LLY vs. FRCOY
LLY (Eli Lilly and Company) and FRCOY (Fast Retailing Co Ltd ADR) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while FRCOY operates in Apparel Retail (Consumer Cyclical). Over the past 10 years, LLY returned 33.45%/yr vs 19.37%/yr for FRCOY. At a 0.15 correlation, their price movements are largely independent.
Performance
LLY vs. FRCOY - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than FRCOY's 40.23% return. Over the past 10 years, LLY has outperformed FRCOY with an annualized return of 33.45%, while FRCOY has yielded a comparatively lower 19.37% annualized return.
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
FRCOY
- 1D
- 1.28%
- 1M
- 11.79%
- YTD
- 40.23%
- 6M
- 41.13%
- 1Y
- 57.26%
- 3Y*
- 25.64%
- 5Y*
- 15.35%
- 10Y*
- 19.37%
LLY vs. FRCOY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
FRCOY Fast Retailing Co Ltd ADR | 40.23% | 7.87% | 37.62% | 21.99% | 6.90% | -36.95% | 50.62% | 17.05% | 27.87% | 12.63% |
Correlation
The correlation between LLY and FRCOY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.15 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since Oct 31, 2008 | 0.15 |
Fundamentals
LLY:
$1.02T
FRCOY:
$155.99B
LLY:
$28.14
FRCOY:
¥157.47
LLY:
40.26
FRCOY:
51.64
LLY:
0.81
FRCOY:
1.86
LLY:
14.08
FRCOY:
6.75
LLY:
32.54
FRCOY:
9.47
LLY:
$72.25B
FRCOY:
¥3.70T
LLY:
$59.75B
FRCOY:
¥1.89T
LLY:
$32.97B
FRCOY:
¥923.74B
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Return for Risk
LLY vs. FRCOY — Risk / Return Rank
LLY
FRCOY
LLY vs. FRCOY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Fast Retailing Co Ltd ADR (FRCOY). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| LLY | FRCOY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.26 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.14 | -1.42 |
| Martin ratioReturn relative to average drawdown | 4.28 | 8.25 | -3.97 |
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Drawdowns
LLY vs. FRCOY - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than FRCOY's maximum drawdown of -57.39%. Use the drawdown chart below to compare losses from any high point for LLY and FRCOY.
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Drawdown Indicators
| LLY | FRCOY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -57.39% | -10.85% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -17.59% | -6.05% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -22.72% | -11.76% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -42.64% | +8.16% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -57.39% | +22.91% |
Current DrawdownCurrent decline from peak | -2.41% | -2.21% | -0.20% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -19.23% | +0.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 6.68% | +2.81% |
Volatility
LLY vs. FRCOY - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Fast Retailing Co Ltd ADR (FRCOY) has a volatility of 11.60%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than FRCOY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | FRCOY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 11.60% | -2.33% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 25.42% | +1.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 35.15% | +2.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 30.20% | +2.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 30.00% | +0.19% |
Dividends
LLY vs. FRCOY - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, while FRCOY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FRCOY Fast Retailing Co Ltd ADR | 0.00% | 0.45% | 0.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.81% | 0.90% | 0.83% |
LLY Eli Lilly and Company | 0.57% | 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. FRCOY - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Fast Retailing Co Ltd ADR. 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. FRCOY - 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%.
FRCOY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a gross profit of 487.02B and revenue of 1.03T. Therefore, the gross margin over that period was 47.2%.
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%.
FRCOY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported an operating income of 182.06B and revenue of 1.03T, resulting in an operating margin of 17.7%.
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%.
FRCOY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Fast Retailing Co Ltd ADR reported a net income of 132.38B and revenue of 1.03T, resulting in a net margin of 12.8%.
Frequently Asked Questions
LLY and FRCOY have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FRCOY has higher volatility (11.60%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs FRCOY's -57.39%.
FRCOY currently has the higher Sharpe Ratio (1.57 vs 1.07), 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.
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