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

Correlation

The correlation between GEHC and LLY is 0.16, 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.


-0.50.00.51.00.2

Performance

GEHC vs. LLY - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-0.26%
-12.87%
GEHC
LLY

Key characteristics

Sharpe Ratio

GEHC:

0.17

LLY:

1.18

Sortino Ratio

GEHC:

0.43

LLY:

1.78

Omega Ratio

GEHC:

1.06

LLY:

1.23

Calmar Ratio

GEHC:

0.23

LLY:

1.47

Martin Ratio

GEHC:

0.46

LLY:

4.28

Ulcer Index

GEHC:

10.30%

LLY:

8.29%

Daily Std Dev

GEHC:

28.32%

LLY:

30.04%

Max Drawdown

GEHC:

-28.04%

LLY:

-68.27%

Current Drawdown

GEHC:

-15.89%

LLY:

-19.89%

Fundamentals

Market Cap

GEHC:

$36.68B

LLY:

$700.23B

EPS

GEHC:

$3.65

LLY:

$9.27

PE Ratio

GEHC:

22.00

LLY:

83.99

PEG Ratio

GEHC:

8.67

LLY:

0.74

Total Revenue (TTM)

GEHC:

$19.56B

LLY:

$40.86B

Gross Profit (TTM)

GEHC:

$8.08B

LLY:

$33.33B

EBITDA (TTM)

GEHC:

$3.58B

LLY:

$12.51B

Returns By Period

In the year-to-date period, GEHC achieves a 2.20% return, which is significantly lower than LLY's 32.57% return.


GEHC

YTD

2.20%

1M

-7.06%

6M

-0.26%

1Y

2.38%

5Y*

N/A

10Y*

N/A

LLY

YTD

32.57%

1M

1.90%

6M

-12.87%

1Y

35.10%

5Y*

44.05%

10Y*

29.62%

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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.


Sharpe ratio
The chart of Sharpe ratio for GEHC, currently valued at 0.17, compared to the broader market-4.00-2.000.002.000.171.18
The chart of Sortino ratio for GEHC, currently valued at 0.43, compared to the broader market-4.00-2.000.002.004.000.431.78
The chart of Omega ratio for GEHC, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.23
The chart of Calmar ratio for GEHC, currently valued at 0.23, compared to the broader market0.002.004.006.000.231.47
The chart of Martin ratio for GEHC, currently valued at 0.46, compared to the broader market-5.000.005.0010.0015.0020.0025.000.464.28
GEHC
LLY

The current GEHC Sharpe Ratio is 0.17, which is lower than the LLY Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GEHC 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.17
1.18
GEHC
LLY

Dividends

GEHC vs. LLY - Dividend Comparison

GEHC's dividend yield for the trailing twelve months is around 0.15%, less than LLY's 0.68% yield.


TTM20232022202120202019201820172016201520142013
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
0.68%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-15.89%
-19.89%
GEHC
LLY

Volatility

GEHC vs. LLY - Volatility Comparison

The current volatility for GE HealthCare Technologies Inc. (GEHC) is 5.78%, while Eli Lilly and Company (LLY) has a volatility of 7.16%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.78%
7.16%
GEHC
LLY

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.


Quarterly
Annual

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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