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

Performance

DNOW vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in NOW Inc. (DNOW) 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%JuneJulyAugustSeptemberOctoberNovember
3.16%
-6.86%
DNOW
LLY

Returns By Period

In the year-to-date period, DNOW achieves a 27.21% return, which is significantly higher than LLY's 25.57% return. Over the past 10 years, DNOW has underperformed LLY with an annualized return of -6.69%, while LLY has yielded a comparatively higher 29.39% annualized return.


DNOW

YTD

27.21%

1M

15.85%

6M

3.15%

1Y

39.40%

5Y (annualized)

4.63%

10Y (annualized)

-6.69%

LLY

YTD

25.57%

1M

-20.65%

6M

-6.86%

1Y

23.70%

5Y (annualized)

46.77%

10Y (annualized)

29.39%

Fundamentals


DNOWLLY
Market Cap$1.52B$777.36B
EPS$1.87$9.24
PE Ratio7.7088.62
PEG Ratio0.000.78
Total Revenue (TTM)$2.36B$40.86B
Gross Profit (TTM)$537.00M$33.33B
EBITDA (TTM)$142.00M$13.78B

Key characteristics


DNOWLLY
Sharpe Ratio1.050.82
Sortino Ratio1.791.32
Omega Ratio1.221.17
Calmar Ratio0.571.01
Martin Ratio3.463.91
Ulcer Index12.29%6.22%
Daily Std Dev40.44%29.81%
Max Drawdown-89.06%-68.27%
Current Drawdown-61.28%-24.13%

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Correlation

-0.50.00.51.00.1

The correlation between DNOW and LLY is 0.11, 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

DNOW vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NOW Inc. (DNOW) 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 DNOW, currently valued at 1.05, compared to the broader market-4.00-2.000.002.004.001.050.82
The chart of Sortino ratio for DNOW, currently valued at 1.79, compared to the broader market-4.00-2.000.002.004.001.791.32
The chart of Omega ratio for DNOW, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.17
The chart of Calmar ratio for DNOW, currently valued at 0.57, compared to the broader market0.002.004.006.000.571.01
The chart of Martin ratio for DNOW, currently valued at 3.46, compared to the broader market-10.000.0010.0020.0030.003.463.91
DNOW
LLY

The current DNOW Sharpe Ratio is 1.05, which is comparable to the LLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of DNOW 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.05
0.82
DNOW
LLY

Dividends

DNOW vs. LLY - Dividend Comparison

DNOW has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
DNOW
NOW 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
0.72%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

DNOW vs. LLY - Drawdown Comparison

The maximum DNOW drawdown since its inception was -89.06%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for DNOW and LLY. For additional features, visit the drawdowns tool.


-70.00%-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-61.28%
-24.13%
DNOW
LLY

Volatility

DNOW vs. LLY - Volatility Comparison

NOW Inc. (DNOW) has a higher volatility of 14.72% compared to Eli Lilly and Company (LLY) at 10.97%. This indicates that DNOW'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
14.72%
10.97%
DNOW
LLY

Financials

DNOW vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between NOW Inc. 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