DHR vs. LLY
Compare and contrast key facts about Danaher Corporation (DHR) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DHR or LLY.
Performance
DHR vs. LLY - Performance Comparison
Returns By Period
In the year-to-date period, DHR achieves a -0.05% return, which is significantly lower than LLY's 24.75% return. Over the past 10 years, DHR has underperformed LLY with an annualized return of 21.25%, while LLY has yielded a comparatively higher 29.40% annualized return.
DHR
-0.05%
-15.99%
-13.10%
11.40%
13.10%
21.25%
LLY
24.75%
-21.16%
-5.88%
22.90%
46.40%
29.40%
Fundamentals
| DHR | LLY | |
|---|---|---|
| Market Cap | $173.06B | $777.36B |
| EPS | $5.30 | $9.24 |
| PE Ratio | 45.21 | 88.62 |
| PEG Ratio | 2.86 | 0.78 |
| Total Revenue (TTM) | $20.03B | $40.86B |
| Gross Profit (TTM) | $11.94B | $33.33B |
| EBITDA (TTM) | $6.53B | $13.78B |
Key characteristics
| DHR | LLY | |
|---|---|---|
| Sharpe Ratio | 0.50 | 0.79 |
| Sortino Ratio | 0.91 | 1.28 |
| Omega Ratio | 1.11 | 1.17 |
| Calmar Ratio | 0.39 | 0.96 |
| Martin Ratio | 2.24 | 3.78 |
| Ulcer Index | 4.99% | 6.23% |
| Daily Std Dev | 22.40% | 29.87% |
| Max Drawdown | -65.35% | -68.27% |
| Current Drawdown | -20.78% | -24.62% |
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Correlation
The correlation between DHR and LLY is 0.26, 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.
Risk-Adjusted Performance
DHR vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Danaher Corporation (DHR) 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.
Dividends
DHR vs. LLY - Dividend Comparison
DHR's dividend yield for the trailing twelve months is around 0.46%, less than LLY's 0.72% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DHR Danaher Corporation | 0.46% | 0.43% | 0.38% | 0.26% | 0.32% | 0.44% | 0.62% | 0.60% | 36.46% | 0.80% | 0.47% | 0.13% |
LLY Eli Lilly and Company | 0.72% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
DHR vs. LLY - Drawdown Comparison
The maximum DHR drawdown since its inception was -65.35%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for DHR and LLY. For additional features, visit the drawdowns tool.
Volatility
DHR vs. LLY - Volatility Comparison
The current volatility for Danaher Corporation (DHR) is 6.71%, while Eli Lilly and Company (LLY) has a volatility of 11.08%. This indicates that DHR experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DHR vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Danaher Corporation 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