IDCC vs. LLY
IDCC (InterDigital, Inc.) and LLY (Eli Lilly and Company) are both stocks. IDCC operates in Telecom Services (Communication Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, IDCC returned 19.88%/yr vs 32.12%/yr for LLY. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
IDCC vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, IDCC achieves a -3.59% return, which is significantly lower than LLY's 7.26% return. Over the past 10 years, IDCC has underperformed LLY with an annualized return of 19.88%, while LLY has yielded a comparatively higher 32.12% annualized return.
IDCC
- 1D
- 0.49%
- 1M
- 8.27%
- 6M
- -6.18%
- YTD
- -3.59%
- 1Y
- 19.13%
- 3Y*
- 50.69%
- 5Y*
- 38.04%
- 10Y*
- 19.88%
- ALL TIME*
- 12.24%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $77.97M | $73.83M | $99.53M | |
| $2.62B | $2.84B | $3.35B |
IDCC vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDCC InterDigital, Inc. | -3.59% | 66.05% | 81.06% | 123.67% | -29.25% | 20.49% | 14.28% | -16.11% | -11.23% | -15.34% |
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between IDCC and LLY is -0.05, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.05 |
Correlation (3Y) Balances recent behavior with more history. | 0.07 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.11 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.15 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.15 |
The correlation between IDCC and LLY shifts across timeframes, from -0.05 (1 year) to 0.15 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
IDCC:
$7.88B
LLY:
$1.08T
IDCC:
$8.62
LLY:
$28.16
IDCC:
35.36
LLY:
40.80
IDCC:
0.44
LLY:
0.82
IDCC:
13.55
LLY:
14.27
IDCC:
8.69
LLY:
32.99
IDCC:
$788.50M
LLY:
$72.25B
IDCC:
$674.42M
LLY:
$59.75B
IDCC:
$433.16M
LLY:
$32.97B
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Return for Risk
IDCC vs. LLY — Risk / Return Rank
IDCC
LLY
IDCC vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for InterDigital, Inc. (IDCC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| IDCC | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.28 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.53 | 2.44 | -1.92 |
| Martin ratioReturn relative to average drawdown | 1.02 | 6.60 | -5.58 |
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Drawdowns
IDCC vs. LLY - Drawdown Comparison
The maximum IDCC drawdown since its inception was -93.83%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for IDCC and LLY.
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Drawdown Indicators
| IDCC | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.83% | -68.24% | -25.59% |
Max Drawdown (1Y)Largest decline over 1 year | -36.48% | -23.18% | -13.30% |
Max Drawdown (3Y)Largest decline over 3 years | -36.48% | -34.48% | -2.00% |
Max Drawdown (5Y)Largest decline over 5 years | -44.99% | -34.48% | -10.51% |
Max Drawdown (10Y)Largest decline over 10 years | -64.94% | -34.48% | -30.46% |
Current DrawdownCurrent decline from peak | -22.59% | -7.02% | -15.57% |
Average DrawdownAverage peak-to-trough decline | -45.22% | -19.17% | -26.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.74% | 8.56% | +10.18% |
Volatility
IDCC vs. LLY - Volatility Comparison
InterDigital, Inc. (IDCC) has a higher volatility of 16.62% compared to Eli Lilly and Company (LLY) at 8.88%. This indicates that IDCC'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.
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Volatility by Period
| IDCC | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.62% | 8.88% | +7.74% |
Volatility (6M)Calculated over the trailing 6-month period | 38.73% | 27.69% | +11.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.19% | 38.37% | +10.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.62% | 32.64% | +3.98% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 35.98% | 30.37% | +5.61% |
Dividends
IDCC vs. LLY - Dividend Comparison
IDCC's dividend yield for the trailing twelve months is around 0.92%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDCC InterDigital, Inc. | 0.92% | 0.74% | 0.85% | 1.34% | 2.83% | 1.95% | 2.31% | 2.57% | 2.11% | 1.64% | 0.99% | 1.63% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
IDCC vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between InterDigital, 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
IDCC vs. LLY - Profitability Comparison
IDCC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, InterDigital, Inc. reported a gross profit of 260.17M and revenue of 260.17M. Therefore, the gross margin over that period was 100.0%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
IDCC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, InterDigital, Inc. reported an operating income of 139.24M and revenue of 260.17M, resulting in an operating margin of 53.5%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
IDCC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, InterDigital, Inc. reported a net income of 116.37M and revenue of 260.17M, resulting in a net margin of 44.7%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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
IDCC and LLY have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
IDCC has higher volatility (16.62%) compared to LLY (8.88%). In terms of maximum drawdown, IDCC dropped -93.83% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.48 vs 0.39), 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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