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

Correlation

The correlation between BSY and LLY is 0.36, 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.


Performance

BSY vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Bentley Systems, Incorporated (BSY) 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

BSY:

-0.35

LLY:

-0.29

Sortino Ratio

BSY:

-0.66

LLY:

-0.14

Omega Ratio

BSY:

0.92

LLY:

0.98

Calmar Ratio

BSY:

-0.36

LLY:

-0.42

Martin Ratio

BSY:

-1.32

LLY:

-0.79

Ulcer Index

BSY:

12.45%

LLY:

13.27%

Daily Std Dev

BSY:

28.75%

LLY:

38.40%

Max Drawdown

BSY:

-61.05%

LLY:

-68.27%

Current Drawdown

BSY:

-33.37%

LLY:

-25.25%

Fundamentals

Market Cap

BSY:

$14.46B

LLY:

$642.06B

EPS

BSY:

$0.78

LLY:

$12.32

PE Ratio

BSY:

61.09

LLY:

58.05

PEG Ratio

BSY:

2.49

LLY:

1.11

PS Ratio

BSY:

10.43

LLY:

13.10

PB Ratio

BSY:

13.17

LLY:

41.28

Total Revenue (TTM)

BSY:

$1.39B

LLY:

$49.00B

Gross Profit (TTM)

BSY:

$1.12B

LLY:

$40.03B

EBITDA (TTM)

BSY:

$401.26M

LLY:

$16.27B

Returns By Period

In the year-to-date period, BSY achieves a 1.54% return, which is significantly higher than LLY's -7.20% return.


BSY

YTD

1.54%

1M

9.21%

6M

-2.25%

1Y

-9.98%

3Y*

15.67%

5Y*

N/A

10Y*

N/A

LLY

YTD

-7.20%

1M

-13.77%

6M

-4.23%

1Y

-11.11%

3Y*

33.78%

5Y*

38.01%

10Y*

27.66%

*Annualized

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Bentley Systems, Incorporated

Eli Lilly and Company

Risk-Adjusted Performance

BSY vs. LLY — Risk-Adjusted Performance Rank

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

BSY
The Risk-Adjusted Performance Rank of BSY is 2323
Overall Rank
The Sharpe Ratio Rank of BSY is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of BSY is 2020
Sortino Ratio Rank
The Omega Ratio Rank of BSY is 2121
Omega Ratio Rank
The Calmar Ratio Rank of BSY is 2929
Calmar Ratio Rank
The Martin Ratio Rank of BSY is 1313
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 3232
Overall Rank
The Sharpe Ratio Rank of LLY is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3333
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3333
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 2525
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3434
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.

BSY vs. LLY - Risk-Adjusted Performance 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.


The current BSY Sharpe Ratio is -0.35, which is comparable to the LLY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of BSY 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

BSY vs. LLY - Dividend Comparison

BSY's dividend yield for the trailing twelve months is around 0.53%, less than LLY's 0.78% yield.


TTM20242023202220212020201920182017201620152014
BSY
Bentley Systems, Incorporated
0.53%0.51%0.38%0.32%0.25%0.07%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.78%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

BSY vs. LLY - Drawdown Comparison

The maximum BSY drawdown since its inception was -61.05%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for BSY and LLY. For additional features, visit the drawdowns tool.


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Volatility

BSY vs. LLY - Volatility Comparison

The current volatility for Bentley Systems, Incorporated (BSY) is 7.08%, while Eli Lilly and Company (LLY) has a volatility of 16.83%. This indicates that BSY 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

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
370.54M
12.73B
(BSY) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

BSY vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Bentley Systems, Incorporated 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

72.0%74.0%76.0%78.0%80.0%82.0%20212022202320242025
82.3%
82.5%
(BSY) Gross Margin
(LLY) Gross Margin
BSY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Bentley Systems, Incorporated reported a gross profit of 304.88M and revenue of 370.54M. Therefore, the gross margin over that period was 82.3%.

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%.

BSY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Bentley Systems, Incorporated reported an operating income of 115.18M and revenue of 370.54M, resulting in an operating margin of 31.1%.

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%.

BSY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Bentley Systems, Incorporated reported a net income of 91.37M and revenue of 370.54M, resulting in a net margin of 24.7%.

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%.