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

Correlation

The correlation between GLOB and LLY is 0.17, 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

GLOB vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globant S.A. (GLOB) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

1,300.00%1,400.00%1,500.00%1,600.00%1,700.00%1,800.00%1,900.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
1,824.33%
1,381.70%
GLOB
LLY

Key characteristics

Sharpe Ratio

GLOB:

-0.14

LLY:

1.18

Sortino Ratio

GLOB:

0.06

LLY:

1.78

Omega Ratio

GLOB:

1.01

LLY:

1.23

Calmar Ratio

GLOB:

-0.09

LLY:

1.47

Martin Ratio

GLOB:

-0.24

LLY:

4.28

Ulcer Index

GLOB:

20.60%

LLY:

8.29%

Daily Std Dev

GLOB:

36.86%

LLY:

30.04%

Max Drawdown

GLOB:

-61.33%

LLY:

-68.27%

Current Drawdown

GLOB:

-37.51%

LLY:

-19.89%

Fundamentals

Market Cap

GLOB:

$9.79B

LLY:

$700.23B

EPS

GLOB:

$3.83

LLY:

$9.27

PE Ratio

GLOB:

59.25

LLY:

83.99

PEG Ratio

GLOB:

1.94

LLY:

0.74

Total Revenue (TTM)

GLOB:

$2.34B

LLY:

$40.86B

Gross Profit (TTM)

GLOB:

$760.69M

LLY:

$33.33B

EBITDA (TTM)

GLOB:

$346.50M

LLY:

$12.51B

Returns By Period

In the year-to-date period, GLOB achieves a -6.93% return, which is significantly lower than LLY's 32.57% return. Over the past 10 years, GLOB has outperformed LLY with an annualized return of 31.30%, while LLY has yielded a comparatively lower 29.62% annualized return.


GLOB

YTD

-6.93%

1M

2.68%

6M

28.73%

1Y

-5.78%

5Y*

15.91%

10Y*

31.30%

LLY

YTD

32.57%

1M

1.90%

6M

-12.87%

1Y

35.10%

5Y*

44.05%

10Y*

29.62%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GLOB vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globant S.A. (GLOB) 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 GLOB, currently valued at -0.14, compared to the broader market-4.00-2.000.002.00-0.141.18
The chart of Sortino ratio for GLOB, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.061.78
The chart of Omega ratio for GLOB, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.23
The chart of Calmar ratio for GLOB, currently valued at -0.09, compared to the broader market0.002.004.006.00-0.091.47
The chart of Martin ratio for GLOB, currently valued at -0.24, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.244.28
GLOB
LLY

The current GLOB Sharpe Ratio is -0.14, which is lower than the LLY Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of GLOB 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
-0.14
1.18
GLOB
LLY

Dividends

GLOB vs. LLY - Dividend Comparison

GLOB has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
GLOB
Globant S.A.
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
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

GLOB vs. LLY - Drawdown Comparison

The maximum GLOB drawdown since its inception was -61.33%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for GLOB and LLY. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-37.51%
-19.89%
GLOB
LLY

Volatility

GLOB vs. LLY - Volatility Comparison

Globant S.A. (GLOB) has a higher volatility of 10.12% compared to Eli Lilly and Company (LLY) at 7.16%. This indicates that GLOB'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
10.12%
7.16%
GLOB
LLY

Financials

GLOB vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Globant S.A. 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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