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

Performance

LLY vs. AAPL - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%JuneJulyAugustSeptemberOctoberNovember
-5.88%
20.23%
LLY
AAPL

Returns By Period

In the year-to-date period, LLY achieves a 30.09% return, which is significantly higher than AAPL's 19.53% return. Over the past 10 years, LLY has outperformed AAPL with an annualized return of 29.82%, while AAPL has yielded a comparatively lower 24.39% annualized return.


LLY

YTD

30.09%

1M

-16.72%

6M

-5.88%

1Y

27.97%

5Y (annualized)

47.40%

10Y (annualized)

29.82%

AAPL

YTD

19.53%

1M

-3.06%

6M

20.23%

1Y

20.71%

5Y (annualized)

29.37%

10Y (annualized)

24.39%

Fundamentals


LLYAAPL
Market Cap$777.36B$3.45T
EPS$9.24$6.08
PE Ratio88.6237.50
PEG Ratio0.782.33
Total Revenue (TTM)$40.86B$391.04B
Gross Profit (TTM)$33.33B$180.68B
EBITDA (TTM)$13.78B$134.66B

Key characteristics


LLYAAPL
Sharpe Ratio0.900.90
Sortino Ratio1.421.43
Omega Ratio1.191.18
Calmar Ratio1.111.22
Martin Ratio4.112.85
Ulcer Index6.54%7.08%
Daily Std Dev29.90%22.51%
Max Drawdown-68.27%-81.80%
Current Drawdown-21.39%-3.06%

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Correlation

-0.50.00.51.00.2

The correlation between LLY and AAPL is 0.21, 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.

Risk-Adjusted Performance

LLY vs. AAPL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Apple Inc (AAPL). 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 LLY, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.900.90
The chart of Sortino ratio for LLY, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.421.43
The chart of Omega ratio for LLY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.18
The chart of Calmar ratio for LLY, currently valued at 1.11, compared to the broader market0.002.004.006.001.111.22
The chart of Martin ratio for LLY, currently valued at 4.11, compared to the broader market-10.000.0010.0020.0030.004.112.85
LLY
AAPL

The current LLY Sharpe Ratio is 0.90, which is comparable to the AAPL Sharpe Ratio of 0.90. The chart below compares the historical Sharpe Ratios of LLY and AAPL, 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.90
0.90
LLY
AAPL

Dividends

LLY vs. AAPL - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.69%, more than AAPL's 0.43% yield.


TTM20232022202120202019201820172016201520142013
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%
AAPL
Apple Inc
0.43%0.49%0.70%0.49%0.61%1.04%1.79%1.45%1.93%1.93%1.67%2.10%

Drawdowns

LLY vs. AAPL - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, smaller than the maximum AAPL drawdown of -81.80%. Use the drawdown chart below to compare losses from any high point for LLY and AAPL. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.39%
-3.06%
LLY
AAPL

Volatility

LLY vs. AAPL - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 11.78% compared to Apple Inc (AAPL) at 5.16%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than AAPL 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%JuneJulyAugustSeptemberOctoberNovember
11.78%
5.16%
LLY
AAPL

Financials

LLY vs. AAPL - Financials Comparison

This section allows you to compare key financial metrics between Eli Lilly and Company and Apple Inc. 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