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

Correlation

The correlation between LLY and ABBV is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

LLY vs. ABBV - Performance Comparison

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

1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
2,045.85%
701.54%
LLY
ABBV

Key characteristics

Sharpe Ratio

LLY:

0.27

ABBV:

0.27

Sortino Ratio

LLY:

0.65

ABBV:

0.52

Omega Ratio

LLY:

1.08

ABBV:

1.08

Calmar Ratio

LLY:

0.39

ABBV:

0.36

Martin Ratio

LLY:

0.81

ABBV:

0.91

Ulcer Index

LLY:

11.97%

ABBV:

8.06%

Daily Std Dev

LLY:

36.12%

ABBV:

26.90%

Max Drawdown

LLY:

-68.27%

ABBV:

-45.09%

Current Drawdown

LLY:

-14.50%

ABBV:

-20.74%

Fundamentals

Market Cap

LLY:

$754.27B

ABBV:

$306.02B

EPS

LLY:

$11.68

ABBV:

$2.39

PE Ratio

LLY:

71.91

ABBV:

72.38

PEG Ratio

LLY:

1.22

ABBV:

0.38

PS Ratio

LLY:

16.75

ABBV:

5.43

PB Ratio

LLY:

53.15

ABBV:

92.03

Total Revenue (TTM)

LLY:

$36.27B

ABBV:

$44.02B

Gross Profit (TTM)

LLY:

$29.53B

ABBV:

$33.24B

EBITDA (TTM)

LLY:

$12.51B

ABBV:

$12.60B

Returns By Period

In the year-to-date period, LLY achieves a 6.14% return, which is significantly higher than ABBV's -2.45% return. Over the past 10 years, LLY has outperformed ABBV with an annualized return of 30.07%, while ABBV has yielded a comparatively lower 14.65% annualized return.


LLY

YTD

6.14%

1M

-2.33%

6M

-9.42%

1Y

13.36%

5Y*

41.07%

10Y*

30.07%

ABBV

YTD

-2.45%

1M

-18.23%

6M

-7.07%

1Y

5.97%

5Y*

20.81%

10Y*

14.65%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LLY vs. ABBV — Risk-Adjusted Performance Rank

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

LLY
The Risk-Adjusted Performance Rank of LLY is 6363
Overall Rank
The Sharpe Ratio Rank of LLY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7171
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6464
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 6262
Overall Rank
The Sharpe Ratio Rank of ABBV is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 5555
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 5757
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 7070
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 6565
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LLY vs. ABBV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and AbbVie Inc. (ABBV). 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 0.27, compared to the broader market-2.00-1.000.001.002.003.00
LLY: 0.27
ABBV: 0.27
The chart of Sortino ratio for LLY, currently valued at 0.65, compared to the broader market-6.00-4.00-2.000.002.004.00
LLY: 0.65
ABBV: 0.52
The chart of Omega ratio for LLY, currently valued at 1.08, compared to the broader market0.501.001.502.00
LLY: 1.08
ABBV: 1.08
The chart of Calmar ratio for LLY, currently valued at 0.39, compared to the broader market0.001.002.003.004.00
LLY: 0.39
ABBV: 0.36
The chart of Martin ratio for LLY, currently valued at 0.81, compared to the broader market-5.000.005.0010.0015.0020.00
LLY: 0.81
ABBV: 0.91

The current LLY Sharpe Ratio is 0.27, which is comparable to the ABBV Sharpe Ratio of 0.27. The chart below compares the historical Sharpe Ratios of LLY and ABBV, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.27
0.27
LLY
ABBV

Dividends

LLY vs. ABBV - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.66%, less than ABBV's 3.75% yield.


TTM20242023202220212020201920182017201620152014
LLY
Eli Lilly and Company
0.66%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
ABBV
AbbVie Inc.
3.75%3.49%3.82%3.49%3.84%4.41%4.83%3.89%2.65%3.64%3.41%2.54%

Drawdowns

LLY vs. ABBV - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, which is greater than ABBV's maximum drawdown of -45.09%. Use the drawdown chart below to compare losses from any high point for LLY and ABBV. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-14.50%
-20.74%
LLY
ABBV

Volatility

LLY vs. ABBV - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 18.68% compared to AbbVie Inc. (ABBV) at 11.82%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than ABBV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
18.68%
11.82%
LLY
ABBV

Financials

LLY vs. ABBV - Financials Comparison

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

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