CV vs. LLY

Last updated Jul 11, 2026

CV (CapsoVision, Inc) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — CV in Medical Devices, LLY in Drug Manufacturers - General. Over the past year, CV returned 31.07% vs 50.94% for LLY. At a 0.08 correlation, their price movements are largely independent.

Performance

CV vs. LLY - Performance Comparison

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

Returns By Period

In the year-to-date period, CV achieves a -43.97% return, which is significantly lower than LLY's 10.97% return.

CV

• 1D: 3.81%
• 1M: -16.69%
• 6M: -1.80%
• YTD: -43.97%
• 1Y: 31.07%
• 3Y*: —
• 5Y*: —
• 10Y*: —

LLY

• 1D: -2.33%
• 1M: 4.91%
• 6M: 12.13%
• YTD: 10.97%
• 1Y: 50.94%
• 3Y*: 40.33%
• 5Y*: 39.60%
• 10Y*: 33.16%

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

CV vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025
CV CapsoVision, Inc	-43.97%	113.80%
LLY Eli Lilly and Company	10.97%	39.02%

Correlation

The correlation between CV and LLY is 0.08, 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	0.08
Correlation (All Time) Calculated using the full available price history since Jul 2, 2025	0.08

Fundamentals

Market Cap CV : $299.28M LLY : $1.12T
EPS CV : -$0.24 LLY : $28.16
PS Ratio CV : 49.94 LLY : 14.77
PB Ratio CV : 14.06 LLY : 34.13
Total Revenue (TTM) CV : $13.56M LLY : $72.25B
Gross Profit (TTM) CV : $7.01M LLY : $59.75B
EBITDA (TTM) CV : -$19.70M LLY : $32.97B

Return for Risk

CV vs. LLY — Risk / Return Rank

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

CV

CV Risk / Return Rank: 60
CV Sharpe Ratio Rank: 58
CV Sortino Ratio Rank: 65
CV Omega Ratio Rank: 63
CV Calmar Ratio Rank: 58
CV Martin Ratio Rank: 56

LLY

LLY Risk / Return Rank: 80
LLY Sharpe Ratio Rank: 83
LLY Sortino Ratio Rank: 78
LLY Omega Ratio Rank: 79
LLY Calmar Ratio Rank: 81
LLY Martin Ratio Rank: 81

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.

CV vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CapsoVision, Inc (CV) 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.

	CV	LLY	Difference
Sharpe ratio: Return per unit of total volatility	0.34	1.33	-1.00
Sortino ratio: Return per unit of downside risk	1.25	1.93	-0.68
Omega ratio: Gain probability vs. loss probability	1.15	1.26	-0.11
Calmar ratio: Return relative to maximum drawdown	0.49	2.23	-1.74
Martin ratio: Return relative to average drawdown	0.80	5.56	-4.76

CV vs. LLY - Sharpe Ratio Comparison

The current CV Sharpe Ratio is 0.34, which is lower than the LLY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of CV 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.

Drawdowns

CV vs. LLY - Drawdown Comparison

The maximum CV drawdown since its inception was -67.82%, roughly equal to the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CV and LLY.

Drawdown Indicators

	CV	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-67.82%	-68.24%	+0.42%
Max Drawdown (1Y) Largest decline over 1 year	-67.82%	-23.18%	-44.64%
Max Drawdown (3Y) Largest decline over 3 years	—	-34.48%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-58.46%	-3.80%	-54.66%
Average Drawdown Average peak-to-trough decline	-33.81%	-19.19%	-14.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.35%	9.27%	+32.08%

Volatility

CV vs. LLY - Volatility Comparison

CapsoVision, Inc (CV) has a higher volatility of 27.01% compared to Eli Lilly and Company (LLY) at 9.93%. This indicates that CV'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.

Volatility by Period

	CV	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	27.01%	9.93%	+17.08%
Volatility (6M) Calculated over the trailing 6-month period	64.44%	27.64%	+36.80%
Volatility (1Y) Calculated over the trailing 1-year period	99.57%	38.71%	+60.86%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	106.82%	32.51%	+74.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	106.82%	30.30%	+76.52%

Dividends

CV vs. LLY - Dividend Comparison

CV has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.54%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CV CapsoVision, Inc	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.54%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Financials

Frequently Asked Questions

Can I hold both CV and LLY in my portfolio?

CV and LLY have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CV or LLY?

CV has higher volatility (27.01%) compared to LLY (9.93%). In terms of maximum drawdown, CV dropped -67.82% vs LLY's -68.24%.

Which has better risk-adjusted returns?

LLY currently has the higher Sharpe Ratio (1.33 vs 0.34), 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.