LLY vs. FTLF
LLY (Eli Lilly and Company) and FTLF (FitLife Brands Inc. Common Stock) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while FTLF operates in Packaged Foods (Consumer Defensive). Over the past 10 years, LLY returned 33.71%/yr vs 49.37%/yr for FTLF. At a 0.04 correlation, their price movements are largely independent.
Performance
LLY vs. FTLF - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly higher than FTLF's -36.26% return. Over the past 10 years, LLY has underperformed FTLF with an annualized return of 33.71%, while FTLF has yielded a comparatively higher 49.37% annualized return.
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
FTLF
- 1D
- 5.07%
- 1M
- 8.59%
- YTD
- -36.26%
- 6M
- -37.45%
- 1Y
- -27.53%
- 3Y*
- 9.61%
- 5Y*
- 18.17%
- 10Y*
- 49.37%
LLY vs. FTLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
FTLF FitLife Brands Inc. Common Stock | -36.26% | -0.18% | 70.68% | 19.75% | -0.31% | 196.30% | 53.19% | 3,182.89% | 78.96% | -74.74% |
Correlation
The correlation between LLY and FTLF 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 | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Nov 5, 2007 | 0.04 |
The correlation between LLY and FTLF shifts across timeframes, from 0.04 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$28.14
FTLF:
$0.68
LLY:
40.83
FTLF:
15.32
LLY:
0.82
FTLF:
1.69
LLY:
14.28
FTLF:
1.47
LLY:
$72.25B
FTLF:
$70.56M
LLY:
$59.75B
FTLF:
$28.73M
LLY:
$32.97B
FTLF:
$11.02M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLY vs. FTLF — Risk / Return Rank
LLY
FTLF
LLY vs. FTLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and FitLife Brands Inc. Common Stock (FTLF). 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.
| LLY | FTLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.87 | ||
| Sortino ratioReturn per unit of downside risk | +2.45 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 0.93 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | -0.48 | +2.62 |
| Martin ratioReturn relative to average drawdown | 5.32 | -0.99 | +6.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LLY | FTLF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | -0.54 | +1.87 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 0.40 | +0.82 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 0.16 | +0.96 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.02 | +0.56 |
Drawdowns
LLY vs. FTLF - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum FTLF drawdown of -99.68%. Use the drawdown chart below to compare losses from any high point for LLY and FTLF.
Loading charts...
Drawdown Indicators
| LLY | FTLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -99.68% | +31.44% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -57.23% | +33.59% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -57.23% | +22.75% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -57.23% | +22.75% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -89.06% | +54.58% |
Current DrawdownCurrent decline from peak | 0.00% | -50.05% | +50.05% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -70.92% | +51.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 27.76% | -18.27% |
Volatility
LLY vs. FTLF - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.55%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 16.37%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than FTLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | FTLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 16.37% | -6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 36.76% | -9.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 51.05% | -12.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 45.16% | -12.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 305.91% | -275.73% |
Dividends
LLY vs. FTLF - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, while FTLF has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FTLF FitLife Brands Inc. Common Stock | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.56% | 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. FTLF - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and FitLife Brands Inc. Common Stock. 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
Frequently Asked Questions
LLY and FTLF 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.
FTLF has higher volatility (16.37%) compared to LLY (9.55%). In terms of maximum drawdown, LLY dropped -68.24% vs FTLF's -99.68%.
LLY currently has the higher Sharpe Ratio (1.33 vs -0.54), 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.
Find the right allocation for LLY and FTLF
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer