LLY.DE vs. NVO
Compare and contrast key facts about Eli Lilly and Company (LLY.DE) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY.DE or NVO.
Key characteristics
| LLY.DE | NVO | |
|---|---|---|
| YTD Return | 61.57% | 15.54% |
| 1Y Return | 47.76% | 18.84% |
| 3Y Return (Ann) | 60.54% | 33.58% |
| 5Y Return (Ann) | 55.98% | 37.41% |
| 10Y Return (Ann) | 35.72% | 20.50% |
| Sharpe Ratio | 1.82 | 0.59 |
| Sortino Ratio | 2.43 | 1.06 |
| Omega Ratio | 1.32 | 1.13 |
| Calmar Ratio | 2.92 | 0.85 |
| Martin Ratio | 10.80 | 2.43 |
| Ulcer Index | 5.16% | 7.46% |
| Daily Std Dev | 30.79% | 30.59% |
| Max Drawdown | -79.63% | -71.30% |
| Current Drawdown | -3.02% | -19.23% |
Fundamentals
| LLY.DE | NVO | |
|---|---|---|
| Market Cap | €765.84B | $529.77B |
| EPS | €7.48 | $2.94 |
| PE Ratio | 113.45 | 40.21 |
| PEG Ratio | 0.87 | 1.81 |
| Total Revenue (TTM) | €29.42B | $199.27B |
| Gross Profit (TTM) | €23.79B | $169.07B |
| EBITDA (TTM) | €11.68B | $98.21B |
Correlation
The correlation between LLY.DE and NVO is 0.20, 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.
Performance
LLY.DE vs. NVO - Performance Comparison
In the year-to-date period, LLY.DE achieves a 61.57% return, which is significantly higher than NVO's 15.54% return. Over the past 10 years, LLY.DE has outperformed NVO with an annualized return of 35.72%, while NVO has yielded a comparatively lower 20.50% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LLY.DE vs. NVO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY.DE) and Novo Nordisk A/S (NVO). 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.
Dividends
LLY.DE vs. NVO - Dividend Comparison
LLY.DE's dividend yield for the trailing twelve months is around 0.55%, less than NVO's 1.22% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY.DE Eli Lilly and Company | 0.55% | 0.79% | 1.08% | 1.17% | 1.92% | 1.98% | 1.96% | 2.42% | 2.34% | 0.00% | 0.00% | 0.97% |
NVO Novo Nordisk A/S | 1.22% | 0.99% | 1.18% | 1.34% | 1.86% | 2.12% | 2.46% | 2.13% | 3.94% | 1.31% | 1.96% | 1.68% |
Drawdowns
LLY.DE vs. NVO - Drawdown Comparison
The maximum LLY.DE drawdown since its inception was -79.63%, which is greater than NVO's maximum drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for LLY.DE and NVO. For additional features, visit the drawdowns tool.
Volatility
LLY.DE vs. NVO - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY.DE) is 7.00%, while Novo Nordisk A/S (NVO) has a volatility of 8.85%. This indicates that LLY.DE experiences smaller price fluctuations and is considered to be less risky than NVO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LLY.DE vs. NVO - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Novo Nordisk A/S. 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