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

Performance

LLY vs. DHR - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-6.96%
-9.90%
LLY
DHR

Returns By Period

In the year-to-date period, LLY achieves a 29.49% return, which is significantly higher than DHR's 1.92% return. Over the past 10 years, LLY has outperformed DHR with an annualized return of 29.85%, while DHR has yielded a comparatively lower 21.32% annualized return.


LLY

YTD

29.49%

1M

-17.38%

6M

-6.96%

1Y

26.84%

5Y (annualized)

47.22%

10Y (annualized)

29.85%

DHR

YTD

1.92%

1M

-10.04%

6M

-9.90%

1Y

6.66%

5Y (annualized)

13.57%

10Y (annualized)

21.32%

Fundamentals


LLYDHR
Market Cap$715.22B$168.36B
EPS$9.57$5.29
PE Ratio78.7344.06
PEG Ratio0.692.74
Total Revenue (TTM)$40.86B$20.03B
Gross Profit (TTM)$33.33B$11.94B
EBITDA (TTM)$12.51B$7.16B

Key characteristics


LLYDHR
Sharpe Ratio0.920.38
Sortino Ratio1.440.73
Omega Ratio1.191.08
Calmar Ratio1.130.33
Martin Ratio4.101.53
Ulcer Index6.68%5.44%
Daily Std Dev29.89%22.14%
Max Drawdown-68.27%-65.35%
Current Drawdown-21.76%-19.22%

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Correlation

-0.50.00.51.00.3

The correlation between LLY and DHR is 0.26, 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. DHR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Danaher Corporation (DHR). 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 0.92, compared to the broader market-4.00-2.000.002.004.000.920.38
The chart of Sortino ratio for LLY, currently valued at 1.44, compared to the broader market-4.00-2.000.002.004.001.440.73
The chart of Omega ratio for LLY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.08
The chart of Calmar ratio for LLY, currently valued at 1.13, compared to the broader market0.002.004.006.001.130.33
The chart of Martin ratio for LLY, currently valued at 4.10, compared to the broader market0.0010.0020.0030.004.101.53
LLY
DHR

The current LLY Sharpe Ratio is 0.92, which is higher than the DHR Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of LLY and DHR, 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
0.92
0.38
LLY
DHR

Dividends

LLY vs. DHR - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.69%, more than DHR's 0.45% 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%
DHR
Danaher Corporation
0.45%0.43%0.38%0.26%0.32%0.44%0.62%0.60%36.46%0.80%0.47%0.13%

Drawdowns

LLY vs. DHR - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, roughly equal to the maximum DHR drawdown of -65.35%. Use the drawdown chart below to compare losses from any high point for LLY and DHR. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-21.76%
-19.22%
LLY
DHR

Volatility

LLY vs. DHR - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 11.78% compared to Danaher Corporation (DHR) at 6.01%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than DHR 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%
6.01%
LLY
DHR

Financials

LLY vs. DHR - Financials Comparison

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


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items