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ELA vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ELA vs. LLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, ELA achieves a 58.52% return, which is significantly higher than LLY's 9.23% return. Over the past 10 years, ELA has outperformed LLY with an annualized return of 37.01%, while LLY has yielded a comparatively lower 32.64% annualized return.


ELA

1D
-3.28%
1M
-15.63%
6M
64.67%
YTD
58.52%
1Y
277.40%
3Y*
57.58%
5Y*
35.46%
10Y*
37.01%
ALL TIME*
5.72%

LLY

1D
4.86%
1M
-2.52%
6M
6.03%
YTD
9.23%
1Y
53.81%
3Y*
38.53%
5Y*
36.02%
10Y*
32.64%
ALL TIME*
16.08%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.52M$2.86M$3.07M
$3.42B$3.10B$3.43B

ELA vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ELA
Envela Corporation
58.52%86.35%47.74%-7.60%29.24%-21.73%285.19%193.54%-50.55%-25.00%
LLY
Eli Lilly and Company
9.23%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Correlation

The correlation between ELA and LLY is 0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.09

Correlation (3Y)
Balances recent behavior with more history.

0.12

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.10

Correlation (10Y)
Provides a long-term view across more market conditions.

0.08

Correlation (All Time)
Calculated using the full available price history since Mar 19, 1992

0.04

Fundamentals

Market Cap

ELA:

$550.69M

LLY:

$1.10T

EPS

ELA:

$0.86

LLY:

$29.79

PE Ratio

ELA:

24.63

LLY:

39.27

PEG Ratio

ELA:

0.86

LLY:

0.79

PS Ratio

ELA:

1.88

LLY:

13.17

PB Ratio

ELA:

6.88

LLY:

30.86

Total Revenue (TTM)

ELA:

$293.04M

LLY:

$79.67B

Gross Profit (TTM)

ELA:

$63.57M

LLY:

$66.93B

EBITDA (TTM)

ELA:

$27.22M

LLY:

$35.21B

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Return for Risk

ELA vs. LLY — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

ELA
ELA Risk / Return Rank: 9898
Overall Rank
ELA Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
ELA Sortino Ratio Rank: 9797
Sortino Ratio Rank
ELA Omega Ratio Rank: 9696
Omega Ratio Rank
ELA Calmar Ratio Rank: 9999
Calmar Ratio Rank
ELA Martin Ratio Rank: 9898
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 8181
Overall Rank
LLY Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7979
Sortino Ratio Rank
LLY Omega Ratio Rank: 7979
Omega Ratio Rank
LLY Calmar Ratio Rank: 8181
Calmar Ratio Rank
LLY Martin Ratio Rank: 8282
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

ELA vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Envela Corporation (ELA) 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.


ELALLYDifference
Sharpe ratioReturn per unit of total volatility

+2.50

Sortino ratioReturn per unit of downside risk

+2.15

Omega ratioGain probability vs. loss probability

1.53

1.27

+0.26

Calmar ratioReturn relative to maximum drawdown

9.80

2.33

+7.47

Martin ratioReturn relative to average drawdown

27.81

6.43

+21.38

ELA vs. LLY - Sharpe Ratio Comparison

The current ELA Sharpe Ratio is 3.91, which is higher than the LLY Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of ELA 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.


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Drawdowns

ELA vs. LLY - Drawdown Comparison

The maximum ELA drawdown since its inception was -97.32%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ELA and LLY.


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Drawdown Indicators


ELALLYDifference

Max Drawdown

Largest peak-to-trough decline

-97.32%

-68.24%

-29.08%

Max Drawdown (1Y)

Largest decline over 1 year

-28.50%

-23.18%

-5.32%

Max Drawdown (3Y)

Largest decline over 3 years

-45.05%

-34.48%

-10.57%

Max Drawdown (5Y)

Largest decline over 5 years

-61.53%

-34.48%

-27.05%

Max Drawdown (10Y)

Largest decline over 10 years

-78.03%

-34.48%

-43.55%

Current Drawdown

Current decline from peak

-26.56%

-5.32%

-21.24%

Average Drawdown

Average peak-to-trough decline

-57.45%

-19.17%

-38.28%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.03%

8.57%

+1.46%

Volatility

ELA vs. LLY - Volatility Comparison

Envela Corporation (ELA) and Eli Lilly and Company (LLY) have volatilities of 9.84% and 9.71%, 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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Volatility by Period


ELALLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.84%

9.71%

+0.13%

Volatility (6M)

Calculated over the trailing 6-month period

50.40%

27.87%

+22.53%

Volatility (1Y)

Calculated over the trailing 1-year period

71.52%

38.53%

+32.99%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

53.78%

32.68%

+21.10%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

65.16%

30.42%

+34.74%

Dividends

ELA vs. LLY - Dividend Comparison

ELA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.55%.


PositionTTM20252024202320222021202020192018201720162015
ELA
Envela Corporation
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
0.55%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Financials

ELA vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Envela Corporation 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

ELA vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Envela Corporation 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

ELA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Envela Corporation reported a gross profit of 13.38M and revenue of 56.77M. Therefore, the gross margin over that period was 23.6%.

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 19.71B and revenue of 22.97B. Therefore, the gross margin over that period was 85.8%.

ELA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Envela Corporation reported an operating income of 5.10M and revenue of 56.77M, resulting in an operating margin of 9.0%.

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 8.98B and revenue of 22.97B, resulting in an operating margin of 39.1%.

ELA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Envela Corporation reported a net income of 4.17M and revenue of 56.77M, resulting in a net margin of 7.4%.

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 7.10B and revenue of 22.97B, resulting in a net margin of 30.9%.


Frequently Asked Questions


ELA and LLY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ELA has higher volatility (9.84%) compared to LLY (9.71%). In terms of maximum drawdown, ELA dropped -97.32% vs LLY's -68.24%.

ELA currently has the higher Sharpe Ratio (3.91 vs 1.40), 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.

Portfolio Optimizer

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