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

Key characteristics


FSLRLLY
YTD Return2.33%34.23%
1Y Return-2.52%94.09%
3Y Return (Ann)32.17%64.45%
5Y Return (Ann)24.18%48.22%
10Y Return (Ann)10.01%32.27%
Sharpe Ratio-0.073.30
Daily Std Dev49.36%30.00%
Max Drawdown-96.22%-68.27%
Current Drawdown-43.34%-1.41%

Fundamentals


FSLRLLY
Market Cap$19.13B$697.40B
EPS$7.74$5.79
PE Ratio23.09126.69
PEG Ratio0.411.43
Revenue (TTM)$3.32B$34.12B
Gross Profit (TTM)$127.66M$21.91B
EBITDA (TTM)$1.19B$12.31B

Correlation

-0.50.00.51.00.2

The correlation between FSLR and LLY is 0.19, 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.

Performance

FSLR vs. LLY - Performance Comparison

In the year-to-date period, FSLR achieves a 2.33% return, which is significantly lower than LLY's 34.23% return. Over the past 10 years, FSLR has underperformed LLY with an annualized return of 10.01%, while LLY has yielded a comparatively higher 32.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2024FebruaryMarchApril
612.61%
2,353.23%
FSLR
LLY

Compare stocks, funds, or ETFs

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


First Solar, Inc.

Eli Lilly and Company

Risk-Adjusted Performance

FSLR vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for First Solar, Inc. (FSLR) 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.


FSLR
Sharpe ratio
The chart of Sharpe ratio for FSLR, currently valued at -0.07, compared to the broader market-2.00-1.000.001.002.003.004.00-0.07
Sortino ratio
The chart of Sortino ratio for FSLR, currently valued at 0.28, compared to the broader market-4.00-2.000.002.004.006.000.28
Omega ratio
The chart of Omega ratio for FSLR, currently valued at 1.03, compared to the broader market0.501.001.501.03
Calmar ratio
The chart of Calmar ratio for FSLR, currently valued at -0.06, compared to the broader market0.002.004.006.00-0.06
Martin ratio
The chart of Martin ratio for FSLR, currently valued at -0.13, compared to the broader market-10.000.0010.0020.0030.00-0.13
LLY
Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 3.30, compared to the broader market-2.00-1.000.001.002.003.004.003.30
Sortino ratio
The chart of Sortino ratio for LLY, currently valued at 4.69, compared to the broader market-4.00-2.000.002.004.006.004.69
Omega ratio
The chart of Omega ratio for LLY, currently valued at 1.61, compared to the broader market0.501.001.501.61
Calmar ratio
The chart of Calmar ratio for LLY, currently valued at 8.00, compared to the broader market0.002.004.006.008.00
Martin ratio
The chart of Martin ratio for LLY, currently valued at 24.31, compared to the broader market-10.000.0010.0020.0030.0024.31

FSLR vs. LLY - Sharpe Ratio Comparison

The current FSLR Sharpe Ratio is -0.07, which is lower than the LLY Sharpe Ratio of 3.30. The chart below compares the 12-month rolling Sharpe Ratio of FSLR and LLY.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.005.00NovemberDecember2024FebruaryMarchApril
-0.07
3.30
FSLR
LLY

Dividends

FSLR vs. LLY - Dividend Comparison

FSLR has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.


TTM20232022202120202019201820172016201520142013
FSLR
First Solar, Inc.
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
0.60%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%3.84%

Drawdowns

FSLR vs. LLY - Drawdown Comparison

The maximum FSLR drawdown since its inception was -96.22%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for FSLR and LLY. For additional features, visit the drawdowns tool.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2024FebruaryMarchApril
-43.34%
-1.41%
FSLR
LLY

Volatility

FSLR vs. LLY - Volatility Comparison

First Solar, Inc. (FSLR) has a higher volatility of 9.49% compared to Eli Lilly and Company (LLY) at 8.49%. This indicates that FSLR'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%NovemberDecember2024FebruaryMarchApril
9.49%
8.49%
FSLR
LLY

Financials

FSLR vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between First Solar, 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