LLY vs. DHR
Compare and contrast key facts about Eli Lilly and Company (LLY) and Danaher Corporation (DHR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY or DHR.
Performance
LLY vs. DHR - Performance Comparison
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
29.49%
-17.38%
-6.96%
26.84%
47.22%
29.85%
DHR
1.92%
-10.04%
-9.90%
6.66%
13.57%
21.32%
Fundamentals
LLY | DHR | |
---|---|---|
Market Cap | $715.22B | $168.36B |
EPS | $9.57 | $5.29 |
PE Ratio | 78.73 | 44.06 |
PEG Ratio | 0.69 | 2.74 |
Total Revenue (TTM) | $40.86B | $20.03B |
Gross Profit (TTM) | $33.33B | $11.94B |
EBITDA (TTM) | $12.51B | $7.16B |
Key characteristics
LLY | DHR | |
---|---|---|
Sharpe Ratio | 0.92 | 0.38 |
Sortino Ratio | 1.44 | 0.73 |
Omega Ratio | 1.19 | 1.08 |
Calmar Ratio | 1.13 | 0.33 |
Martin Ratio | 4.10 | 1.53 |
Ulcer Index | 6.68% | 5.44% |
Daily Std Dev | 29.89% | 22.14% |
Max Drawdown | -68.27% | -65.35% |
Current Drawdown | -21.76% | -19.22% |
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Correlation
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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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.
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.
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.
Total Revenue: Total amount of money received from sales and other business activities