GILD vs. LLY

In the year-to-date period, GILD achieves a 12.48% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, GILD has underperformed LLY with an annualized return of 3.59%, while LLY has yielded a comparatively higher 30.96% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Gilead Sciences, Inc. (GILD) 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.

The current GILD Sharpe Ratio is 2.39, which is higher than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of GILD 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.

GILD's dividend yield for the trailing twelve months is around 3.00%, more than LLY's 0.61% yield.

The maximum GILD drawdown since its inception was -70.82%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for GILD and LLY. For additional features, visit the drawdowns tool.

The current volatility for Gilead Sciences, Inc. (GILD) is 8.79%, while Eli Lilly and Company (LLY) has a volatility of 18.64%. This indicates that GILD 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.

This section allows you to compare key financial metrics between Gilead Sciences, 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.