INSM vs. LLY
Compare and contrast key facts about Insmed Incorporated (INSM) and Eli Lilly and Company (LLY).
Performance
INSM vs. LLY - Performance Comparison
Loading graphics...
INSM vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
INSM Insmed Incorporated | -6.04% | 152.09% | 122.78% | 55.11% | -26.65% | -18.17% | 39.41% | 82.01% | -57.92% | 135.68% |
LLY Eli Lilly and Company | -14.27% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Fundamentals
INSM:
$34.93B
LLY:
$825.96B
INSM:
-$6.23
LLY:
$22.96
INSM:
55.22
LLY:
12.68
INSM:
47.27
LLY:
31.13
INSM:
$606.42M
LLY:
$65.18B
INSM:
$483.49M
LLY:
$54.62B
INSM:
-$1.19B
LLY:
$27.94B
Returns By Period
In the year-to-date period, INSM achieves a -6.04% return, which is significantly higher than LLY's -14.27% return. Over the past 10 years, INSM has underperformed LLY with an annualized return of 29.16%, while LLY has yielded a comparatively higher 30.92% annualized return.
INSM
- 1D
- 6.65%
- 1M
- 9.50%
- YTD
- -6.04%
- 6M
- 13.55%
- 1Y
- 114.34%
- 3Y*
- 112.46%
- 5Y*
- 35.77%
- 10Y*
- 29.16%
LLY
- 1D
- 3.74%
- 1M
- -12.57%
- YTD
- -14.27%
- 6M
- 20.93%
- 1Y
- 12.19%
- 3Y*
- 39.90%
- 5Y*
- 39.16%
- 10Y*
- 30.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
INSM vs. LLY — Risk / Return Rank
INSM
LLY
INSM vs. LLY - Risk-Adjusted Trends 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.
| INSM | LLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.16 | 0.29 | +1.87 |
Sortino ratioReturn per unit of downside risk | 3.03 | 0.69 | +2.34 |
Omega ratioGain probability vs. loss probability | 1.42 | 1.10 | +0.32 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.42 | +2.66 |
Martin ratioReturn relative to average drawdown | 7.39 | 1.02 | +6.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| INSM | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.16 | 0.29 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 1.23 | -0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 1.04 | -0.67 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.00 | 0.56 | -0.56 |
Correlation
The correlation between INSM and LLY is 0.17, 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.
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 0.68%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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 | 0.68% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
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 -68.24%. Use the drawdown chart below to compare losses from any high point for INSM and LLY.
Loading graphics...
Drawdown Indicators
| INSM | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.65% | -68.24% | -30.41% |
Max Drawdown (1Y)Largest decline over 1 year | -35.67% | -30.26% | -5.41% |
Max Drawdown (5Y)Largest decline over 5 years | -54.85% | -34.48% | -20.37% |
Max Drawdown (10Y)Largest decline over 10 years | -64.84% | -34.48% | -30.36% |
Current DrawdownCurrent decline from peak | -22.65% | -17.00% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -86.44% | -19.25% | -67.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.84% | 12.39% | +2.45% |
Volatility
INSM vs. LLY - Volatility Comparison
Insmed Incorporated (INSM) has a higher volatility of 15.95% compared to Eli Lilly and Company (LLY) at 9.04%. 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.
Loading graphics...
Volatility by Period
| INSM | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.95% | 9.04% | +6.91% |
Volatility (6M)Calculated over the trailing 6-month period | 35.51% | 26.21% | +9.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 53.23% | 42.44% | +10.79% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.40% | 32.14% | +40.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 78.16% | 29.80% | +48.36% |
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