CCOEY vs. LLY
CCOEY (Capcom Co Ltd ADR) and LLY (Eli Lilly and Company) are both stocks. CCOEY operates in Electronic Gaming & Multimedia (Communication Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CCOEY returned 18.10%/yr vs 32.08%/yr for LLY. Their 0.10 correlation means their historical movements had little consistent relationship.
Performance
CCOEY vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CCOEY achieves a 6.76% return, which is significantly higher than LLY's 4.70% return. Over the past 10 years, CCOEY has underperformed LLY with an annualized return of 18.10%, while LLY has yielded a comparatively higher 32.08% annualized return.
CCOEY
- 1D
- -1.04%
- 1M
- 23.57%
- 6M
- 3.79%
- YTD
- 6.76%
- 1Y
- -6.74%
- 3Y*
- 4.73%
- 5Y*
- 12.65%
- 10Y*
- 18.10%
- ALL TIME*
- 15.31%
LLY
- 1D
- -2.39%
- 1M
- -7.62%
- 6M
- 7.76%
- YTD
- 4.70%
- 1Y
- 48.14%
- 3Y*
- 36.59%
- 5Y*
- 34.97%
- 10Y*
- 32.08%
- ALL TIME*
- 15.98%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
CCOEY Capcom Co Ltd ADR | $1.35M | $1.39M | $1.67M |
| $2.64B | $2.81B | $3.35B |
CCOEY vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CCOEY Capcom Co Ltd ADR | 6.76% | 6.39% | 36.45% | 2.65% | 37.20% | -28.87% | 129.80% | 41.01% | -36.62% | 32.30% |
LLY Eli Lilly and Company | 4.70% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between CCOEY and LLY is 0.07, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.07 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Apr 2, 2013 | 0.10 |
Fundamentals
CCOEY:
$10.31B
LLY:
$1.06T
CCOEY:
¥80.74
LLY:
$28.16
CCOEY:
24.04
LLY:
39.82
CCOEY:
1.51
LLY:
0.80
CCOEY:
7.25
LLY:
13.93
CCOEY:
5.70
LLY:
32.20
CCOEY:
¥223.91B
LLY:
$72.25B
CCOEY:
¥130.06B
LLY:
$59.75B
CCOEY:
¥97.52B
LLY:
$32.97B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CCOEY vs. LLY — Risk / Return Rank
CCOEY
LLY
CCOEY vs. LLY - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CCOEY | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.42 | ||
| Sortino ratioReturn per unit of downside risk | -1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.25 | -0.24 |
| Calmar ratioReturn relative to maximum drawdown | -0.17 | 2.09 | -2.25 |
| Martin ratioReturn relative to average drawdown | -0.29 | 5.63 | -5.92 |
Loading charts...
Drawdowns
CCOEY vs. LLY - Drawdown Comparison
The maximum CCOEY drawdown since its inception was -63.47%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CCOEY and LLY.
Loading charts...
Drawdown Indicators
| CCOEY | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.47% | -68.24% | +4.77% |
Max Drawdown (1Y)Largest decline over 1 year | -40.62% | -23.18% | -17.44% |
Max Drawdown (3Y)Largest decline over 3 years | -49.30% | -34.48% | -14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -49.30% | -34.48% | -14.82% |
Max Drawdown (10Y)Largest decline over 10 years | -63.47% | -34.48% | -28.99% |
Current DrawdownCurrent decline from peak | -27.95% | -9.24% | -18.71% |
Average DrawdownAverage peak-to-trough decline | -20.11% | -19.17% | -0.94% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.99% | 8.58% | +14.41% |
Volatility
CCOEY vs. LLY - Volatility Comparison
Capcom Co Ltd ADR (CCOEY) has a higher volatility of 14.22% compared to Eli Lilly and Company (LLY) at 8.89%. 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.
Loading charts...
Volatility by Period
| CCOEY | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.22% | 8.89% | +5.33% |
Volatility (6M)Calculated over the trailing 6-month period | 34.96% | 27.78% | +7.18% |
Volatility (1Y)Calculated over the trailing 1-year period | 43.36% | 38.33% | +5.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.75% | 32.63% | +6.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 43.91% | 30.39% | +13.52% |
Dividends
CCOEY vs. LLY - Dividend Comparison
CCOEY has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CCOEY Capcom Co Ltd ADR | 0.00% | 0.64% | 0.53% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.73% | 0.97% | 0.00% |
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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.
Total Revenue: Total amount of money received from sales and other business activities
CCOEY vs. LLY - Profitability Comparison
CCOEY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Capcom Co Ltd ADR reported a gross profit of 49.42B and revenue of 71.34B. Therefore, the gross margin over that period was 69.3%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
CCOEY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Capcom Co Ltd ADR reported an operating income of 41.60B and revenue of 71.34B, resulting in an operating margin of 58.3%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
CCOEY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Capcom Co Ltd ADR reported a net income of 29.54B and revenue of 71.34B, resulting in a net margin of 41.4%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
CCOEY and LLY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CCOEY has higher volatility (14.22%) compared to LLY (8.89%). In terms of maximum drawdown, CCOEY dropped -63.47% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.26 vs -0.16), 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.
Find the right allocation for CCOEY and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer