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

Correlation

The correlation between CCOEY and LLY is 0.02, 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.


-0.50.00.51.00.0

Performance

CCOEY vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capcom Co Ltd ADR (CCOEY) 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%SeptemberOctoberNovemberDecember2025February
27.38%
-8.05%
CCOEY
LLY

Key characteristics

Sharpe Ratio

CCOEY:

1.02

LLY:

0.40

Sortino Ratio

CCOEY:

1.61

LLY:

0.77

Omega Ratio

CCOEY:

1.21

LLY:

1.10

Calmar Ratio

CCOEY:

1.31

LLY:

0.51

Martin Ratio

CCOEY:

3.60

LLY:

1.18

Ulcer Index

CCOEY:

10.70%

LLY:

10.53%

Daily Std Dev

CCOEY:

37.88%

LLY:

30.89%

Max Drawdown

CCOEY:

-38.01%

LLY:

-68.27%

Current Drawdown

CCOEY:

0.00%

LLY:

-8.74%

Fundamentals

Market Cap

CCOEY:

$10.80B

LLY:

$779.75B

EPS

CCOEY:

$0.25

LLY:

$11.74

PE Ratio

CCOEY:

51.64

LLY:

73.85

PEG Ratio

CCOEY:

3.12

LLY:

0.87

Total Revenue (TTM)

CCOEY:

$75.83B

LLY:

$45.04B

Gross Profit (TTM)

CCOEY:

$37.10B

LLY:

$36.76B

EBITDA (TTM)

CCOEY:

$24.52B

LLY:

$15.63B

Returns By Period

In the year-to-date period, CCOEY achieves a 23.65% return, which is significantly higher than LLY's 13.29% return. Over the past 10 years, CCOEY has outperformed LLY with an annualized return of 43.22%, while LLY has yielded a comparatively lower 30.99% annualized return.


CCOEY

YTD

23.65%

1M

27.99%

6M

27.38%

1Y

37.25%

5Y*

31.97%

10Y*

43.22%

LLY

YTD

13.29%

1M

17.82%

6M

-8.18%

1Y

17.81%

5Y*

45.73%

10Y*

30.99%

*Annualized

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Risk-Adjusted Performance

CCOEY vs. LLY — Risk-Adjusted Performance Rank

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

CCOEY
The Risk-Adjusted Performance Rank of CCOEY is 7676
Overall Rank
The Sharpe Ratio Rank of CCOEY is 7878
Sharpe Ratio Rank
The Sortino Ratio Rank of CCOEY is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CCOEY is 7171
Omega Ratio Rank
The Calmar Ratio Rank of CCOEY is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CCOEY is 7676
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 5959
Overall Rank
The Sharpe Ratio Rank of LLY is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5353
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5252
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 6868
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6060
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.

CCOEY vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capcom Co Ltd ADR (CCOEY) 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 CCOEY, currently valued at 1.02, compared to the broader market-2.000.002.001.020.53
The chart of Sortino ratio for CCOEY, currently valued at 1.61, compared to the broader market-4.00-2.000.002.004.006.001.610.94
The chart of Omega ratio for CCOEY, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.12
The chart of Calmar ratio for CCOEY, currently valued at 1.31, compared to the broader market0.002.004.006.001.310.67
The chart of Martin ratio for CCOEY, currently valued at 3.60, compared to the broader market-10.000.0010.0020.0030.003.601.55
CCOEY
LLY

The current CCOEY Sharpe Ratio is 1.02, which is higher than the LLY Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of CCOEY 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 Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
1.02
0.53
CCOEY
LLY

Dividends

CCOEY vs. LLY - Dividend Comparison

CCOEY's dividend yield for the trailing twelve months is around 0.50%, less than LLY's 0.62% yield.


TTM20242023202220212020201920182017201620152014
CCOEY
Capcom Co Ltd ADR
0.50%0.62%2.84%2.33%3.10%1.45%2.64%2.93%5.70%11.95%16.88%16.42%
LLY
Eli Lilly and Company
0.62%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

CCOEY vs. LLY - Drawdown Comparison

The maximum CCOEY drawdown since its inception was -38.01%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for CCOEY and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February0
-8.74%
CCOEY
LLY

Volatility

CCOEY vs. LLY - Volatility Comparison

Capcom Co Ltd ADR (CCOEY) has a higher volatility of 12.88% compared to Eli Lilly and Company (LLY) at 7.16%. This indicates that CCOEY'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%SeptemberOctoberNovemberDecember2025February
12.88%
7.16%
CCOEY
LLY

Financials

CCOEY vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Capcom Co Ltd ADR 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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