INSM vs. LLY
Compare and contrast key facts about Insmed Incorporated (INSM) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: INSM or LLY.
Key characteristics
| INSM | LLY | |
|---|---|---|
| YTD Return | 137.30% | 43.34% |
| 1Y Return | 214.01% | 41.57% |
| 3Y Return (Ann) | 31.58% | 48.65% |
| 5Y Return (Ann) | 31.05% | 51.08% |
| 10Y Return (Ann) | 17.98% | 31.09% |
| Sharpe Ratio | 1.67 | 1.19 |
| Sortino Ratio | 6.35 | 1.76 |
| Omega Ratio | 1.73 | 1.24 |
| Calmar Ratio | 2.36 | 1.84 |
| Martin Ratio | 19.68 | 6.21 |
| Ulcer Index | 10.65% | 5.67% |
| Daily Std Dev | 125.18% | 29.66% |
| Max Drawdown | -98.65% | -68.27% |
| Current Drawdown | -62.29% | -13.38% |
Fundamentals
| INSM | LLY | |
|---|---|---|
| Market Cap | $13.16B | $789.39B |
| EPS | -$5.55 | $9.31 |
| PEG Ratio | 0.00 | 0.75 |
| Total Revenue (TTM) | $342.96M | $40.86B |
| Gross Profit (TTM) | $262.40M | $33.33B |
| EBITDA (TTM) | -$709.12M | $13.78B |
Correlation
The correlation between INSM and LLY is 0.16, 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.
Performance
INSM vs. LLY - Performance Comparison
In the year-to-date period, INSM achieves a 137.30% return, which is significantly higher than LLY's 43.34% return. Over the past 10 years, INSM has underperformed LLY with an annualized return of 17.98%, while LLY has yielded a comparatively higher 31.09% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
INSM vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Insmed Incorporated (INSM) 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.
Dividends
INSM vs. LLY - Dividend Comparison
INSM has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSM Insmed Incorporated | 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 | 0.60% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
INSM vs. LLY - Drawdown Comparison
The maximum INSM drawdown since its inception was -98.65%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for INSM and LLY. For additional features, visit the drawdowns tool.
Volatility
INSM vs. LLY - Volatility Comparison
Insmed Incorporated (INSM) has a higher volatility of 11.07% compared to Eli Lilly and Company (LLY) at 10.19%. This indicates that INSM'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.
Financials
INSM vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Insmed Incorporated 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