LLY vs. DQ
Compare and contrast key facts about Eli Lilly and Company (LLY) and Daqo New Energy Corp. (DQ).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY or DQ.
Performance
LLY vs. DQ - Performance Comparison
Returns By Period
In the year-to-date period, LLY achieves a 24.75% return, which is significantly higher than DQ's -27.63% return. Over the past 10 years, LLY has outperformed DQ with an annualized return of 29.40%, while DQ has yielded a comparatively lower 10.90% annualized return.
LLY
24.75%
-21.16%
-5.88%
22.90%
46.40%
29.40%
DQ
-27.63%
1.37%
2.89%
-28.65%
19.98%
10.90%
Fundamentals
LLY | DQ | |
---|---|---|
Market Cap | $777.36B | $1.42B |
EPS | $9.24 | -$1.68 |
PEG Ratio | 0.78 | 0.17 |
Total Revenue (TTM) | $40.86B | $1.31B |
Gross Profit (TTM) | $33.33B | -$60.47M |
EBITDA (TTM) | $13.78B | -$17.10M |
Key characteristics
LLY | DQ | |
---|---|---|
Sharpe Ratio | 0.79 | -0.45 |
Sortino Ratio | 1.28 | -0.23 |
Omega Ratio | 1.17 | 0.97 |
Calmar Ratio | 0.96 | -0.38 |
Martin Ratio | 3.78 | -1.06 |
Ulcer Index | 6.23% | 31.72% |
Daily Std Dev | 29.87% | 75.20% |
Max Drawdown | -68.27% | -94.98% |
Current Drawdown | -24.62% | -84.49% |
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Correlation
The correlation between LLY and DQ is 0.09, 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. 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.
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.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Eli Lilly and Company | 0.72% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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.
Volatility
LLY vs. DQ - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 11.08%, while Daqo New Energy Corp. (DQ) has a volatility of 37.54%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than DQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities