ERO vs. LLY
ERO (Ero Copper Corp) and LLY (Eli Lilly and Company) are both stocks. ERO operates in Copper (Basic Materials), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, ERO returned 6.01%/yr vs 37.67%/yr for LLY. Their 0.08 correlation means their historical movements had little consistent relationship.
Performance
ERO vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, ERO achieves a -4.88% return, which is significantly lower than LLY's 7.26% return.
ERO
- 1D
- -0.52%
- 1M
- 4.63%
- 6M
- -19.70%
- YTD
- -4.88%
- 1Y
- 99.04%
- 3Y*
- 4.65%
- 5Y*
- 6.01%
- 10Y*
- —
- ALL TIME*
- 24.63%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 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) |
|---|---|---|---|
| $21.14M | $23.18M | $34.06M | |
| $2.62B | $2.84B | $3.35B |
ERO vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ERO Ero Copper Corp | -4.88% | 109.87% | -14.63% | 14.84% | -10.07% | -5.73% | -10.97% | 151.68% | 21.41% | 52.76% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | -2.56% |
Correlation
The correlation between ERO and LLY is 0.03, 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. | 0.03 |
Correlation (3Y) Balances recent behavior with more history. | 0.09 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.07 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 2017 | 0.08 |
Fundamentals
ERO:
$2.81B
LLY:
$1.08T
ERO:
$2.79
LLY:
$28.16
ERO:
9.64
LLY:
40.80
ERO:
0.10
LLY:
0.82
ERO:
3.04
LLY:
14.27
ERO:
2.57
LLY:
32.99
ERO:
$925.20M
LLY:
$72.25B
ERO:
$394.67M
LLY:
$59.75B
ERO:
$528.87M
LLY:
$32.97B
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Return for Risk
ERO vs. LLY — Risk / Return Rank
ERO
LLY
ERO vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ero Copper Corp (ERO) 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.
| ERO | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.28 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.62 | 2.44 | +0.18 |
| Martin ratioReturn relative to average drawdown | 5.13 | 6.60 | -1.47 |
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Drawdowns
ERO vs. LLY - Drawdown Comparison
The maximum ERO drawdown since its inception was -67.17%, roughly equal to the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for ERO and LLY.
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Drawdown Indicators
| ERO | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.17% | -68.24% | +1.07% |
Max Drawdown (1Y)Largest decline over 1 year | -37.97% | -23.18% | -14.79% |
Max Drawdown (3Y)Largest decline over 3 years | -59.66% | -34.48% | -25.18% |
Max Drawdown (5Y)Largest decline over 5 years | -60.24% | -34.48% | -25.76% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -29.24% | -7.02% | -22.22% |
Average DrawdownAverage peak-to-trough decline | -27.09% | -19.17% | -7.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 19.36% | 8.56% | +10.80% |
Volatility
ERO vs. LLY - Volatility Comparison
Ero Copper Corp (ERO) has a higher volatility of 16.73% compared to Eli Lilly and Company (LLY) at 8.88%. This indicates that ERO'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
| ERO | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.73% | 8.88% | +7.85% |
Volatility (6M)Calculated over the trailing 6-month period | 48.66% | 27.69% | +20.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.44% | 38.37% | +20.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 55.34% | 32.64% | +22.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 59.36% | 30.37% | +28.99% |
Dividends
ERO vs. LLY - Dividend Comparison
ERO has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.56%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ERO Ero Copper Corp | 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 | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
ERO vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Ero Copper Corp 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
ERO vs. LLY - Profitability Comparison
ERO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Ero Copper Corp reported a gross profit of 103.33M and revenue of 259.52M. Therefore, the gross margin over that period was 39.8%.
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%.
ERO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Ero Copper Corp reported an operating income of 90.17M and revenue of 259.52M, resulting in an operating margin of 34.7%.
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%.
ERO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Ero Copper Corp reported a net income of 107.26M and revenue of 259.52M, resulting in a net margin of 41.3%.
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
ERO and LLY have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ERO has higher volatility (16.73%) compared to LLY (8.88%). In terms of maximum drawdown, ERO dropped -67.17% vs LLY's -68.24%.
ERO currently has the higher Sharpe Ratio (1.71 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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