ERIE vs. LLY
ERIE (Erie Indemnity Company) and LLY (Eli Lilly and Company) are both stocks. ERIE operates in Insurance Brokers (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, ERIE returned 11.43%/yr vs 33.45%/yr for LLY. At a 0.21 correlation, their price movements are largely independent.
Performance
ERIE vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, ERIE achieves a -20.05% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, ERIE has underperformed LLY with an annualized return of 11.43%, while LLY has yielded a comparatively higher 33.45% annualized return.
ERIE
- 1D
- 0.29%
- 1M
- 6.39%
- YTD
- -20.05%
- 6M
- -20.24%
- 1Y
- -35.23%
- 3Y*
- 3.22%
- 5Y*
- 5.55%
- 10Y*
- 11.43%
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%
ERIE vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERIE Erie Indemnity Company | -20.05% | -29.40% | 24.67% | 37.35% | 32.03% | -19.98% | 52.39% | 27.08% | 12.54% | 11.23% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between ERIE and LLY is 0.06, 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 | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Oct 2, 1995 | 0.21 |
The correlation between ERIE and LLY shifts across timeframes, from 0.06 (1 year) to 0.21 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ERIE:
$14.49
LLY:
$28.14
ERIE:
15.64
LLY:
40.26
ERIE:
0.81
LLY:
0.81
ERIE:
2.06
LLY:
14.08
ERIE:
$4.33B
LLY:
$72.25B
ERIE:
$784.17M
LLY:
$59.75B
ERIE:
$715.87M
LLY:
$32.97B
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Return for Risk
ERIE vs. LLY — Risk / Return Rank
ERIE
LLY
ERIE vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) 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.
| ERIE | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.23 | ||
| Sortino ratioReturn per unit of downside risk | -3.26 | ||
| Omega ratioGain probability vs. loss probability | 0.81 | 1.22 | -0.41 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 1.72 | -2.55 |
| Martin ratioReturn relative to average drawdown | -1.50 | 4.28 | -5.79 |
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Drawdowns
ERIE vs. LLY - Drawdown Comparison
The maximum ERIE drawdown since its inception was -78.28%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ERIE and LLY.
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Drawdown Indicators
| ERIE | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.28% | -68.24% | -10.04% |
Max Drawdown (1Y)Largest decline over 1 year | -42.97% | -23.64% | -19.33% |
Max Drawdown (3Y)Largest decline over 3 years | -60.87% | -34.48% | -26.39% |
Max Drawdown (5Y)Largest decline over 5 years | -60.87% | -34.48% | -26.39% |
Max Drawdown (10Y)Largest decline over 10 years | -60.87% | -34.48% | -26.39% |
Current DrawdownCurrent decline from peak | -57.20% | -2.41% | -54.79% |
Average DrawdownAverage peak-to-trough decline | -33.57% | -19.21% | -14.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.71% | 9.49% | +14.22% |
Volatility
ERIE vs. LLY - Volatility Comparison
Erie Indemnity Company (ERIE) and Eli Lilly and Company (LLY) have volatilities of 9.68% and 9.27%, 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
| ERIE | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.68% | 9.27% | +0.41% |
Volatility (6M)Calculated over the trailing 6-month period | 23.76% | 27.16% | -3.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.84% | 38.01% | -7.17% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.39% | 32.46% | -3.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.21% | 30.19% | -0.98% |
Dividends
ERIE vs. LLY - Dividend Comparison
ERIE's dividend yield for the trailing twelve months is around 2.49%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERIE Erie Indemnity Company | 2.49% | 1.90% | 1.24% | 1.42% | 1.79% | 2.15% | 2.39% | 2.17% | 2.52% | 2.57% | 1.95% | 3.61% |
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
ERIE vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Erie Indemnity Company 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
ERIE vs. LLY - Profitability Comparison
ERIE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported a gross profit of 0.00 and revenue of 1.01B. Therefore, the gross margin over that period was 0.0%.
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%.
ERIE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported an operating income of 166.79M and revenue of 1.01B, resulting in an operating margin of 16.5%.
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%.
ERIE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported a net income of 150.47M and revenue of 1.01B, resulting in a net margin of 14.9%.
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
ERIE and LLY have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ERIE has higher volatility (9.68%) compared to LLY (9.27%). In terms of maximum drawdown, ERIE dropped -78.28% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -1.16), 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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