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FIX vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

FIX vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Comfort Systems USA, Inc. (FIX) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
48.46%
-6.96%
FIX
LLY

Returns By Period

In the year-to-date period, FIX achieves a 139.04% return, which is significantly higher than LLY's 29.49% return. Over the past 10 years, FIX has outperformed LLY with an annualized return of 42.84%, while LLY has yielded a comparatively lower 29.85% annualized return.


FIX

YTD

139.04%

1M

18.21%

6M

48.46%

1Y

148.58%

5Y (annualized)

58.73%

10Y (annualized)

42.84%

LLY

YTD

29.49%

1M

-17.38%

6M

-6.96%

1Y

26.84%

5Y (annualized)

47.22%

10Y (annualized)

29.85%

Fundamentals


FIXLLY
Market Cap$16.95B$715.22B
EPS$13.05$9.57
PE Ratio36.4978.73
PEG Ratio2.060.69
Total Revenue (TTM)$6.52B$40.86B
Gross Profit (TTM)$1.29B$33.33B
EBITDA (TTM)$758.88M$12.51B

Key characteristics


FIXLLY
Sharpe Ratio3.510.92
Sortino Ratio3.581.44
Omega Ratio1.511.19
Calmar Ratio9.811.13
Martin Ratio25.944.10
Ulcer Index5.97%6.68%
Daily Std Dev44.15%29.89%
Max Drawdown-93.36%-68.27%
Current Drawdown0.00%-21.76%

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Correlation

-0.50.00.51.00.2

The correlation between FIX and LLY is 0.23, 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.

Risk-Adjusted Performance

FIX vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Comfort Systems USA, Inc. (FIX) 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 FIX, currently valued at 3.51, compared to the broader market-4.00-2.000.002.004.003.510.92
The chart of Sortino ratio for FIX, currently valued at 3.58, compared to the broader market-4.00-2.000.002.004.003.581.44
The chart of Omega ratio for FIX, currently valued at 1.51, compared to the broader market0.501.001.502.001.511.19
The chart of Calmar ratio for FIX, currently valued at 9.81, compared to the broader market0.002.004.006.009.811.13
The chart of Martin ratio for FIX, currently valued at 25.94, compared to the broader market0.0010.0020.0030.0025.944.10
FIX
LLY

The current FIX Sharpe Ratio is 3.51, which is higher than the LLY Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of FIX 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.

Rolling 12-month Sharpe Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
3.51
0.92
FIX
LLY

Dividends

FIX vs. LLY - Dividend Comparison

FIX's dividend yield for the trailing twelve months is around 0.24%, less than LLY's 0.69% yield.


TTM20232022202120202019201820172016201520142013
FIX
Comfort Systems USA, Inc.
0.24%0.41%0.49%0.49%0.81%0.79%0.76%0.68%0.83%0.88%1.31%1.08%
LLY
Eli Lilly and Company
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

FIX vs. LLY - Drawdown Comparison

The maximum FIX drawdown since its inception was -93.36%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FIX and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember0
-21.76%
FIX
LLY

Volatility

FIX vs. LLY - Volatility Comparison

Comfort Systems USA, Inc. (FIX) has a higher volatility of 16.99% compared to Eli Lilly and Company (LLY) at 11.78%. This indicates that FIX'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
16.99%
11.78%
FIX
LLY

Financials

FIX vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Comfort Systems USA, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items