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

Correlation

The correlation between DNOW and LLY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

DNOW:

-0.03

LLY:

-0.22

Sortino Ratio

DNOW:

0.43

LLY:

-0.01

Omega Ratio

DNOW:

1.05

LLY:

1.00

Calmar Ratio

DNOW:

0.04

LLY:

-0.29

Martin Ratio

DNOW:

0.19

LLY:

-0.53

Ulcer Index

DNOW:

12.84%

LLY:

13.68%

Daily Std Dev

DNOW:

43.72%

LLY:

38.59%

Max Drawdown

DNOW:

-89.06%

LLY:

-68.27%

Current Drawdown

DNOW:

-61.28%

LLY:

-21.75%

Fundamentals

Market Cap

DNOW:

$1.52B

LLY:

$670.72B

EPS

DNOW:

$0.75

LLY:

$12.25

PE Ratio

DNOW:

19.20

LLY:

60.99

PEG Ratio

DNOW:

0.00

LLY:

1.15

PS Ratio

DNOW:

0.63

LLY:

13.69

PB Ratio

DNOW:

1.33

LLY:

42.55

Total Revenue (TTM)

DNOW:

$2.41B

LLY:

$49.00B

Gross Profit (TTM)

DNOW:

$549.00M

LLY:

$40.03B

EBITDA (TTM)

DNOW:

$114.00M

LLY:

$16.27B

Returns By Period

In the year-to-date period, DNOW achieves a 10.68% return, which is significantly higher than LLY's -2.86% return. Over the past 10 years, DNOW has underperformed LLY with an annualized return of -4.59%, while LLY has yielded a comparatively higher 27.61% annualized return.


DNOW

YTD

10.68%

1M

-12.89%

6M

-5.14%

1Y

-1.30%

3Y*

7.82%

5Y*

13.54%

10Y*

-4.59%

LLY

YTD

-2.86%

1M

-9.10%

6M

-6.23%

1Y

-8.30%

3Y*

36.48%

5Y*

39.02%

10Y*

27.61%

*Annualized

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NOW Inc.

Eli Lilly and Company

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DNOW vs. LLY — Risk-Adjusted Performance Rank

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

DNOW
The Risk-Adjusted Performance Rank of DNOW is 5050
Overall Rank
The Sharpe Ratio Rank of DNOW is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of DNOW is 4949
Sortino Ratio Rank
The Omega Ratio Rank of DNOW is 4848
Omega Ratio Rank
The Calmar Ratio Rank of DNOW is 5353
Calmar Ratio Rank
The Martin Ratio Rank of DNOW is 5353
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 3636
Overall Rank
The Sharpe Ratio Rank of LLY is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3636
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3636
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3131
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current DNOW Sharpe Ratio is -0.03, which is higher than the LLY Sharpe Ratio of -0.22. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

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 0.75%.


TTM20242023202220212020201920182017201620152014
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
0.75%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DNOW vs. LLY - Volatility Comparison

NOW Inc. (DNOW) and Eli Lilly and Company (LLY) have volatilities of 11.55% and 11.58%, 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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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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
599.00M
12.73B
(DNOW) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

DNOW vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between NOW Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20212022202320242025
23.2%
82.5%
(DNOW) Gross Margin
(LLY) Gross Margin
DNOW - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, NOW Inc. reported a gross profit of 139.00M and revenue of 599.00M. Therefore, the gross margin over that period was 23.2%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

DNOW - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, NOW Inc. reported an operating income of 30.00M and revenue of 599.00M, resulting in an operating margin of 5.0%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

DNOW - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, NOW Inc. reported a net income of 22.00M and revenue of 599.00M, resulting in a net margin of 3.7%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.