JPM vs. LLY
JPM (JPMorgan Chase & Co.) and LLY (Eli Lilly and Company) are both stocks. JPM operates in Banks - Diversified (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, JPM returned 21.80%/yr vs 32.12%/yr for LLY. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
JPM vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a 10.73% return, which is significantly higher than LLY's 7.26% return. Over the past 10 years, JPM has underperformed LLY with an annualized return of 21.80%, while LLY has yielded a comparatively higher 32.12% annualized return.
JPM
- 1D
- 0.27%
- 1M
- 5.78%
- 6M
- 16.11%
- YTD
- 10.73%
- 1Y
- 21.02%
- 3Y*
- 33.72%
- 5Y*
- 21.31%
- 10Y*
- 21.80%
- ALL TIME*
- 12.44%
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 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) |
|---|---|---|---|
| $2.69B | $3.19B | $3.04B | |
| $2.62B | $2.84B | $3.35B |
JPM vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 10.73% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
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 JPM and LLY is 0.13, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.13 |
Correlation (3Y) Balances recent behavior with more history. | 0.16 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 1983 | 0.29 |
The correlation between JPM and LLY shifts across timeframes, from 0.13 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
Fundamentals
JPM:
$942.62B
LLY:
$1.08T
JPM:
$23.29
LLY:
$28.16
JPM:
15.10
LLY:
40.80
JPM:
1.67
LLY:
0.82
JPM:
3.30
LLY:
14.27
JPM:
2.78
LLY:
32.99
JPM:
$297.63B
LLY:
$72.25B
JPM:
$186.33B
LLY:
$59.75B
JPM:
$90.84B
LLY:
$32.97B
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Return for Risk
JPM vs. LLY — Risk / Return Rank
JPM
LLY
JPM vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.
| JPM | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.54 | ||
| Sortino ratioReturn per unit of downside risk | -0.75 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.28 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.36 | 2.44 | -1.08 |
| Martin ratioReturn relative to average drawdown | 3.24 | 6.60 | -3.36 |
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Drawdowns
JPM vs. LLY - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for JPM and LLY.
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Drawdown Indicators
| JPM | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -68.24% | -7.92% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -23.18% | +7.71% |
Max Drawdown (3Y)Largest decline over 3 years | -24.42% | -34.48% | +10.06% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -34.48% | -4.29% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -34.48% | -9.15% |
Current DrawdownCurrent decline from peak | -1.54% | -7.02% | +5.48% |
Average DrawdownAverage peak-to-trough decline | -17.56% | -19.17% | +1.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.51% | 8.56% | -2.05% |
Volatility
JPM vs. LLY - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.60%, while Eli Lilly and Company (LLY) has a volatility of 8.88%. This indicates that JPM 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
| JPM | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.60% | 8.88% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 16.70% | 27.69% | -10.99% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.50% | 38.37% | -15.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.46% | 32.64% | -8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.33% | 30.37% | -3.04% |
Dividends
JPM vs. LLY - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.71%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.71% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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
JPM vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. 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
JPM vs. LLY - Profitability Comparison
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a gross profit of 54.83B and revenue of 82.46B. Therefore, the gross margin over that period was 66.5%.
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%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported an operating income of 27.52B and revenue of 82.46B, resulting in an operating margin of 33.4%.
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%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, JPMorgan Chase & Co. reported a net income of 21.16B and revenue of 82.46B, resulting in a net margin of 25.7%.
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
JPM and LLY have a correlation of 0.13, 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 JPM (6.60%). In terms of maximum drawdown, JPM dropped -76.16% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.48 vs 0.94), 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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