PortfoliosLab logo
DQ vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between DQ and LLY is 0.32, 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.


-0.50.00.51.0
Correlation: 0.3

Performance

DQ vs. LLY - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
41.27%
3,274.04%
DQ
LLY

Key characteristics

Sharpe Ratio

DQ:

-0.44

LLY:

0.51

Sortino Ratio

DQ:

-0.19

LLY:

0.97

Omega Ratio

DQ:

0.98

LLY:

1.13

Calmar Ratio

DQ:

-0.39

LLY:

0.74

Martin Ratio

DQ:

-1.12

LLY:

1.52

Ulcer Index

DQ:

31.22%

LLY:

12.04%

Daily Std Dev

DQ:

80.03%

LLY:

36.19%

Max Drawdown

DQ:

-94.98%

LLY:

-68.27%

Current Drawdown

DQ:

-88.33%

LLY:

-10.14%

Fundamentals

Market Cap

DQ:

$917.35M

LLY:

$744.81B

EPS

DQ:

-$26.36

LLY:

$11.69

PEG Ratio

DQ:

0.17

LLY:

1.31

PS Ratio

DQ:

0.89

LLY:

16.54

PB Ratio

DQ:

0.21

LLY:

52.48

Total Revenue (TTM)

DQ:

$613.77M

LLY:

$36.27B

Gross Profit (TTM)

DQ:

-$285.02M

LLY:

$29.53B

EBITDA (TTM)

DQ:

-$313.28M

LLY:

$12.51B

Returns By Period

In the year-to-date period, DQ achieves a -25.51% return, which is significantly lower than LLY's 11.56% return. Over the past 10 years, DQ has underperformed LLY with an annualized return of 10.15%, while LLY has yielded a comparatively higher 30.82% annualized return.


DQ

YTD

-25.51%

1M

-22.23%

6M

-34.18%

1Y

-39.03%

5Y*

9.42%

10Y*

10.15%

LLY

YTD

11.56%

1M

0.87%

6M

-3.22%

1Y

18.18%

5Y*

41.34%

10Y*

30.82%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

DQ vs. LLY — Risk-Adjusted Performance Rank

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

DQ
The Risk-Adjusted Performance Rank of DQ is 2929
Overall Rank
The Sharpe Ratio Rank of DQ is 2828
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 3232
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 3333
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 2727
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 2424
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7070
Overall Rank
The Sharpe Ratio Rank of LLY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6666
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6464
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7070
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.

DQ vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Daqo New Energy Corp. (DQ) 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 chart of Sharpe ratio for DQ, currently valued at -0.44, compared to the broader market-2.00-1.000.001.002.003.00
DQ: -0.44
LLY: 0.51
The chart of Sortino ratio for DQ, currently valued at -0.19, compared to the broader market-6.00-4.00-2.000.002.004.00
DQ: -0.19
LLY: 0.97
The chart of Omega ratio for DQ, currently valued at 0.98, compared to the broader market0.501.001.502.00
DQ: 0.98
LLY: 1.13
The chart of Calmar ratio for DQ, currently valued at -0.39, compared to the broader market0.001.002.003.004.005.00
DQ: -0.39
LLY: 0.74
The chart of Martin ratio for DQ, currently valued at -1.12, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
DQ: -1.12
LLY: 1.52

The current DQ Sharpe Ratio is -0.44, which is lower than the LLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of DQ 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 Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.44
0.51
DQ
LLY

Dividends

DQ vs. LLY - Dividend Comparison

DQ has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
DQ
Daqo New Energy Corp.
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
0.63%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

DQ vs. LLY - Drawdown Comparison

The maximum DQ drawdown since its inception was -94.98%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for DQ and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-88.33%
-10.14%
DQ
LLY

Volatility

DQ vs. LLY - Volatility Comparison

Daqo New Energy Corp. (DQ) has a higher volatility of 22.88% compared to Eli Lilly and Company (LLY) at 18.73%. This indicates that DQ'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.


0.00%10.00%20.00%30.00%40.00%50.00%NovemberDecember2025FebruaryMarchApril
22.88%
18.73%
DQ
LLY

Financials

DQ vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Daqo New Energy Corp. 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