PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
EXAI vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between EXAI and LLY is 0.11, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

Performance

EXAI vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-8.69%
-6.26%
EXAI
LLY

Key characteristics

Fundamentals

Market Cap

EXAI:

$633.18M

LLY:

$777.91B

EPS

EXAI:

-$1.51

LLY:

$11.68

Total Revenue (TTM)

EXAI:

$14.64M

LLY:

$45.04B

Gross Profit (TTM)

EXAI:

-$8.06M

LLY:

$36.76B

EBITDA (TTM)

EXAI:

-$78.10M

LLY:

$15.63B

Returns By Period


EXAI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

12.94%

1M

17.04%

6M

-6.26%

1Y

15.67%

5Y*

45.79%

10Y*

31.02%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

EXAI vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

EXAI
The Risk-Adjusted Performance Rank of EXAI is 3737
Overall Rank
The Sharpe Ratio Rank of EXAI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of EXAI is 4040
Sortino Ratio Rank
The Omega Ratio Rank of EXAI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of EXAI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of EXAI is 3434
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6464
Overall Rank
The Sharpe Ratio Rank of LLY is 6666
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5959
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5858
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7474
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

EXAI vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Exscientia Ltd ADR (EXAI) 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.


Sharpe ratio
The chart of Sharpe ratio for EXAI, currently valued at -0.25, compared to the broader market-2.000.002.004.00-0.250.58
The chart of Sortino ratio for EXAI, currently valued at 0.09, compared to the broader market-6.00-4.00-2.000.002.004.006.000.091.01
The chart of Omega ratio for EXAI, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.13
The chart of Calmar ratio for EXAI, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.190.75
The chart of Martin ratio for EXAI, currently valued at -0.58, compared to the broader market0.0010.0020.0030.00-0.581.73
EXAI
LLY


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00SeptemberOctoberNovemberDecember2025February
-0.25
0.58
EXAI
LLY

Dividends

EXAI vs. LLY - Dividend Comparison

EXAI has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.62%.


TTM20242023202220212020201920182017201620152014
EXAI
Exscientia Ltd ADR
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
0.62%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

EXAI vs. LLY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-82.14%
-9.03%
EXAI
LLY

Volatility

EXAI vs. LLY - Volatility Comparison

The current volatility for Exscientia Ltd ADR (EXAI) is 0.00%, while Eli Lilly and Company (LLY) has a volatility of 8.11%. This indicates that EXAI experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%5.00%10.00%15.00%20.00%25.00%30.00%35.00%SeptemberOctoberNovemberDecember2025February0
8.11%
EXAI
LLY

Financials

EXAI vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Exscientia Ltd ADR 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab