DTM vs. LLY

Last updated Jun 3, 2026

DTM (DT Midstream, Inc.) and LLY (Eli Lilly and Company) are both stocks. DTM operates in Oil & Gas Midstream (Energy), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 3 years, DTM returned 49.32%/yr vs 34.95%/yr for LLY. At a 0.13 correlation, their price movements are largely independent.

Performance

DTM vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in DT Midstream, Inc. (DTM) 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, DTM achieves a 18.88% return, which is significantly higher than LLY's -0.64% return.

DTM

• 1D: 2.19%
• 1M: -4.13%
• YTD: 18.88%
• 6M: 20.39%
• 1Y: 36.34%
• 3Y*: 49.32%
• 5Y*: —
• 10Y*: —

LLY

• 1D: -1.67%
• 1M: 10.66%
• YTD: -0.64%
• 6M: 2.07%
• 1Y: 43.44%
• 3Y*: 34.95%
• 5Y*: 40.65%
• 10Y*: 32.48%

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

DTM vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
DTM DT Midstream, Inc.	18.88%	24.13%	88.95%	4.71%	20.73%	17.18%
LLY Eli Lilly and Company	-0.64%	40.25%	33.30%	60.91%	34.26%	20.28%

Correlation

The correlation between DTM and LLY is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.12
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (All Time) Calculated using the full available price history since Jul 2, 2021	0.13

Fundamentals

Market Cap DTM : $14.52B LLY : $953.37B
EPS DTM : $4.55 LLY : $28.14
PE Ratio DTM : 31.06 LLY : 37.81
PEG Ratio DTM : 3.18 LLY : 0.76
PS Ratio DTM : 11.37 LLY : 13.23
PB Ratio DTM : 3.05 LLY : 30.56
Total Revenue (TTM) DTM : $1.28B LLY : $72.25B
Gross Profit (TTM) DTM : $810.00M LLY : $59.75B
EBITDA (TTM) DTM : $1.06B LLY : $32.97B

Return for Risk

DTM vs. LLY — Risk / Return Rank

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

DTM

DTM Risk / Return Rank: 84
DTM Sharpe Ratio Rank: 84
DTM Sortino Ratio Rank: 81
DTM Omega Ratio Rank: 79
DTM Calmar Ratio Rank: 87
DTM Martin Ratio Rank: 87

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 69
LLY Omega Ratio Rank: 70
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

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.

DTM vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for DT Midstream, Inc. (DTM) 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.

	DTM	LLY	Difference
Sharpe ratio Return per unit of total volatility	1.70	1.15	+0.54
Sortino ratio Return per unit of downside risk	2.41	1.71	+0.70
Omega ratio Gain probability vs. loss probability	1.30	1.23	+0.07
Calmar ratio Return relative to maximum drawdown	3.98	1.92	+2.06
Martin ratio Return relative to average drawdown	9.89	4.78	+5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

DTM vs. LLY - Sharpe Ratio Comparison

The current DTM Sharpe Ratio is 1.70, which is higher than the LLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of DTM 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.

Sharpe Ratios by Period

	DTM	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.70	1.15	+0.54
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	1.31	0.57	+0.74

Drawdowns

DTM vs. LLY - Drawdown Comparison

The maximum DTM drawdown since its inception was -23.56%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for DTM and LLY.

Drawdown Indicators

	DTM	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-23.56%	-68.24%	+44.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.77%	-23.64%	+13.87%
Max Drawdown (3Y) Largest decline over 3 years	-23.56%	-34.48%	+10.92%
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	-6.45%	-5.56%	-0.89%
Average Drawdown Average peak-to-trough decline	-5.99%	-19.22%	+13.23%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.93%	9.48%	-5.55%

Volatility

DTM vs. LLY - Volatility Comparison

The current volatility for DT Midstream, Inc. (DTM) is 6.02%, while Eli Lilly and Company (LLY) has a volatility of 9.11%. This indicates that DTM 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.

Volatility by Period

	DTM	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.02%	9.11%	-3.09%
Volatility (6M) Calculated over the trailing 6-month period	15.55%	26.83%	-11.28%
Volatility (1Y) Calculated over the trailing 1-year period	21.57%	37.88%	-16.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	25.57%	32.79%	-7.22%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	25.57%	30.15%	-4.58%

Dividends

DTM vs. LLY - Dividend Comparison

DTM's dividend yield for the trailing twelve months is around 2.36%, more than LLY's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DTM DT Midstream, Inc.	2.36%	2.74%	2.96%	5.04%	4.63%	2.50%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.61%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Financials

DTM vs. LLY - Profitability Comparison

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

DTM - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported a gross profit of 251.00M and revenue of 336.00M. Therefore, the gross margin over that period was 74.7%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.

DTM - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported an operating income of 166.00M and revenue of 336.00M, resulting in an operating margin of 49.4%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.

DTM - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, DT Midstream, Inc. reported a net income of 134.00M and revenue of 336.00M, resulting in a net margin of 39.9%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.

Frequently Asked Questions

Can I hold both DTM and LLY in my portfolio?

DTM and LLY have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, DTM or LLY?

LLY has higher volatility (9.11%) compared to DTM (6.02%). In terms of maximum drawdown, DTM dropped -23.56% vs LLY's -68.24%.

Which has better risk-adjusted returns?

DTM currently has the higher Sharpe Ratio (1.70 vs 1.15), 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.