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CAR vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CAR vs. LLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, CAR achieves a 35.49% return, which is significantly higher than LLY's 0.72% return. Over the past 10 years, CAR has underperformed LLY with an annualized return of 19.67%, while LLY has yielded a comparatively higher 32.66% annualized return.


CAR

1D
0.86%
1M
3.31%
YTD
35.49%
6M
28.96%
1Y
48.97%
3Y*
1.53%
5Y*
16.44%
10Y*
19.67%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CAR vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CAR
Avis Budget Group, Inc.
35.49%59.19%-54.52%13.81%-20.95%455.95%15.69%43.42%-48.77%19.63%
LLY
Eli Lilly and Company
0.72%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Correlation

The correlation between CAR 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

0.02

Correlation (5Y)
Calculated over the trailing 5-year period

0.03

Correlation (10Y)
Calculated over the trailing 10-year period

0.08

Correlation (All Time)
Calculated using the full available price history since Jan 15, 1990

0.17

The correlation between CAR and LLY shifts across timeframes, from 0.02 (3 years) to 0.17 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CAR:

$6.14B

LLY:

$966.48B

EPS

CAR:

-$18.91

LLY:

$28.14

PS Ratio

CAR:

0.52

LLY:

13.41

Total Revenue (TTM)

CAR:

$11.75B

LLY:

$72.25B

Gross Profit (TTM)

CAR:

$3.70B

LLY:

$59.75B

EBITDA (TTM)

CAR:

$3.53B

LLY:

$32.97B

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Return for Risk

CAR vs. LLY — Risk / Return Rank

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

CAR
CAR Risk / Return Rank: 6060
Overall Rank
CAR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
CAR Sortino Ratio Rank: 6060
Sortino Ratio Rank
CAR Omega Ratio Rank: 7474
Omega Ratio Rank
CAR Calmar Ratio Rank: 5454
Calmar Ratio Rank
CAR Martin Ratio Rank: 5454
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 7272
Overall Rank
LLY Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7070
Sortino Ratio Rank
LLY Omega Ratio Rank: 7171
Omega Ratio Rank
LLY Calmar Ratio Rank: 7373
Calmar Ratio Rank
LLY Martin Ratio Rank: 7474
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CAR vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Avis Budget Group, Inc. (CAR) 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.


CARLLYDifference
Sharpe ratioReturn per unit of total volatility

-0.69

Sortino ratioReturn per unit of downside risk

-0.44

Omega ratioGain probability vs. loss probability

1.26

1.24

+0.03

Calmar ratioReturn relative to maximum drawdown

0.62

1.90

-1.28

Martin ratioReturn relative to average drawdown

1.24

4.73

-3.48

CAR vs. LLY - Sharpe Ratio Comparison

The current CAR Sharpe Ratio is 0.49, which is lower than the LLY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of CAR and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CARLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.49

1.19

-0.69

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.19

1.26

-1.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.25

1.09

-0.84

Sharpe Ratio (All Time)

Calculated using the full available price history

0.19

0.57

-0.38

Drawdowns

CAR vs. LLY - Drawdown Comparison

The maximum CAR drawdown since its inception was -99.28%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CAR and LLY.


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Drawdown Indicators


CARLLYDifference

Max Drawdown

Largest peak-to-trough decline

-99.28%

-68.24%

-31.04%

Max Drawdown (1Y)

Largest decline over 1 year

-79.59%

-23.64%

-55.95%

Max Drawdown (3Y)

Largest decline over 3 years

-79.59%

-34.48%

-45.11%

Max Drawdown (5Y)

Largest decline over 5 years

-83.65%

-34.48%

-49.17%

Max Drawdown (10Y)

Largest decline over 10 years

-84.55%

-34.48%

-50.07%

Current Drawdown

Current decline from peak

-75.65%

-4.26%

-71.39%

Average Drawdown

Average peak-to-trough decline

-44.51%

-19.22%

-25.29%

Ulcer Index

Depth and duration of drawdowns from previous peaks

39.55%

9.49%

+30.06%

Volatility

CAR vs. LLY - Volatility Comparison

Avis Budget Group, Inc. (CAR) has a higher volatility of 15.61% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that CAR'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


CARLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.61%

9.16%

+6.45%

Volatility (6M)

Calculated over the trailing 6-month period

106.39%

26.81%

+79.58%

Volatility (1Y)

Calculated over the trailing 1-year period

100.20%

37.88%

+62.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

87.59%

32.79%

+54.80%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

79.72%

30.14%

+49.58%

Dividends

CAR vs. LLY - Dividend Comparison

CAR has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.


PositionTTM20252024202320222021202020192018201720162015
CAR
Avis Budget Group, Inc.
0.00%0.00%0.00%5.64%0.00%0.00%0.00%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

CAR vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Avis Budget Group, 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


0.005.00B10.00B15.00B20.00B20222023202420252026
2.53B
19.80B
(CAR) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

CAR vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Avis Budget Group, 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

20.0%40.0%60.0%80.0%20222023202420252026
43.8%
79.0%
Portfolio components
CAR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Avis Budget Group, Inc. reported a gross profit of 1.11B and revenue of 2.53B. Therefore, the gross margin over that period was 43.8%.

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%.

CAR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Avis Budget Group, Inc. reported an operating income of 767.00M and revenue of 2.53B, resulting in an operating margin of 30.3%.

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%.

CAR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Avis Budget Group, Inc. reported a net income of -283.00M and revenue of 2.53B, resulting in a net margin of -11.2%.

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


CAR 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.

CAR has higher volatility (15.61%) compared to LLY (9.16%). In terms of maximum drawdown, CAR dropped -99.28% vs LLY's -68.24%.

LLY currently has the higher Sharpe Ratio (1.19 vs 0.49), 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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