FG vs. LLY

Last updated Jun 3, 2026

FG (F&G Annuities & Life Inc. ) and LLY (Eli Lilly and Company) are both stocks. FG operates in Insurance - Life (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 3 years, FG returned 11.36%/yr vs 34.95%/yr for LLY. At a 0.09 correlation, their price movements are largely independent.

Performance

FG vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F&G Annuities & Life Inc. (FG) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FG achieves a -9.91% return, which is significantly lower than LLY's -0.64% return.

FG

• 1D: 0.92%
• 1M: -3.88%
• YTD: -9.91%
• 6M: -13.59%
• 1Y: -12.18%
• 3Y*: 11.36%
• 5Y*: —
• 10Y*: —

LLY

• 1D: -1.67%
• 1M: 10.66%
• YTD: -0.64%
• 6M: 2.07%
• 1Y: 43.44%
• 3Y*: 34.95%
• 5Y*: 40.65%
• 10Y*: 32.48%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FG vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FG F&G Annuities & Life Inc.	-9.91%	-23.60%	-7.98%	137.11%	4.60%
LLY Eli Lilly and Company	-0.64%	40.25%	33.30%	60.91%	-1.21%

Correlation

The correlation between FG and LLY is 0.09, 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	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.08
Correlation (All Time) Calculated using the full available price history since Dec 2, 2022	0.09

Fundamentals

Market Cap FG : $3.82B LLY : $953.37B
EPS FG : $3.85 LLY : $28.14
PE Ratio FG : 7.14 LLY : 37.81
PEG Ratio FG : 0.13 LLY : 0.76
PS Ratio FG : 0.65 LLY : 13.23
PB Ratio FG : 0.82 LLY : 30.56
Total Revenue (TTM) FG : $5.86B LLY : $72.25B
Gross Profit (TTM) FG : $1.23B LLY : $59.75B
EBITDA (TTM) FG : $1.52B LLY : $32.97B

Return for Risk

FG vs. LLY — Risk / Return Rank

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

FG

FG Risk / Return Rank: 27
FG Sharpe Ratio Rank: 26
FG Sortino Ratio Rank: 24
FG Omega Ratio Rank: 24
FG Calmar Ratio Rank: 31
FG Martin Ratio Rank: 28

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 69
LLY Omega Ratio Rank: 70
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FG vs. LLY - Risk-Adjusted Trends Comparison

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.

	FG	LLY	Difference
Sharpe ratio Return per unit of total volatility	-0.34	1.15	-1.49
Sortino ratio Return per unit of downside risk	-0.24	1.71	-1.96
Omega ratio Gain probability vs. loss probability	0.97	1.23	-0.26
Calmar ratio Return relative to maximum drawdown	-0.27	1.92	-2.19
Martin ratio Return relative to average drawdown	-0.65	4.78	-5.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FG vs. LLY - Sharpe Ratio Comparison

The current FG Sharpe Ratio is -0.34, which is lower than the LLY Sharpe Ratio of 1.15. The chart below compares the historical Sharpe Ratios of FG and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FG	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.34	1.15	-1.49
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.25	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.08	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.57	-0.25

Drawdowns

FG vs. LLY - Drawdown Comparison

The maximum FG drawdown since its inception was -56.24%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for FG and LLY.

Drawdown Indicators

	FG	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-56.24%	-68.24%	+12.00%
Max Drawdown (1Y) Largest decline over 1 year	-40.92%	-23.64%	-17.28%
Max Drawdown (3Y) Largest decline over 3 years	-56.24%	-34.48%	-21.76%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-41.22%	-5.56%	-35.66%
Average Drawdown Average peak-to-trough decline	-19.26%	-19.22%	-0.04%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.15%	9.48%	+7.67%

Volatility

FG vs. LLY - Volatility Comparison

F&G Annuities & Life Inc. (FG) has a higher volatility of 11.85% compared to Eli Lilly and Company (LLY) at 9.11%. 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.

Volatility by Period

	FG	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.85%	9.11%	+2.74%
Volatility (6M) Calculated over the trailing 6-month period	30.48%	26.83%	+3.65%
Volatility (1Y) Calculated over the trailing 1-year period	35.82%	37.88%	-2.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	43.38%	32.79%	+10.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	43.38%	30.15%	+13.23%

Dividends

FG vs. LLY - Dividend Comparison

FG's dividend yield for the trailing twelve months is around 3.42%, more than LLY's 0.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FG F&G Annuities & Life Inc.	3.42%	2.95%	2.05%	1.76%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.61%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Financials

FG vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between F&G Annuities & Life Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

FG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a gross profit of 0.00 and revenue of 1.19B. 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%.

FG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported an operating income of 0.00 and revenue of 1.19B, resulting in an operating margin of 0.0%.

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%.

FG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, F&G Annuities & Life Inc. reported a net income of 244.00M and revenue of 1.19B, resulting in a net margin of 20.6%.

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

Can I hold both FG and LLY in my portfolio?

FG and LLY have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FG or LLY?

FG has higher volatility (11.85%) compared to LLY (9.11%). In terms of maximum drawdown, FG dropped -56.24% vs LLY's -68.24%.

Which has better risk-adjusted returns?

LLY currently has the higher Sharpe Ratio (1.15 vs -0.34), 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.