BSY vs. LLY
BSY (Bentley Systems, Incorporated) and LLY (Eli Lilly and Company) are both stocks. BSY operates in Software - Application (Technology), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, BSY returned -11.55%/yr vs 41.13%/yr for LLY. At a 0.14 correlation, their price movements are largely independent.
Performance
BSY vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, BSY achieves a -14.21% return, which is significantly lower than LLY's 0.72% return.
BSY
- 1D
- -4.06%
- 1M
- -2.72%
- YTD
- -14.21%
- 6M
- -23.05%
- 1Y
- -31.08%
- 3Y*
- -12.73%
- 5Y*
- -11.55%
- 10Y*
- —
LLY
- 1D
- 1.37%
- 1M
- 11.64%
- YTD
- 0.72%
- 6M
- 4.73%
- 1Y
- 44.70%
- 3Y*
- 35.56%
- 5Y*
- 41.13%
- 10Y*
- 32.66%
BSY vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
BSY Bentley Systems, Incorporated | -14.21% | -17.78% | -10.07% | 41.78% | -23.27% | 19.57% | 21.07% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 13.28% |
Correlation
The correlation between BSY and LLY is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (All Time) Calculated using the full available price history since Sep 24, 2020 | 0.14 |
The correlation between BSY and LLY shifts across timeframes, from -0.03 (1 year) to 0.15 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BSY:
$10.50B
LLY:
$966.48B
BSY:
$0.85
LLY:
$28.14
BSY:
38.22
LLY:
38.33
BSY:
0.93
LLY:
0.77
BSY:
6.93
LLY:
13.41
BSY:
8.56
LLY:
30.98
BSY:
$1.56B
LLY:
$72.25B
BSY:
$1.27B
LLY:
$59.75B
BSY:
$470.83M
LLY:
$32.97B
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Return for Risk
BSY vs. LLY — Risk / Return Rank
BSY
LLY
BSY vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Bentley Systems, Incorporated (BSY) 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.
| BSY | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.05 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 0.85 | 1.24 | -0.38 |
| Calmar ratioReturn relative to maximum drawdown | -0.67 | 1.90 | -2.57 |
| Martin ratioReturn relative to average drawdown | -1.09 | 4.73 | -5.81 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BSY | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.86 | 1.19 | -2.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.32 | 1.26 | -1.58 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.57 | -0.57 |
Drawdowns
BSY vs. LLY - Drawdown Comparison
The maximum BSY drawdown since its inception was -61.00%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for BSY and LLY.
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Drawdown Indicators
| BSY | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -61.00% | -68.24% | +7.24% |
Max Drawdown (1Y)Largest decline over 1 year | -46.53% | -23.64% | -22.89% |
Max Drawdown (3Y)Largest decline over 3 years | -46.53% | -34.48% | -12.05% |
Max Drawdown (5Y)Largest decline over 5 years | -61.00% | -34.48% | -26.52% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -53.11% | -4.26% | -48.85% |
Average DrawdownAverage peak-to-trough decline | -30.96% | -19.22% | -11.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 28.69% | 9.49% | +19.20% |
Volatility
BSY vs. LLY - Volatility Comparison
Bentley Systems, Incorporated (BSY) has a higher volatility of 13.62% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that BSY'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.
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Volatility by Period
| BSY | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.62% | 9.16% | +4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 30.55% | 26.81% | +3.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.27% | 37.88% | -1.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.16% | 32.79% | +3.37% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 38.51% | 30.14% | +8.37% |
Dividends
BSY vs. LLY - Dividend Comparison
BSY's dividend yield for the trailing twelve months is around 0.86%, more than LLY's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BSY Bentley Systems, Incorporated | 0.86% | 0.73% | 0.51% | 0.38% | 0.32% | 0.25% | 0.07% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.60% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
BSY vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Bentley Systems, Incorporated 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.
Total Revenue: Total amount of money received from sales and other business activities
BSY vs. LLY - Profitability Comparison
BSY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Bentley Systems, Incorporated reported a gross profit of 350.41M and revenue of 424.18M. Therefore, the gross margin over that period was 82.6%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
BSY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Bentley Systems, Incorporated reported an operating income of 126.26M and revenue of 424.18M, resulting in an operating margin of 29.8%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
BSY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Bentley Systems, Incorporated reported a net income of 95.39M and revenue of 424.18M, resulting in a net margin of 22.5%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
BSY and LLY have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BSY has higher volatility (13.62%) compared to LLY (9.16%). In terms of maximum drawdown, BSY dropped -61.00% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.19 vs -0.86), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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