

$40.86B

Gross Profit (TTM)

BMRN:

$2.14B

LLY:

$33.33B

EBITDA (TTM)

BMRN:

$507.32M

LLY:

$12.51B

Returns By Period

In the year-to-date period, BMRN achieves a -32.59% return, which is significantly lower than LLY's 30.80% return. Over the past 10 years, BMRN has underperformed LLY with an annualized return of -3.51%, while LLY has yielded a comparatively higher 29.14% annualized return.


BMRN

YTD

-32.59%

1M

4.89%

6M

-23.27%

1Y

-29.85%

5Y*

-5.18%

10Y*

-3.51%

LLY

YTD

30.80%

1M

3.81%

6M

-14.24%

1Y

33.72%

5Y*

43.70%

10Y*

29.14%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for BMRN, currently valued at -1.04, compared to the broader market-4.00-2.000.002.00-1.041.05
The chart of Sortino ratio for BMRN, currently valued at -1.29, compared to the broader market-4.00-2.000.002.004.00-1.291.62
The chart of Omega ratio for BMRN, currently valued at 0.80, compared to the broader market0.501.001.502.000.801.21
The chart of Calmar ratio for BMRN, currently valued at -0.56, compared to the broader market0.002.004.006.00-0.561.31
The chart of Martin ratio for BMRN, currently valued at -1.62, compared to the broader market0.0010.0020.00-1.623.84
BMRN
LLY

The current BMRN Sharpe Ratio is -1.04, which is lower than the LLY Sharpe Ratio of 1.05. 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-1.000.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-1.04
1.05
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 0.69%.


TTM20232022202120202019201820172016201520142013
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
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

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%JulyAugustSeptemberOctoberNovemberDecember
-56.41%
-20.96%
BMRN
LLY

Volatility

BMRN vs. LLY - Volatility Comparison

BioMarin Pharmaceutical Inc. (BMRN) has a higher volatility of 8.39% compared to Eli Lilly and Company (LLY) at 7.72%. This indicates that BMRN'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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.39%
7.72%
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
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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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