LLY vs. DECK
LLY (Eli Lilly and Company) and DECK (Deckers Outdoor Corporation) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while DECK operates in Footwear & Accessories (Consumer Cyclical). Over the past 10 years, LLY returned 33.71%/yr vs 28.25%/yr for DECK. At a 0.14 correlation, their price movements are largely independent.
Performance
LLY vs. DECK - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly higher than DECK's 5.85% return. Over the past 10 years, LLY has outperformed DECK with an annualized return of 33.71%, while DECK has yielded a comparatively lower 28.25% 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%
DECK
- 1D
- 1.48%
- 1M
- 9.27%
- YTD
- 5.85%
- 6M
- 8.42%
- 1Y
- 0.47%
- 3Y*
- 10.47%
- 5Y*
- 15.25%
- 10Y*
- 28.25%
LLY vs. DECK - 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% |
DECK Deckers Outdoor Corporation | 5.85% | -48.95% | 82.30% | 67.46% | 8.97% | 27.73% | 69.83% | 31.97% | 59.44% | 44.88% |
Correlation
The correlation between LLY and DECK is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since Oct 18, 1993 | 0.14 |
The correlation between LLY and DECK shifts across timeframes, from 0.06 (1 year) to 0.17 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.03T
DECK:
$15.53B
LLY:
$28.14
DECK:
$6.98
LLY:
40.83
DECK:
15.72
LLY:
0.82
DECK:
0.57
LLY:
14.28
DECK:
2.94
LLY:
33.00
DECK:
6.21
LLY:
$72.25B
DECK:
$5.47B
LLY:
$59.75B
DECK:
$3.16B
LLY:
$32.97B
DECK:
$1.31B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLY vs. DECK — Risk / Return Rank
LLY
DECK
LLY vs. DECK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Deckers Outdoor Corporation (DECK). 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 | DECK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.54 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.04 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.01 | +2.13 |
| Martin ratioReturn relative to average drawdown | 5.32 | 0.03 | +5.29 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LLY | DECK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.01 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.35 | +0.88 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 0.67 | +0.45 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.24 | +0.34 |
Drawdowns
LLY vs. DECK - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum DECK drawdown of -94.36%. Use the drawdown chart below to compare losses from any high point for LLY and DECK.
Loading charts...
Drawdown Indicators
| LLY | DECK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -94.36% | +26.12% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -35.81% | +12.17% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -64.35% | +29.87% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -64.35% | +29.87% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -64.35% | +29.87% |
Current DrawdownCurrent decline from peak | 0.00% | -50.82% | +50.82% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -40.35% | +21.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 16.94% | -7.45% |
Volatility
LLY vs. DECK - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.55%, while Deckers Outdoor Corporation (DECK) has a volatility of 11.51%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than DECK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | DECK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 11.51% | -1.96% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 31.06% | -4.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 45.42% | -7.26% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 43.98% | -11.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 42.47% | -12.29% |
Dividends
LLY vs. DECK - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, while DECK has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DECK Deckers Outdoor Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. DECK - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Deckers Outdoor Corporation. 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. DECK - 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%.
DECK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Deckers Outdoor Corporation reported a gross profit of 644.64M and revenue of 1.12B. Therefore, the gross margin over that period was 57.6%.
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%.
DECK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Deckers Outdoor Corporation reported an operating income of 156.73M and revenue of 1.12B, resulting in an operating margin of 14.0%.
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%.
DECK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Deckers Outdoor Corporation reported a net income of 135.57M and revenue of 1.12B, resulting in a net margin of 12.1%.
Frequently Asked Questions
LLY and DECK have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DECK has higher volatility (11.51%) compared to LLY (9.55%). In terms of maximum drawdown, LLY dropped -68.24% vs DECK's -94.36%.
LLY currently has the higher Sharpe Ratio (1.33 vs 0.01), 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.
Find the right allocation for LLY and DECK
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer