KRYS vs. LLY

Last updated Jun 4, 2026

KRYS (Krystal Biotech, Inc.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — KRYS in Biotechnology, LLY in Drug Manufacturers - General. Over the past 5 years, KRYS returned 37.14%/yr vs 41.13%/yr for LLY. At a 0.20 correlation, their price movements are largely independent.

Performance

KRYS vs. LLY - Performance Comparison

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

Returns By Period

In the year-to-date period, KRYS achieves a 22.42% return, which is significantly higher than LLY's 0.72% return.

KRYS

• 1D: 2.94%
• 1M: 5.18%
• YTD: 22.42%
• 6M: 38.79%
• 1Y: 130.56%
• 3Y*: 34.44%
• 5Y*: 37.14%
• 10Y*: —

LLY

• 1D: 1.37%
• 1M: 11.64%
• YTD: 0.72%
• 6M: 4.73%
• 1Y: 44.70%
• 3Y*: 35.56%
• 5Y*: 41.13%
• 10Y*: 32.66%

*Multi-year figures are annualized to reflect compound growth (CAGR)

KRYS vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
KRYS Krystal Biotech, Inc.	22.42%	57.37%	26.28%	56.60%	13.25%	16.58%	8.34%	166.51%	97.53%	-1.13%
LLY Eli Lilly and Company	0.72%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	3.63%

Correlation

The correlation between KRYS and LLY is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.25
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.21
Correlation (All Time) Calculated using the full available price history since Sep 21, 2017	0.20

Fundamentals

Market Cap KRYS : $9.21B LLY : $966.48B
EPS KRYS : $7.50 LLY : $28.14
PE Ratio KRYS : 40.25 LLY : 38.33
PEG Ratio KRYS : 0.10 LLY : 0.77
PS Ratio KRYS : 21.71 LLY : 13.41
PB Ratio KRYS : 7.21 LLY : 30.98
Total Revenue (TTM) KRYS : $417.30M LLY : $72.25B
Gross Profit (TTM) KRYS : $387.24M LLY : $59.75B
EBITDA (TTM) KRYS : $185.45M LLY : $32.97B

Return for Risk

KRYS vs. LLY — Risk / Return Rank

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

KRYS

KRYS Risk / Return Rank: 94
KRYS Sharpe Ratio Rank: 96
KRYS Sortino Ratio Rank: 93
KRYS Omega Ratio Rank: 92
KRYS Calmar Ratio Rank: 96
KRYS Martin Ratio Rank: 96

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 70
LLY Omega Ratio Rank: 71
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

KRYS vs. LLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Krystal Biotech, Inc. (KRYS) 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.

	KRYS	LLY	Difference
Sharpe ratio Return per unit of total volatility	3.38	1.19	+2.20
Sortino ratio Return per unit of downside risk	3.62	1.75	+1.87
Omega ratio Gain probability vs. loss probability	1.50	1.24	+0.26
Calmar ratio Return relative to maximum drawdown	8.24	1.90	+6.34
Martin ratio Return relative to average drawdown	21.37	4.73	+16.64
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

KRYS vs. LLY - Sharpe Ratio Comparison

The current KRYS Sharpe Ratio is 3.38, which is higher than the LLY Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of KRYS and LLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	KRYS	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	3.38	1.19	+2.20
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.49	1.26	-0.77
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.09	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.63	0.57	+0.06

Drawdowns

KRYS vs. LLY - Drawdown Comparison

The maximum KRYS drawdown since its inception was -53.42%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for KRYS and LLY.

Drawdown Indicators

	KRYS	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-53.42%	-68.24%	+14.82%
Max Drawdown (1Y) Largest decline over 1 year	-15.94%	-23.64%	+7.70%
Max Drawdown (3Y) Largest decline over 3 years	-42.26%	-34.48%	-7.78%
Max Drawdown (5Y) Largest decline over 5 years	-44.55%	-34.48%	-10.07%
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-4.58%	-4.26%	-0.32%
Average Drawdown Average peak-to-trough decline	-16.22%	-19.22%	+3.00%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.13%	9.49%	-3.36%

Volatility

KRYS vs. LLY - Volatility Comparison

Krystal Biotech, Inc. (KRYS) has a higher volatility of 10.26% compared to Eli Lilly and Company (LLY) at 9.16%. This indicates that KRYS'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.

Volatility by Period

	KRYS	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.26%	9.16%	+1.10%
Volatility (6M) Calculated over the trailing 6-month period	27.20%	26.81%	+0.39%
Volatility (1Y) Calculated over the trailing 1-year period	39.04%	37.88%	+1.16%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	76.43%	32.79%	+43.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	74.23%	30.14%	+44.09%

Dividends

KRYS vs. LLY - Dividend Comparison

KRYS has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
KRYS Krystal Biotech, 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	0.60%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

Financials

KRYS vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Krystal Biotech, Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

KRYS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported a gross profit of 110.03M and revenue of 116.36M. Therefore, the gross margin over that period was 94.6%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

KRYS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported an operating income of 53.69M and revenue of 116.36M, resulting in an operating margin of 46.1%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

KRYS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Krystal Biotech, Inc. reported a net income of 55.93M and revenue of 116.36M, resulting in a net margin of 48.1%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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

Can I hold both KRYS and LLY in my portfolio?

KRYS and LLY have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, KRYS or LLY?

KRYS has higher volatility (10.26%) compared to LLY (9.16%). In terms of maximum drawdown, KRYS dropped -53.42% vs LLY's -68.24%.

Which has better risk-adjusted returns?

KRYS currently has the higher Sharpe Ratio (3.38 vs 1.19), 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.