FG vs. LLY

In the year-to-date period, FG achieves a -23.06% return, which is significantly lower than LLY's -7.20% return.

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This table presents a comparison of risk-adjusted performance metrics for F&G Annuities & Life Inc. (FG) 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 FG Sharpe Ratio is -0.48, which is lower than the LLY Sharpe Ratio of -0.29. The chart below compares the historical Sharpe Ratios of FG 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.

FG's dividend yield for the trailing twelve months is around 2.71%, more than LLY's 0.78% yield.

The maximum FG drawdown since its inception was -37.50%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FG and LLY.

F&G Annuities & Life Inc. (FG) has a higher volatility of 17.74% compared to Eli Lilly and Company (LLY) at 16.83%. This indicates that FG'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 F&G Annuities & Life 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.