ELDN vs. LLY
ELDN (Eledon Pharmaceuticals Inc) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — ELDN in Biotechnology, LLY in Drug Manufacturers - General. Over the past 10 years, ELDN returned -43.86%/yr vs 32.66%/yr for LLY. At a 0.12 correlation, their price movements are largely independent.
Performance
ELDN vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, ELDN achieves a 131.13% return, which is significantly higher than LLY's 0.72% return. Over the past 10 years, ELDN has underperformed LLY with an annualized return of -43.86%, while LLY has yielded a comparatively higher 32.66% annualized return.
ELDN
- 1D
- -1.13%
- 1M
- -7.67%
- YTD
- 131.13%
- 6M
- 119.50%
- 1Y
- 10.09%
- 3Y*
- 21.83%
- 5Y*
- -17.44%
- 10Y*
- -43.86%
LLY
- 1D
- 1.37%
- 1M
- 11.64%
- YTD
- 0.72%
- 6M
- 4.73%
- 1Y
- 44.70%
- 3Y*
- 35.56%
- 5Y*
- 41.13%
- 10Y*
- 32.66%
ELDN vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ELDN Eledon Pharmaceuticals Inc | 131.13% | -63.35% | 128.89% | -21.05% | -48.30% | -71.36% | 47.51% | -63.75% | -60.59% | -53.87% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between ELDN and LLY is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.14 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 2014 | 0.12 |
Fundamentals
ELDN:
$392.36M
LLY:
$966.48B
ELDN:
-$0.91
LLY:
$28.14
ELDN:
9.21
LLY:
30.98
ELDN:
$0.00
LLY:
$72.25B
ELDN:
$0.00
LLY:
$59.75B
ELDN:
-$84.86M
LLY:
$32.97B
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Return for Risk
ELDN vs. LLY — Risk / Return Rank
ELDN
LLY
ELDN vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eledon Pharmaceuticals Inc (ELDN) 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.
| ELDN | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.07 | ||
| Sortino ratioReturn per unit of downside risk | -0.92 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.24 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 1.90 | -1.75 |
| Martin ratioReturn relative to average drawdown | 0.27 | 4.73 | -4.46 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ELDN | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.11 | 1.19 | -1.07 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.22 | 1.26 | -1.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.40 | 1.09 | -1.49 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.43 | 0.57 | -1.00 |
Drawdowns
ELDN vs. LLY - Drawdown Comparison
The maximum ELDN drawdown since its inception was -99.97%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ELDN and LLY.
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Drawdown Indicators
| ELDN | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.97% | -68.24% | -31.73% |
Max Drawdown (1Y)Largest decline over 1 year | -68.12% | -23.64% | -44.48% |
Max Drawdown (3Y)Largest decline over 3 years | -73.77% | -34.48% | -39.29% |
Max Drawdown (5Y)Largest decline over 5 years | -87.69% | -34.48% | -53.21% |
Max Drawdown (10Y)Largest decline over 10 years | -99.90% | -34.48% | -65.42% |
Current DrawdownCurrent decline from peak | -99.91% | -4.26% | -95.65% |
Average DrawdownAverage peak-to-trough decline | -92.00% | -19.22% | -72.78% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 37.47% | 9.49% | +27.98% |
Volatility
ELDN vs. LLY - Volatility Comparison
Eledon Pharmaceuticals Inc (ELDN) has a higher volatility of 12.86% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that ELDN'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.
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Volatility by Period
| ELDN | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.86% | 9.16% | +3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 45.87% | 26.81% | +19.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 89.49% | 37.88% | +51.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 78.39% | 32.79% | +45.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 110.23% | 30.14% | +80.09% |
Dividends
ELDN vs. LLY - Dividend Comparison
ELDN has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ELDN Eledon Pharmaceuticals 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 | 0.60% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
ELDN vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Eledon Pharmaceuticals 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
Frequently Asked Questions
ELDN and LLY have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ELDN has higher volatility (12.86%) compared to LLY (9.16%). In terms of maximum drawdown, ELDN dropped -99.97% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.19 vs 0.11), 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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