GEHC vs. LLY
Compare and contrast key facts about GE HealthCare Technologies Inc. (GEHC) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GEHC or LLY.
Performance
GEHC vs. LLY - Performance Comparison
Returns By Period
In the year-to-date period, GEHC achieves a 6.78% return, which is significantly lower than LLY's 29.16% return.
GEHC
6.78%
-7.67%
3.32%
12.17%
N/A
N/A
LLY
29.16%
-17.05%
-7.08%
26.52%
47.10%
29.83%
Fundamentals
| GEHC | LLY | |
|---|---|---|
| Market Cap | $37.70B | $715.22B |
| EPS | $3.65 | $9.57 |
| PE Ratio | 22.61 | 78.73 |
| PEG Ratio | 2.06 | 0.69 |
| Total Revenue (TTM) | $19.56B | $40.86B |
| Gross Profit (TTM) | $8.08B | $33.33B |
| EBITDA (TTM) | $3.58B | $12.51B |
Key characteristics
| GEHC | LLY | |
|---|---|---|
| Sharpe Ratio | 0.42 | 0.89 |
| Sortino Ratio | 0.76 | 1.41 |
| Omega Ratio | 1.11 | 1.19 |
| Calmar Ratio | 0.53 | 1.10 |
| Martin Ratio | 1.25 | 3.89 |
| Ulcer Index | 9.72% | 6.82% |
| Daily Std Dev | 29.23% | 29.89% |
| Max Drawdown | -28.04% | -68.27% |
| Current Drawdown | -12.13% | -21.95% |
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Correlation
The correlation between GEHC and LLY is 0.15, 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
GEHC vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for GE HealthCare Technologies Inc. (GEHC) 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.
Dividends
GEHC vs. LLY - Dividend Comparison
GEHC's dividend yield for the trailing twelve months is around 0.15%, less than LLY's 0.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GEHC GE HealthCare Technologies Inc. | 0.15% | 0.12% | 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 | 0.70% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
GEHC vs. LLY - Drawdown Comparison
The maximum GEHC drawdown since its inception was -28.04%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for GEHC and LLY. For additional features, visit the drawdowns tool.
Volatility
GEHC vs. LLY - Volatility Comparison
The current volatility for GE HealthCare Technologies Inc. (GEHC) is 7.54%, while Eli Lilly and Company (LLY) has a volatility of 11.79%. This indicates that GEHC experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
GEHC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between GE HealthCare Technologies 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.
Total Revenue: Total amount of money received from sales and other business activities