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

Correlation

The correlation between HNST and LLY is 0.09, 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.


-0.50.00.51.00.1

Performance

HNST vs. LLY - Performance Comparison

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

0.00%50.00%100.00%150.00%200.00%250.00%JulyAugustSeptemberOctoberNovemberDecember
177.81%
-12.87%
HNST
LLY

Key characteristics

Sharpe Ratio

HNST:

1.84

LLY:

1.18

Sortino Ratio

HNST:

2.82

LLY:

1.78

Omega Ratio

HNST:

1.32

LLY:

1.23

Calmar Ratio

HNST:

1.51

LLY:

1.47

Martin Ratio

HNST:

5.64

LLY:

4.28

Ulcer Index

HNST:

23.81%

LLY:

8.29%

Daily Std Dev

HNST:

73.20%

LLY:

30.04%

Max Drawdown

HNST:

-95.22%

LLY:

-68.27%

Current Drawdown

HNST:

-70.04%

LLY:

-19.89%

Fundamentals

Market Cap

HNST:

$715.81M

LLY:

$700.23B

EPS

HNST:

-$0.04

LLY:

$9.27

Total Revenue (TTM)

HNST:

$368.77M

LLY:

$40.86B

Gross Profit (TTM)

HNST:

$136.09M

LLY:

$33.33B

EBITDA (TTM)

HNST:

-$2.05M

LLY:

$12.51B

Returns By Period

In the year-to-date period, HNST achieves a 108.79% return, which is significantly higher than LLY's 32.57% return.


HNST

YTD

108.79%

1M

-4.97%

6M

177.82%

1Y

122.98%

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

HNST vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Honest Company, Inc. (HNST) 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 HNST, currently valued at 1.84, compared to the broader market-4.00-2.000.002.001.841.18
The chart of Sortino ratio for HNST, currently valued at 2.82, compared to the broader market-4.00-2.000.002.004.002.821.78
The chart of Omega ratio for HNST, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.23
The chart of Calmar ratio for HNST, currently valued at 1.51, compared to the broader market0.002.004.006.001.511.47
The chart of Martin ratio for HNST, currently valued at 5.64, compared to the broader market-5.000.005.0010.0015.0020.0025.005.644.28
HNST
LLY

The current HNST Sharpe Ratio is 1.84, which is higher than the LLY Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of HNST 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 Ratio1.002.003.004.005.00JulyAugustSeptemberOctoberNovemberDecember
1.84
1.18
HNST
LLY

Dividends

HNST vs. LLY - Dividend Comparison

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


TTM20232022202120202019201820172016201520142013
HNST
The Honest Company, Inc.
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

HNST vs. LLY - Drawdown Comparison

The maximum HNST drawdown since its inception was -95.22%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for HNST and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-70.04%
-19.89%
HNST
LLY

Volatility

HNST vs. LLY - Volatility Comparison

The Honest Company, Inc. (HNST) has a higher volatility of 19.36% compared to Eli Lilly and Company (LLY) at 7.16%. This indicates that HNST'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.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
19.36%
7.16%
HNST
LLY

Financials

HNST vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between The Honest Company, 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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