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

Correlation

The correlation between HOLX and LLY is 0.22, 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

HOLX vs. LLY - Performance Comparison

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

2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%12,000.00%AugustSeptemberOctoberNovemberDecember2025
2,299.27%
9,363.65%
HOLX
LLY

Key characteristics

Sharpe Ratio

HOLX:

-0.26

LLY:

0.52

Sortino Ratio

HOLX:

-0.24

LLY:

0.93

Omega Ratio

HOLX:

0.97

LLY:

1.12

Calmar Ratio

HOLX:

-0.21

LLY:

0.67

Martin Ratio

HOLX:

-0.78

LLY:

1.67

Ulcer Index

HOLX:

5.82%

LLY:

9.68%

Daily Std Dev

HOLX:

17.64%

LLY:

31.10%

Max Drawdown

HOLX:

-93.75%

LLY:

-68.27%

Current Drawdown

HOLX:

-20.46%

LLY:

-24.28%

Fundamentals

Market Cap

HOLX:

$15.79B

LLY:

$652.65B

EPS

HOLX:

$3.31

LLY:

$9.29

PE Ratio

HOLX:

21.07

LLY:

78.12

PEG Ratio

HOLX:

0.86

LLY:

0.72

Total Revenue (TTM)

HOLX:

$3.02B

LLY:

$31.51B

Gross Profit (TTM)

HOLX:

$1.69B

LLY:

$25.63B

EBITDA (TTM)

HOLX:

$990.50M

LLY:

$9.48B

Returns By Period

In the year-to-date period, HOLX achieves a -3.27% return, which is significantly higher than LLY's -5.99% return. Over the past 10 years, HOLX has underperformed LLY with an annualized return of 9.04%, while LLY has yielded a comparatively higher 28.47% annualized return.


HOLX

YTD

-3.27%

1M

-1.46%

6M

-10.73%

1Y

-5.16%

5Y*

5.13%

10Y*

9.04%

LLY

YTD

-5.99%

1M

-5.10%

6M

-15.11%

1Y

17.18%

5Y*

40.98%

10Y*

28.47%

*Annualized

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Risk-Adjusted Performance

HOLX vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

HOLX
The Risk-Adjusted Performance Rank of HOLX is 2929
Overall Rank
The Sharpe Ratio Rank of HOLX is 3232
Sharpe Ratio Rank
The Sortino Ratio Rank of HOLX is 2525
Sortino Ratio Rank
The Omega Ratio Rank of HOLX is 2626
Omega Ratio Rank
The Calmar Ratio Rank of HOLX is 3333
Calmar Ratio Rank
The Martin Ratio Rank of HOLX is 2929
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6363
Overall Rank
The Sharpe Ratio Rank of LLY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6464
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

HOLX vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Hologic, Inc. (HOLX) 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 HOLX, currently valued at -0.26, compared to the broader market-2.000.002.004.00-0.260.52
The chart of Sortino ratio for HOLX, currently valued at -0.24, compared to the broader market-4.00-2.000.002.004.00-0.240.93
The chart of Omega ratio for HOLX, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.12
The chart of Calmar ratio for HOLX, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.210.67
The chart of Martin ratio for HOLX, currently valued at -0.78, compared to the broader market-10.000.0010.0020.00-0.781.67
HOLX
LLY

The current HOLX Sharpe Ratio is -0.26, which is lower than the LLY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of HOLX 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 Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.26
0.52
HOLX
LLY

Dividends

HOLX vs. LLY - Dividend Comparison

HOLX has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.


TTM20242023202220212020201920182017201620152014
HOLX
Hologic, 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
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

HOLX vs. LLY - Drawdown Comparison

The maximum HOLX drawdown since its inception was -93.75%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for HOLX and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-20.46%
-24.28%
HOLX
LLY

Volatility

HOLX vs. LLY - Volatility Comparison

The current volatility for Hologic, Inc. (HOLX) is 5.18%, while Eli Lilly and Company (LLY) has a volatility of 10.25%. This indicates that HOLX 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%AugustSeptemberOctoberNovemberDecember2025
5.18%
10.25%
HOLX
LLY

Financials

HOLX vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Hologic, 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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