LLY vs. AZN
LLY (Eli Lilly and Company) and AZN (AstraZeneca PLC) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, LLY returned 33.71%/yr vs 15.85%/yr for AZN. At a 0.34 correlation, their price movements are largely independent.
Performance
LLY vs. AZN - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly higher than AZN's 0.81% return. Over the past 10 years, LLY has outperformed AZN with an annualized return of 33.71%, while AZN has yielded a comparatively lower 15.85% annualized return.
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
AZN
- 1D
- -2.37%
- 1M
- -0.71%
- YTD
- 0.81%
- 6M
- 1.53%
- 1Y
- 28.04%
- 3Y*
- 9.54%
- 5Y*
- 12.08%
- 10Y*
- 15.85%
LLY vs. AZN - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
AZN AstraZeneca PLC | 0.81% | 43.30% | -0.62% | 1.44% | 19.14% | 19.66% | 3.12% | 35.68% | 13.86% | 33.10% |
Correlation
The correlation between LLY and AZN is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 18, 1993 | 0.34 |
Fundamentals
LLY:
$1.03T
AZN:
$283.40B
LLY:
$28.14
AZN:
$6.66
LLY:
40.83
AZN:
27.27
LLY:
0.82
AZN:
0.04
LLY:
14.28
AZN:
4.69
LLY:
33.00
AZN:
5.99
LLY:
$72.25B
AZN:
$60.44B
LLY:
$59.75B
AZN:
$49.37B
LLY:
$32.97B
AZN:
$20.47B
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Return for Risk
LLY vs. AZN — Risk / Return Rank
LLY
AZN
LLY vs. AZN - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and AstraZeneca PLC (AZN). 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.
| LLY | AZN | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.22 | ||
| Sortino ratioReturn per unit of downside risk | +0.07 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.21 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 1.83 | +0.31 |
| Martin ratioReturn relative to average drawdown | 5.32 | 4.90 | +0.42 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLY | AZN | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 1.11 | +0.22 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.51 | +0.72 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 0.64 | +0.48 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.49 | +0.09 |
Drawdowns
LLY vs. AZN - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than AZN's maximum drawdown of -48.94%. Use the drawdown chart below to compare losses from any high point for LLY and AZN.
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Drawdown Indicators
| LLY | AZN | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -48.94% | -19.30% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -15.43% | -8.21% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -27.87% | -6.61% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -27.87% | -6.61% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -27.87% | -6.61% |
Current DrawdownCurrent decline from peak | 0.00% | -12.90% | +12.90% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -11.37% | -7.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 5.75% | +3.74% |
Volatility
LLY vs. AZN - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.55% compared to AstraZeneca PLC (AZN) at 7.42%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than AZN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | AZN | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 7.42% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 17.47% | +9.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 25.55% | +12.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 24.02% | +8.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 24.94% | +5.24% |
Dividends
LLY vs. AZN - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than AZN's 2.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AZN AstraZeneca PLC | 2.93% | 1.70% | 2.27% | 2.15% | 2.12% | 2.35% | 2.80% | 2.81% | 3.69% | 3.95% | 5.01% | 4.06% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
LLY vs. AZN - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and AstraZeneca PLC. 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
LLY vs. AZN - Profitability Comparison
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%.
AZN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a gross profit of 12.61B and revenue of 15.29B. Therefore, the gross margin over that period was 82.5%.
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%.
AZN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported an operating income of 4.25B and revenue of 15.29B, resulting in an operating margin of 27.8%.
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%.
AZN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, AstraZeneca PLC reported a net income of 3.08B and revenue of 15.29B, resulting in a net margin of 20.2%.
Frequently Asked Questions
LLY and AZN have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.55%) compared to AZN (7.42%). In terms of maximum drawdown, LLY dropped -68.24% vs AZN's -48.94%.
LLY currently has the higher Sharpe Ratio (1.33 vs 1.11), 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.
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