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

Correlation

The correlation between BNTX and LLY is 0.15, 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.


-0.50.00.51.00.2

Performance

BNTX vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%30.00%40.00%50.00%AugustSeptemberOctoberNovemberDecember2025
31.46%
-17.29%
BNTX
LLY

Key characteristics

Sharpe Ratio

BNTX:

0.23

LLY:

0.55

Sortino Ratio

BNTX:

0.70

LLY:

0.98

Omega Ratio

BNTX:

1.08

LLY:

1.13

Calmar Ratio

BNTX:

0.12

LLY:

0.70

Martin Ratio

BNTX:

0.86

LLY:

1.79

Ulcer Index

BNTX:

11.36%

LLY:

9.47%

Daily Std Dev

BNTX:

42.84%

LLY:

30.81%

Max Drawdown

BNTX:

-82.25%

LLY:

-68.27%

Current Drawdown

BNTX:

-74.25%

LLY:

-22.09%

Fundamentals

Market Cap

BNTX:

$27.25B

LLY:

$671.56B

EPS

BNTX:

-$2.00

LLY:

$9.26

PEG Ratio

BNTX:

0.04

LLY:

0.70

Total Revenue (TTM)

BNTX:

$1.56B

LLY:

$31.51B

Gross Profit (TTM)

BNTX:

$1.26B

LLY:

$25.63B

EBITDA (TTM)

BNTX:

-$826.30M

LLY:

$9.48B

Returns By Period

In the year-to-date period, BNTX achieves a -0.25% return, which is significantly higher than LLY's -3.27% return.


BNTX

YTD

-0.25%

1M

-0.48%

6M

31.46%

1Y

14.16%

5Y*

28.39%

10Y*

N/A

LLY

YTD

-3.27%

1M

-4.14%

6M

-17.29%

1Y

18.44%

5Y*

41.87%

10Y*

29.10%

*Annualized

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Risk-Adjusted Performance

BNTX vs. LLY — Risk-Adjusted Performance Rank

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

BNTX
The Risk-Adjusted Performance Rank of BNTX is 5555
Overall Rank
The Sharpe Ratio Rank of BNTX is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of BNTX is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BNTX is 5252
Omega Ratio Rank
The Calmar Ratio Rank of BNTX is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BNTX is 5959
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6666
Overall Rank
The Sharpe Ratio Rank of LLY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6767
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.

BNTX vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for BioNTech SE (BNTX) 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 BNTX, currently valued at 0.23, compared to the broader market-2.000.002.000.230.55
The chart of Sortino ratio for BNTX, currently valued at 0.70, compared to the broader market-4.00-2.000.002.004.000.700.98
The chart of Omega ratio for BNTX, currently valued at 1.08, compared to the broader market0.501.001.502.001.081.13
The chart of Calmar ratio for BNTX, currently valued at 0.12, compared to the broader market0.002.004.006.000.120.70
The chart of Martin ratio for BNTX, currently valued at 0.86, compared to the broader market-30.00-20.00-10.000.0010.0020.000.861.79
BNTX
LLY

The current BNTX Sharpe Ratio is 0.23, which is lower than the LLY Sharpe Ratio of 0.55. The chart below compares the historical Sharpe Ratios of BNTX 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-1.000.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.23
0.55
BNTX
LLY

Dividends

BNTX vs. LLY - Dividend Comparison

BNTX has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.70%.


TTM20242023202220212020201920182017201620152014
BNTX
BioNTech SE
0.00%0.00%0.00%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.70%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

BNTX vs. LLY - Drawdown Comparison

The maximum BNTX drawdown since its inception was -82.25%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BNTX and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-74.25%
-22.09%
BNTX
LLY

Volatility

BNTX vs. LLY - Volatility Comparison

BioNTech SE (BNTX) has a higher volatility of 13.99% compared to Eli Lilly and Company (LLY) at 9.35%. This indicates that BNTX'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%AugustSeptemberOctoberNovemberDecember2025
13.99%
9.35%
BNTX
LLY

Financials

BNTX vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between BioNTech SE 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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