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INTU vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between INTU and LLY is 0.25, 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.


-0.50.00.51.0
Correlation: 0.3

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Performance

INTU vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuit Inc. (INTU) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%NovemberDecember2025FebruaryMarchApril
-3.72%
-17.77%
INTU
LLY

Key characteristics

Sharpe Ratio

INTU:

-0.31

LLY:

-0.16

Sortino Ratio

INTU:

-0.24

LLY:

-0.00

Omega Ratio

INTU:

0.97

LLY:

1.00

Calmar Ratio

INTU:

-0.47

LLY:

-0.21

Martin Ratio

INTU:

-1.01

LLY:

-0.45

Ulcer Index

INTU:

9.79%

LLY:

11.37%

Daily Std Dev

INTU:

31.88%

LLY:

32.42%

Max Drawdown

INTU:

-75.29%

LLY:

-68.27%

Current Drawdown

INTU:

-21.11%

LLY:

-24.36%

Fundamentals

Market Cap

INTU:

$155.50B

LLY:

$649.90B

EPS

INTU:

$10.67

LLY:

$11.72

PE Ratio

INTU:

52.13

LLY:

61.75

PEG Ratio

INTU:

1.68

LLY:

1.08

Total Revenue (TTM)

INTU:

$17.17B

LLY:

$36.27B

Gross Profit (TTM)

INTU:

$13.55B

LLY:

$29.53B

EBITDA (TTM)

INTU:

$4.53B

LLY:

$12.51B

Returns By Period

In the year-to-date period, INTU achieves a -11.35% return, which is significantly lower than LLY's -6.09% return. Over the past 10 years, INTU has underperformed LLY with an annualized return of 19.84%, while LLY has yielded a comparatively higher 28.06% annualized return.


INTU

YTD

-11.35%

1M

-8.75%

6M

-7.36%

1Y

-11.97%

5Y*

18.53%

10Y*

19.84%

LLY

YTD

-6.09%

1M

-16.77%

6M

-19.17%

1Y

-7.11%

5Y*

39.57%

10Y*

28.06%

*Annualized

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Intuit Inc.

Eli Lilly and Company

Risk-Adjusted Performance

INTU vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

INTU
The Risk-Adjusted Performance Rank of INTU is 3636
Overall Rank
The Sharpe Ratio Rank of INTU is 4242
Sharpe Ratio Rank
The Sortino Ratio Rank of INTU is 3838
Sortino Ratio Rank
The Omega Ratio Rank of INTU is 3838
Omega Ratio Rank
The Calmar Ratio Rank of INTU is 2828
Calmar Ratio Rank
The Martin Ratio Rank of INTU is 3636
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4747
Overall Rank
The Sharpe Ratio Rank of LLY is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4545
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4444
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4646
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 5050
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

INTU vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuit Inc. (INTU) 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 chart of Sharpe ratio for INTU, currently valued at -0.21, compared to the broader market-2.00-1.000.001.002.00
INTU: -0.21
LLY: 0.01
The chart of Sortino ratio for INTU, currently valued at -0.08, compared to the broader market-6.00-4.00-2.000.002.004.00
INTU: -0.08
LLY: 0.23
The chart of Omega ratio for INTU, currently valued at 0.99, compared to the broader market0.501.001.502.00
INTU: 0.99
LLY: 1.03
The chart of Calmar ratio for INTU, currently valued at -0.30, compared to the broader market0.001.002.003.004.00
INTU: -0.30
LLY: 0.01
The chart of Martin ratio for INTU, currently valued at -0.70, compared to the broader market-10.00-5.000.005.0010.0015.00
INTU: -0.70
LLY: 0.02

The current INTU Sharpe Ratio is -0.31, which is lower than the LLY Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of INTU 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
-0.21
0.01
INTU
LLY

Dividends

INTU vs. LLY - Dividend Comparison

INTU's dividend yield for the trailing twelve months is around 0.70%, less than LLY's 0.75% yield.


TTM20242023202220212020201920182017201620152014
INTU
Intuit Inc.
0.67%0.60%0.52%0.72%0.38%0.42%0.74%0.83%0.89%1.08%1.09%0.89%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

INTU vs. LLY - Drawdown Comparison

The maximum INTU drawdown since its inception was -75.29%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for INTU and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-15.40%
-21.22%
INTU
LLY

Volatility

INTU vs. LLY - Volatility Comparison

Intuit Inc. (INTU) has a higher volatility of 13.59% compared to Eli Lilly and Company (LLY) at 11.10%. This indicates that INTU'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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%NovemberDecember2025FebruaryMarchApril
13.59%
11.10%
INTU
LLY

Financials

INTU vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Intuit 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
3.96B
13.53B
(INTU) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

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