PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ISRG vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ISRG and LLY is 0.29, 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.


-0.50.00.51.00.3

Performance

ISRG vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Intuitive Surgical, Inc. (ISRG) 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%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
21.12%
-14.03%
ISRG
LLY

Key characteristics

Sharpe Ratio

ISRG:

2.09

LLY:

1.05

Sortino Ratio

ISRG:

3.36

LLY:

1.62

Omega Ratio

ISRG:

1.42

LLY:

1.21

Calmar Ratio

ISRG:

4.73

LLY:

1.31

Martin Ratio

ISRG:

21.08

LLY:

3.84

Ulcer Index

ISRG:

2.66%

LLY:

8.20%

Daily Std Dev

ISRG:

26.85%

LLY:

30.07%

Max Drawdown

ISRG:

-82.25%

LLY:

-68.27%

Current Drawdown

ISRG:

-4.85%

LLY:

-20.96%

Fundamentals

Market Cap

ISRG:

$194.17B

LLY:

$700.23B

EPS

ISRG:

$6.21

LLY:

$9.27

PE Ratio

ISRG:

87.79

LLY:

83.99

PEG Ratio

ISRG:

4.04

LLY:

0.74

Total Revenue (TTM)

ISRG:

$7.87B

LLY:

$40.86B

Gross Profit (TTM)

ISRG:

$5.27B

LLY:

$33.33B

EBITDA (TTM)

ISRG:

$2.51B

LLY:

$12.51B

Returns By Period

In the year-to-date period, ISRG achieves a 55.30% return, which is significantly higher than LLY's 30.80% return. Over the past 10 years, ISRG has underperformed LLY with an annualized return of 24.39%, while LLY has yielded a comparatively higher 29.14% annualized return.


ISRG

YTD

55.30%

1M

-2.77%

6M

21.12%

1Y

60.99%

5Y*

21.65%

10Y*

24.39%

LLY

YTD

30.80%

1M

3.81%

6M

-14.24%

1Y

33.72%

5Y*

43.70%

10Y*

29.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ISRG vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Intuitive Surgical, Inc. (ISRG) 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.


Sharpe ratio
The chart of Sharpe ratio for ISRG, currently valued at 2.09, compared to the broader market-4.00-2.000.002.002.091.05
The chart of Sortino ratio for ISRG, currently valued at 3.36, compared to the broader market-4.00-2.000.002.004.003.361.62
The chart of Omega ratio for ISRG, currently valued at 1.42, compared to the broader market0.501.001.502.001.421.21
The chart of Calmar ratio for ISRG, currently valued at 4.73, compared to the broader market0.002.004.006.004.731.31
The chart of Martin ratio for ISRG, currently valued at 21.08, compared to the broader market0.0010.0020.0021.083.84
ISRG
LLY

The current ISRG Sharpe Ratio is 2.09, which is higher than the LLY Sharpe Ratio of 1.05. The chart below compares the historical Sharpe Ratios of ISRG 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
2.09
1.05
ISRG
LLY

Dividends

ISRG vs. LLY - Dividend Comparison

ISRG has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.69%.


TTM20232022202120202019201820172016201520142013
ISRG
Intuitive Surgical, Inc.
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
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

ISRG vs. LLY - Drawdown Comparison

The maximum ISRG drawdown since its inception was -82.25%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for ISRG and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.85%
-20.96%
ISRG
LLY

Volatility

ISRG vs. LLY - Volatility Comparison

The current volatility for Intuitive Surgical, Inc. (ISRG) is 5.73%, while Eli Lilly and Company (LLY) has a volatility of 7.72%. This indicates that ISRG 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
5.73%
7.72%
ISRG
LLY

Financials

ISRG vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Intuitive Surgical, 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab