EOSE vs. LLY
EOSE (Eos Energy Enterprises Inc) and LLY (Eli Lilly and Company) are both stocks. EOSE operates in Electrical Equipment & Parts (Industrials), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, EOSE returned -21.15%/yr vs 39.59%/yr for LLY. At a 0.05 correlation, their price movements are largely independent.
Performance
EOSE vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, EOSE achieves a -47.12% return, which is significantly lower than LLY's 5.78% return.
EOSE
- 1D
- -2.26%
- 1M
- -22.95%
- YTD
- -47.12%
- 6M
- -59.16%
- 1Y
- 50.37%
- 3Y*
- 23.72%
- 5Y*
- -21.15%
- 10Y*
- —
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
EOSE vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
EOSE Eos Energy Enterprises Inc | -47.12% | 135.80% | 345.87% | -26.35% | -80.32% | -63.92% | 112.65% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 10.84% |
Correlation
The correlation between EOSE and LLY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2020 | 0.05 |
Fundamentals
EOSE:
$3.30B
LLY:
$1.02T
EOSE:
-$1.45
LLY:
$28.14
EOSE:
12.40
LLY:
14.08
EOSE:
$160.71M
LLY:
$72.25B
EOSE:
-$163.73M
LLY:
$59.75B
EOSE:
-$858.77M
LLY:
$32.97B
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Return for Risk
EOSE vs. LLY — Risk / Return Rank
EOSE
LLY
EOSE vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eos Energy Enterprises Inc (EOSE) 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.
| EOSE | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.67 | ||
| Sortino ratioReturn per unit of downside risk | -0.21 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.72 | -1.13 |
| Martin ratioReturn relative to average drawdown | 1.16 | 4.28 | -3.13 |
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Drawdowns
EOSE vs. LLY - Drawdown Comparison
The maximum EOSE drawdown since its inception was -97.88%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for EOSE and LLY.
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Drawdown Indicators
| EOSE | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.88% | -68.24% | -29.64% |
Max Drawdown (1Y)Largest decline over 1 year | -77.10% | -23.64% | -53.46% |
Max Drawdown (3Y)Largest decline over 3 years | -87.18% | -34.48% | -52.70% |
Max Drawdown (5Y)Largest decline over 5 years | -96.77% | -34.48% | -62.29% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -80.09% | -2.41% | -77.68% |
Average DrawdownAverage peak-to-trough decline | -72.37% | -19.21% | -53.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 39.66% | 9.49% | +30.17% |
Volatility
EOSE vs. LLY - Volatility Comparison
Eos Energy Enterprises Inc (EOSE) has a higher volatility of 31.08% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that EOSE'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
| EOSE | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 31.08% | 9.27% | +21.81% |
Volatility (6M)Calculated over the trailing 6-month period | 91.90% | 27.16% | +64.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 115.13% | 38.01% | +77.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 117.06% | 32.46% | +84.60% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 112.92% | 30.19% | +82.73% |
Dividends
EOSE vs. LLY - Dividend Comparison
EOSE has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EOSE Eos Energy Enterprises 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 | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
EOSE vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Eos Energy Enterprises 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
EOSE and LLY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EOSE has higher volatility (31.08%) compared to LLY (9.27%). In terms of maximum drawdown, EOSE dropped -97.88% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.40), 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.
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