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CIPLA.NS vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CIPLA.NS vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a ₹10,000 investment in Cipla Limited (CIPLA.NS) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

CIPLA.NS is traded in INR, while LLY is traded in USD. To make them comparable, the LLY values have been converted to INR using the latest available exchange rates.

Returns By Period

In the year-to-date period, CIPLA.NS achieves a -9.01% return, which is significantly lower than LLY's 7.30% return. Over the past 10 years, CIPLA.NS has underperformed LLY with an annualized return of 12.18%, while LLY has yielded a comparatively higher 37.47% annualized return.


CIPLA.NS

1D
-0.30%
1M
3.01%
YTD
-9.01%
6M
-8.81%
1Y
-5.66%
3Y*
13.52%
5Y*
8.57%
10Y*
12.18%

LLY

1D
1.53%
1M
12.38%
YTD
7.30%
6M
11.18%
1Y
61.65%
3Y*
42.52%
5Y*
48.98%
10Y*
37.47%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIPLA.NS vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIPLA.NS
Cipla Limited
-9.01%-0.10%23.72%16.77%14.52%15.78%73.26%-7.42%-14.21%7.36%
LLY
Eli Lilly and Company
7.30%46.96%37.34%62.02%48.69%69.38%34.34%19.09%53.17%10.51%

Correlation

The correlation between CIPLA.NS and LLY is -0.05, 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

-0.05

Correlation (3Y)
Calculated over the trailing 3-year period

0.03

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

0.01

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

0.02

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2007

0.01

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Return for Risk

CIPLA.NS vs. LLY — Risk / Return Rank

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

CIPLA.NS
CIPLA.NS Risk / Return Rank: 2929
Overall Rank
CIPLA.NS Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CIPLA.NS Sortino Ratio Rank: 2424
Sortino Ratio Rank
CIPLA.NS Omega Ratio Rank: 2424
Omega Ratio Rank
CIPLA.NS Calmar Ratio Rank: 3434
Calmar Ratio Rank
CIPLA.NS Martin Ratio Rank: 3333
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.

CIPLA.NS vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Cipla Limited (CIPLA.NS) 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.


CIPLA.NSLLYDifference
Sharpe ratioReturn per unit of total volatility

-1.91

Sortino ratioReturn per unit of downside risk

-2.46

Omega ratioGain probability vs. loss probability

0.97

1.31

-0.34

Calmar ratioReturn relative to maximum drawdown

-0.20

2.76

-2.96

Martin ratioReturn relative to average drawdown

-0.41

7.78

-8.19

CIPLA.NS vs. LLY - Sharpe Ratio Comparison

The current CIPLA.NS Sharpe Ratio is -0.27, which is lower than the LLY Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of CIPLA.NS 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


CIPLA.NSLLYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.27

1.64

-1.91

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.38

1.50

-1.12

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

1.25

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

0.04

0.94

-0.90

Drawdowns

CIPLA.NS vs. LLY - Drawdown Comparison

The maximum CIPLA.NS drawdown since its inception was -99.02%, which is greater than LLY's maximum drawdown of -36.23%. Use the drawdown chart below to compare losses from any high point for CIPLA.NS and LLY.


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Drawdown Indicators


CIPLA.NSLLYDifference

Max Drawdown

Largest peak-to-trough decline

-99.02%

-36.23%

-62.79%

Max Drawdown (1Y)

Largest decline over 1 year

-28.32%

-22.44%

-5.88%

Max Drawdown (3Y)

Largest decline over 3 years

-28.32%

-32.61%

+4.29%

Max Drawdown (5Y)

Largest decline over 5 years

-28.32%

-32.61%

+4.29%

Max Drawdown (10Y)

Largest decline over 10 years

-43.40%

-32.61%

-10.79%

Current Drawdown

Current decline from peak

-17.34%

-4.61%

-12.73%

Average Drawdown

Average peak-to-trough decline

-52.85%

-9.05%

-43.80%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.74%

7.95%

+5.79%

Volatility

CIPLA.NS vs. LLY - Volatility Comparison

Cipla Limited (CIPLA.NS) and Eli Lilly and Company (LLY) have volatilities of 9.87% and 9.66%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIPLA.NSLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.87%

9.66%

+0.21%

Volatility (6M)

Calculated over the trailing 6-month period

16.20%

26.80%

-10.60%

Volatility (1Y)

Calculated over the trailing 1-year period

20.79%

37.88%

-17.09%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

23.04%

32.80%

-9.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.79%

30.08%

-4.29%

Dividends

CIPLA.NS vs. LLY - Dividend Comparison

CIPLA.NS's dividend yield for the trailing twelve months is around 1.16%, more than LLY's 0.60% yield.


PositionTTM20252024202320222021202020192018201720162015
CIPLA.NS
Cipla Limited
1.16%1.06%0.85%0.68%0.46%0.53%0.49%0.63%0.58%0.33%0.35%0.31%
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

CIPLA.NS vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Cipla Limited 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


Please note, different currencies. CIPLA.NS values in INR, LLY values in USD

Frequently Asked Questions


CIPLA.NS and LLY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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