IDT vs. LLY
IDT (IDT Corporation) and LLY (Eli Lilly and Company) are both stocks. IDT operates in Telecom Services (Communication Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, IDT returned 19.60%/yr vs 32.12%/yr for LLY. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
IDT vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, IDT achieves a 28.96% return, which is significantly higher than LLY's 7.26% return. Over the past 10 years, IDT has underperformed LLY with an annualized return of 19.60%, while LLY has yielded a comparatively higher 32.12% annualized return.
IDT
- 1D
- -0.12%
- 1M
- 11.97%
- 6M
- 35.80%
- YTD
- 28.96%
- 1Y
- 13.95%
- 3Y*
- 42.51%
- 5Y*
- 6.00%
- 10Y*
- 19.60%
- ALL TIME*
- 8.95%
LLY
- 1D
- -0.53%
- 1M
- -5.36%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 51.77%
- 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) |
|---|---|---|---|
| $13.31M | $12.26M | $11.18M | |
| $2.62B | $2.84B | $3.35B |
IDT vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IDT IDT Corporation | 28.96% | 8.22% | 40.09% | 21.02% | -36.21% | 257.28% | 71.43% | 16.48% | -29.46% | -38.46% |
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 IDT and LLY is 0.10, 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. | 0.10 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.09 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 16, 2001 | 0.16 |
The correlation between IDT and LLY shifts across timeframes, from 0.04 (3 years) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
IDT:
$1.64B
LLY:
$1.08T
IDT:
$3.26
LLY:
$28.16
IDT:
20.19
LLY:
40.80
IDT:
1.39
LLY:
0.82
IDT:
1.29
LLY:
14.27
IDT:
4.58
LLY:
32.99
IDT:
$1.28B
LLY:
$72.25B
IDT:
$476.45M
LLY:
$59.75B
IDT:
$130.53M
LLY:
$32.97B
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Return for Risk
IDT vs. LLY — Risk / Return Rank
IDT
LLY
IDT vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for IDT Corporation (IDT) 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.
| IDT | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.09 | ||
| Sortino ratioReturn per unit of downside risk | -1.44 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.28 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 2.44 | -2.05 |
| Martin ratioReturn relative to average drawdown | 0.55 | 6.60 | -6.05 |
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Drawdowns
IDT vs. LLY - Drawdown Comparison
The maximum IDT drawdown since its inception was -99.05%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for IDT and LLY.
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Drawdown Indicators
| IDT | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.05% | -68.24% | -30.81% |
Max Drawdown (1Y)Largest decline over 1 year | -31.65% | -23.18% | -8.47% |
Max Drawdown (3Y)Largest decline over 3 years | -33.19% | -34.48% | +1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -66.93% | -34.48% | -32.45% |
Max Drawdown (10Y)Largest decline over 10 years | -72.52% | -34.48% | -38.04% |
Current DrawdownCurrent decline from peak | -5.30% | -7.02% | +1.72% |
Average DrawdownAverage peak-to-trough decline | -50.12% | -19.17% | -30.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 22.30% | 8.56% | +13.74% |
Volatility
IDT vs. LLY - Volatility Comparison
The current volatility for IDT Corporation (IDT) is 7.10%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. This indicates that IDT 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
| IDT | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.10% | 8.88% | -1.78% |
Volatility (6M)Calculated over the trailing 6-month period | 18.89% | 27.69% | -8.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.01% | 38.37% | -6.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 40.11% | 32.64% | +7.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 54.67% | 30.37% | +24.30% |
Dividends
IDT vs. LLY - Dividend Comparison
IDT's dividend yield for the trailing twelve months is around 0.39%, less than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IDT IDT Corporation | 0.39% | 0.47% | 0.42% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 2.68% | 8.96% | 3.93% | 11.75% |
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
IDT vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between IDT Corporation 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
IDT vs. LLY - Profitability Comparison
IDT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, IDT Corporation reported a gross profit of 122.50M and revenue of 315.71M. Therefore, the gross margin over that period was 38.8%.
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%.
IDT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, IDT Corporation reported an operating income of 29.90M and revenue of 315.71M, resulting in an operating margin of 9.5%.
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%.
IDT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, IDT Corporation reported a net income of 21.61M and revenue of 315.71M, resulting in a net margin of 6.9%.
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
IDT and LLY have a correlation of 0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to IDT (7.10%). In terms of maximum drawdown, IDT dropped -99.05% 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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