HUMA vs. LLY

In the year-to-date period, HUMA achieves a -47.13% return, which is significantly lower than LLY's -4.09% return.

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

This table presents a comparison of risk-adjusted performance metrics for Humacyte, Inc. (HUMA) 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 HUMA Sharpe Ratio is -0.62, which is lower than the LLY Sharpe Ratio of -0.23. The chart below compares the historical Sharpe Ratios of HUMA 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.

HUMA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.76%.

The maximum HUMA drawdown since its inception was -93.23%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for HUMA and LLY.

Humacyte, Inc. (HUMA) has a higher volatility of 37.96% compared to Eli Lilly and Company (LLY) at 16.63%. This indicates that HUMA'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.

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