GOOG vs. LLY
GOOG (Alphabet Inc) and LLY (Eli Lilly and Company) are both stocks. GOOG operates in Internet Content & Information (Communication Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, GOOG returned 26.25%/yr vs 33.36%/yr for LLY. At a 0.27 correlation, their price movements are largely independent.
Performance
GOOG vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, GOOG achieves a 16.64% return, which is significantly higher than LLY's 5.64% return. Over the past 10 years, GOOG has underperformed LLY with an annualized return of 26.25%, while LLY has yielded a comparatively higher 33.36% annualized return.
GOOG
- 1D
- -0.95%
- 1M
- -7.44%
- YTD
- 16.64%
- 6M
- 13.71%
- 1Y
- 116.14%
- 3Y*
- 42.32%
- 5Y*
- 24.64%
- 10Y*
- 26.25%
LLY
- 1D
- 0.55%
- 1M
- 14.82%
- YTD
- 5.64%
- 6M
- 12.37%
- 1Y
- 48.81%
- 3Y*
- 37.66%
- 5Y*
- 42.48%
- 10Y*
- 33.36%
GOOG vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 16.64% | 65.42% | 35.62% | 58.83% | -38.67% | 65.17% | 31.03% | 29.10% | -1.03% | 35.58% |
LLY Eli Lilly and Company | 5.64% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between GOOG and LLY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 4, 2014 | 0.27 |
Fundamentals
GOOG:
$4.48T
LLY:
$1.01T
GOOG:
$13.11
LLY:
$28.14
GOOG:
27.89
LLY:
40.20
GOOG:
1.37
LLY:
0.81
GOOG:
10.57
LLY:
14.06
GOOG:
9.35
LLY:
32.49
GOOG:
$422.57B
LLY:
$72.25B
GOOG:
$255.12B
LLY:
$59.75B
GOOG:
$174.08B
LLY:
$32.97B
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Return for Risk
GOOG vs. LLY — Risk / Return Rank
GOOG
LLY
GOOG vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Alphabet Inc (GOOG) 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.
| GOOG | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.77 | ||
| Sortino ratioReturn per unit of downside risk | +3.59 | ||
| Omega ratioGain probability vs. loss probability | 1.65 | 1.25 | +0.40 |
| Calmar ratioReturn relative to maximum drawdown | 5.63 | 2.07 | +3.55 |
| Martin ratioReturn relative to average drawdown | 20.33 | 5.16 | +15.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| GOOG | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 4.06 | 1.29 | +2.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | 1.30 | -0.50 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.91 | 1.11 | -0.20 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.82 | 0.58 | +0.25 |
Drawdowns
GOOG vs. LLY - Drawdown Comparison
The maximum GOOG drawdown since its inception was -44.60%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for GOOG and LLY.
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Drawdown Indicators
| GOOG | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.60% | -68.24% | +23.64% |
Max Drawdown (1Y)Largest decline over 1 year | -20.75% | -23.64% | +2.89% |
Max Drawdown (3Y)Largest decline over 3 years | -29.35% | -34.48% | +5.13% |
Max Drawdown (5Y)Largest decline over 5 years | -44.60% | -34.48% | -10.12% |
Max Drawdown (10Y)Largest decline over 10 years | -44.60% | -34.48% | -10.12% |
Current DrawdownCurrent decline from peak | -8.34% | 0.00% | -8.34% |
Average DrawdownAverage peak-to-trough decline | -8.89% | -19.22% | +10.33% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.74% | 9.49% | -3.75% |
Volatility
GOOG vs. LLY - Volatility Comparison
The current volatility for Alphabet Inc (GOOG) is 8.40%, while Eli Lilly and Company (LLY) has a volatility of 9.72%. This indicates that GOOG 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.
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Volatility by Period
| GOOG | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.40% | 9.72% | -1.32% |
Volatility (6M)Calculated over the trailing 6-month period | 20.47% | 27.08% | -6.61% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.77% | 38.06% | -9.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.13% | 32.83% | -1.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.01% | 30.17% | -1.16% |
Dividends
GOOG vs. LLY - Dividend Comparison
GOOG's dividend yield for the trailing twelve months is around 0.23%, less than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GOOG Alphabet Inc | 0.23% | 0.26% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
GOOG vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Alphabet 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
GOOG vs. LLY - Profitability Comparison
GOOG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
GOOG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
GOOG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
GOOG and LLY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.72%) compared to GOOG (8.40%). In terms of maximum drawdown, GOOG dropped -44.60% vs LLY's -68.24%.
GOOG currently has the higher Sharpe Ratio (4.06 vs 1.29), 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.
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