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

Correlation

The correlation between LLY and ABBV is 0.42, 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.


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.

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Key characteristics

Sharpe Ratio

LLY:

-0.11

ABBV:

0.71

Sortino Ratio

LLY:

0.08

ABBV:

0.97

Omega Ratio

LLY:

1.01

ABBV:

1.15

Calmar Ratio

LLY:

-0.20

ABBV:

0.85

Martin Ratio

LLY:

-0.40

ABBV:

2.09

Ulcer Index

LLY:

12.45%

ABBV:

8.49%

Daily Std Dev

LLY:

38.01%

ABBV:

27.46%

Max Drawdown

LLY:

-68.27%

ABBV:

-45.09%

Current Drawdown

LLY:

-23.23%

ABBV:

-14.01%

Fundamentals

Market Cap

LLY:

$659.45B

ABBV:

$326.55B

EPS

LLY:

$12.27

ABBV:

$2.34

PE Ratio

LLY:

59.87

ABBV:

78.89

PEG Ratio

LLY:

1.16

ABBV:

0.39

PS Ratio

LLY:

13.46

ABBV:

5.69

PB Ratio

LLY:

44.23

ABBV:

229.63

Total Revenue (TTM)

LLY:

$49.00B

ABBV:

$57.37B

Gross Profit (TTM)

LLY:

$40.03B

ABBV:

$44.44B

EBITDA (TTM)

LLY:

$16.67B

ABBV:

$16.33B

Returns By Period

In the year-to-date period, LLY achieves a -4.68% return, which is significantly lower than ABBV's 5.83% return. Over the past 10 years, LLY has outperformed ABBV with an annualized return of 28.33%, while ABBV has yielded a comparatively lower 15.61% annualized return.


LLY

YTD

-4.68%

1M

0.29%

6M

-11.36%

1Y

-2.72%

5Y*

37.88%

10Y*

28.33%

ABBV

YTD

5.83%

1M

6.43%

6M

-5.73%

1Y

19.02%

5Y*

20.25%

10Y*

15.61%

*Annualized

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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 3939
Overall Rank
The Sharpe Ratio Rank of LLY is 4343
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3535
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 3939
Martin Ratio Rank

ABBV
The Risk-Adjusted Performance Rank of ABBV is 7373
Overall Rank
The Sharpe Ratio Rank of ABBV is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of ABBV is 6767
Sortino Ratio Rank
The Omega Ratio Rank of ABBV is 6969
Omega Ratio Rank
The Calmar Ratio Rank of ABBV is 8080
Calmar Ratio Rank
The Martin Ratio Rank of ABBV is 7474
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.


The current LLY Sharpe Ratio is -0.11, which is lower than the ABBV Sharpe Ratio of 0.71. 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.


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Dividends

LLY vs. ABBV - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.74%, less than ABBV's 3.46% yield.


TTM20242023202220212020201920182017201620152014
LLY
Eli Lilly and Company
0.74%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.
3.46%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.


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Volatility

LLY vs. ABBV - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 22.18% compared to AbbVie Inc. (ABBV) at 9.90%. 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.


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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


6.00B8.00B10.00B12.00B14.00B16.00B20212022202320242025
12.73B
13.34B
(LLY) Total Revenue
(ABBV) Total Revenue
Values in USD except per share items

LLY vs. ABBV - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

50.0%60.0%70.0%80.0%90.0%20212022202320242025
82.5%
83.9%
(LLY) Gross Margin
(ABBV) Gross Margin
LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

ABBV - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a gross profit of 11.20B and revenue of 13.34B. Therefore, the gross margin over that period was 83.9%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

ABBV - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported an operating income of 3.73B and revenue of 13.34B, resulting in an operating margin of 28.0%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.

ABBV - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AbbVie Inc. reported a net income of 1.29B and revenue of 13.34B, resulting in a net margin of 9.6%.