FAT vs. LLY

In the year-to-date period, FAT achieves a -15.65% return, which is significantly lower than LLY's 11.56% return.

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This table presents a comparison of risk-adjusted performance metrics for FAT Brands Inc. (FAT) 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.

The current FAT Sharpe Ratio is -0.53, which is lower than the LLY Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of FAT and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

FAT's dividend yield for the trailing twelve months is around 9.36%, more than LLY's 0.63% yield.

The maximum FAT drawdown since its inception was -78.79%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FAT and LLY. For additional features, visit the drawdowns tool.

FAT Brands Inc. (FAT) has a higher volatility of 20.70% compared to Eli Lilly and Company (LLY) at 18.73%. This indicates that FAT'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.

This section allows you to compare key financial metrics between FAT Brands 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.