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GCBC vs. LLY
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

GCBC vs. LLY - Performance Comparison

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

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Returns By Period

In the year-to-date period, GCBC achieves a 45.46% return, which is significantly higher than LLY's 10.97% return. Over the past 10 years, GCBC has underperformed LLY with an annualized return of 16.21%, while LLY has yielded a comparatively higher 33.16% annualized return.


GCBC

1D
0.06%
1M
6.30%
6M
45.40%
YTD
45.46%
1Y
31.41%
3Y*
5.46%
5Y*
19.57%
10Y*
16.21%

LLY

1D
-2.33%
1M
4.91%
6M
12.13%
YTD
10.97%
1Y
50.94%
3Y*
40.33%
5Y*
39.60%
10Y*
33.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

GCBC vs. LLY - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
GCBC
Greene County Bancorp, Inc.
45.46%-18.53%-0.61%-0.57%57.91%46.75%-9.74%-6.14%-3.39%44.60%
LLY
Eli Lilly and Company
10.97%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%

Correlation

The correlation between GCBC 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

0.04

Correlation (5Y)
Calculated over the trailing 5-year period

0.04

Correlation (10Y)
Calculated over the trailing 10-year period

0.07

Correlation (All Time)
Calculated using the full available price history since Jun 30, 1999

0.03

Fundamentals

Market Cap

GCBC:

$546.01M

LLY:

$1.12T

EPS

GCBC:

$2.51

LLY:

$28.16

PE Ratio

GCBC:

12.78

LLY:

42.21

PEG Ratio

GCBC:

1.55

LLY:

0.85

PS Ratio

GCBC:

3.41

LLY:

14.77

Total Revenue (TTM)

GCBC:

$106.77M

LLY:

$72.25B

Gross Profit (TTM)

GCBC:

$63.62M

LLY:

$59.75B

EBITDA (TTM)

GCBC:

$33.26M

LLY:

$32.97B

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Return for Risk

GCBC vs. LLY — Risk / Return Rank

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

GCBC
GCBC Risk / Return Rank: 7272
Overall Rank
GCBC Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
GCBC Sortino Ratio Rank: 7171
Sortino Ratio Rank
GCBC Omega Ratio Rank: 6767
Omega Ratio Rank
GCBC Calmar Ratio Rank: 7878
Calmar Ratio Rank
GCBC Martin Ratio Rank: 7373
Martin Ratio Rank

LLY
LLY Risk / Return Rank: 8080
Overall Rank
LLY Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 7878
Sortino Ratio Rank
LLY Omega Ratio Rank: 7979
Omega Ratio Rank
LLY Calmar Ratio Rank: 8181
Calmar Ratio Rank
LLY Martin Ratio Rank: 8181
Martin Ratio Rank
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.

GCBC vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Greene County Bancorp, Inc. (GCBC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


GCBCLLYDifference
Sharpe ratioReturn per unit of total volatility

-0.46

Sortino ratioReturn per unit of downside risk

-0.43

Omega ratioGain probability vs. loss probability

1.17

1.26

-0.09

Calmar ratioReturn relative to maximum drawdown

1.95

2.23

-0.28

Martin ratioReturn relative to average drawdown

3.37

5.56

-2.19

GCBC vs. LLY - Sharpe Ratio Comparison

The current GCBC Sharpe Ratio is 0.88, which is lower than the LLY Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GCBC 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.


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Drawdowns

GCBC vs. LLY - Drawdown Comparison

The maximum GCBC drawdown since its inception was -53.06%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for GCBC and LLY.


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Drawdown Indicators


GCBCLLYDifference

Max Drawdown

Largest peak-to-trough decline

-53.06%

-68.24%

+15.18%

Max Drawdown (1Y)

Largest decline over 1 year

-16.16%

-23.18%

+7.02%

Max Drawdown (3Y)

Largest decline over 3 years

-42.92%

-34.48%

-8.44%

Max Drawdown (5Y)

Largest decline over 5 years

-53.06%

-34.48%

-18.58%

Max Drawdown (10Y)

Largest decline over 10 years

-53.06%

-34.48%

-18.58%

Current Drawdown

Current decline from peak

-11.83%

-3.80%

-8.03%

Average Drawdown

Average peak-to-trough decline

-14.62%

-19.19%

+4.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.30%

9.27%

+0.03%

Volatility

GCBC vs. LLY - Volatility Comparison

Greene County Bancorp, Inc. (GCBC) has a higher volatility of 13.80% compared to Eli Lilly and Company (LLY) at 9.93%. This indicates that GCBC'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.


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Volatility by Period


GCBCLLYDifference

Volatility (1M)

Calculated over the trailing 1-month period

13.80%

9.93%

+3.87%

Volatility (6M)

Calculated over the trailing 6-month period

23.34%

27.64%

-4.30%

Volatility (1Y)

Calculated over the trailing 1-year period

36.12%

38.71%

-2.59%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

43.52%

32.51%

+11.01%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.61%

30.30%

+12.31%

Dividends

GCBC vs. LLY - Dividend Comparison

GCBC's dividend yield for the trailing twelve months is around 1.25%, more than LLY's 0.54% yield.


PositionTTM20252024202320222021202020192018201720162015
GCBC
Greene County Bancorp, Inc.
1.25%1.71%1.23%1.06%0.94%1.36%1.80%1.46%1.27%1.18%1.64%2.28%
LLY
Eli Lilly and Company
0.54%0.56%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%

Financials

GCBC vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Greene County Bancorp, 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


0.005.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober20260
19.80B
(GCBC) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

Frequently Asked Questions


GCBC 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.

GCBC has higher volatility (13.80%) compared to LLY (9.93%). In terms of maximum drawdown, GCBC dropped -53.06% vs LLY's -68.24%.

LLY currently has the higher Sharpe Ratio (1.33 vs 0.88), 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.

Portfolio Optimizer

Find the right allocation for GCBC and LLY

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