DTM vs. LLY
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 5 years, DTM returned 32.09%/yr vs 37.67%/yr for LLY. Their 0.13 correlation means their historical movements had little consistent relationship.
Performance
DTM vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, DTM achieves a 16.77% return, which is significantly higher than LLY's 7.26% return.
DTM
- 1D
- 0.90%
- 1M
- -4.56%
- 6M
- 10.90%
- YTD
- 16.77%
- 1Y
- 34.26%
- 3Y*
- 43.60%
- 5Y*
- 32.09%
- 10Y*
- —
- ALL TIME*
- 33.91%
LLY
- 1D
- -0.53%
- 1M
- -5.36%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 51.77%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $119.17M | $108.41M | $102.62M | |
| $2.62B | $2.84B | $3.35B |
DTM vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
DTM DT Midstream, Inc. | 16.77% | 24.13% | 88.95% | 4.71% | 20.73% | 27.38% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 21.13% |
Correlation
The correlation between DTM and LLY is 0.12, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.12 |
Correlation (3Y) Balances recent behavior with more history. | 0.14 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2021 | 0.13 |
Fundamentals
DTM:
$14.08B
LLY:
$1.08T
DTM:
$4.60
LLY:
$28.16
DTM:
30.01
LLY:
40.80
DTM:
3.08
LLY:
0.82
DTM:
10.81
LLY:
14.27
DTM:
2.96
LLY:
32.99
DTM:
$1.31B
LLY:
$72.25B
DTM:
$828.00M
LLY:
$59.75B
DTM:
$1.09B
LLY:
$32.97B
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Return for Risk
DTM vs. LLY — Risk / Return Rank
DTM
LLY
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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| DTM | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.35 | ||
| Sortino ratioReturn per unit of downside risk | +0.53 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.28 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 3.89 | 2.44 | +1.45 |
| Martin ratioReturn relative to average drawdown | 10.93 | 6.60 | +4.33 |
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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.
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Drawdown Indicators
| DTM | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -23.56% | -68.24% | +44.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.81% | -23.18% | +13.37% |
Max Drawdown (3Y)Largest decline over 3 years | -23.56% | -34.48% | +10.92% |
Max Drawdown (5Y)Largest decline over 5 years | -23.56% | -34.48% | +10.92% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -8.45% | -7.02% | -1.43% |
Average DrawdownAverage peak-to-trough decline | -5.95% | -19.17% | +13.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.49% | 8.56% | -5.07% |
Volatility
DTM vs. LLY - Volatility Comparison
The current volatility for DT Midstream, Inc. (DTM) is 6.54%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. 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.
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Volatility by Period
| DTM | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.54% | 8.88% | -2.34% |
Volatility (6M)Calculated over the trailing 6-month period | 16.22% | 27.69% | -11.47% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.92% | 38.37% | -17.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.15% | 32.64% | -7.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 25.68% | 30.37% | -4.69% |
Dividends
DTM vs. LLY - Dividend Comparison
DTM's dividend yield for the trailing twelve months is around 2.46%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DTM DT Midstream, Inc. | 2.46% | 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 | 0.56% | 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 - Financials Comparison
This section allows you to compare key financial metrics between DT Midstream, 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.
Total Revenue: Total amount of money received from sales and other business activities
DTM vs. LLY - Profitability Comparison
DTM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, DT Midstream, Inc. reported a gross profit of 253.00M and revenue of 343.00M. Therefore, the gross margin over that period was 73.8%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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 Aug 2026, DT Midstream, Inc. reported an operating income of 173.00M and revenue of 343.00M, resulting in an operating margin of 50.4%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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 Aug 2026, DT Midstream, Inc. reported a net income of 116.00M and revenue of 343.00M, resulting in a net margin of 33.8%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
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.
LLY has higher volatility (8.88%) compared to DTM (6.54%). In terms of maximum drawdown, DTM dropped -23.56% vs LLY's -68.24%.
DTM currently has the higher Sharpe Ratio (1.83 vs 1.48), 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.
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