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

Correlation

The correlation between LLY and DQ is 0.44, 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. DQ - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LLY:

-0.02

DQ:

-0.25

Sortino Ratio

LLY:

0.17

DQ:

0.16

Omega Ratio

LLY:

1.02

DQ:

1.02

Calmar Ratio

LLY:

-0.11

DQ:

-0.23

Martin Ratio

LLY:

-0.21

DQ:

-0.64

Ulcer Index

LLY:

12.60%

DQ:

32.75%

Daily Std Dev

LLY:

38.10%

DQ:

80.30%

Max Drawdown

LLY:

-68.27%

DQ:

-94.98%

Current Drawdown

LLY:

-22.02%

DQ:

-87.90%

Fundamentals

Market Cap

LLY:

$678.30B

DQ:

$939.46M

EPS

LLY:

$12.27

DQ:

-$6.51

PEG Ratio

LLY:

1.16

DQ:

0.17

PS Ratio

LLY:

13.84

DQ:

1.27

PB Ratio

LLY:

44.23

DQ:

0.22

Total Revenue (TTM)

LLY:

$49.00B

DQ:

$737.68M

Gross Profit (TTM)

LLY:

$40.03B

DQ:

-$366.55M

EBITDA (TTM)

LLY:

$16.67B

DQ:

-$375.18M

Returns By Period

In the year-to-date period, LLY achieves a -3.19% return, which is significantly higher than DQ's -22.74% return. Over the past 10 years, LLY has outperformed DQ with an annualized return of 28.54%, while DQ has yielded a comparatively lower 11.44% annualized return.


LLY

YTD

-3.19%

1M

1.86%

6M

-8.58%

1Y

-0.90%

5Y*

38.06%

10Y*

28.54%

DQ

YTD

-22.74%

1M

8.76%

6M

-30.50%

1Y

-20.19%

5Y*

9.07%

10Y*

11.44%

*Annualized

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Risk-Adjusted Performance

LLY vs. DQ — 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 4444
Overall Rank
The Sharpe Ratio Rank of LLY is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4444
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4646
Martin Ratio Rank

DQ
The Risk-Adjusted Performance Rank of DQ is 3737
Overall Rank
The Sharpe Ratio Rank of DQ is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of DQ is 4141
Sortino Ratio Rank
The Omega Ratio Rank of DQ is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DQ is 3535
Calmar Ratio Rank
The Martin Ratio Rank of DQ is 3636
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. DQ - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Daqo New Energy Corp. (DQ). 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 -0.02, which is higher than the DQ Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of LLY and DQ, 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. DQ - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.72%, while DQ has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%
DQ
Daqo New Energy Corp.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LLY vs. DQ - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, smaller than the maximum DQ drawdown of -94.98%. Use the drawdown chart below to compare losses from any high point for LLY and DQ. For additional features, visit the drawdowns tool.


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Volatility

LLY vs. DQ - Volatility Comparison

Eli Lilly and Company (LLY) and Daqo New Energy Corp. (DQ) have volatilities of 21.88% and 21.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LLY vs. DQ - Financials Comparison

This section allows you to compare key financial metrics between Eli Lilly and Company and Daqo New Energy Corp.. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
12.73B
123.91M
(LLY) Total Revenue
(DQ) Total Revenue
Values in USD except per share items

LLY vs. DQ - Profitability Comparison

The chart below illustrates the profitability comparison between Eli Lilly and Company and Daqo New Energy Corp. 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%0.0%50.0%100.0%20212022202320242025
82.5%
-65.8%
(LLY) Gross Margin
(DQ) 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%.

DQ - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a gross profit of -81.54M and revenue of 123.91M. Therefore, the gross margin over that period was -65.8%.

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%.

DQ - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported an operating income of -114.05M and revenue of 123.91M, resulting in an operating margin of -92.0%.

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%.

DQ - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Daqo New Energy Corp. reported a net income of -71.84M and revenue of 123.91M, resulting in a net margin of -58.0%.