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LLY vs. FTLF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

LLY vs. FTLF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and FitLife Brands Inc. Common Stock (FTLF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, LLY achieves a 14.83% return, which is significantly higher than FTLF's -32.02% return. Over the past 10 years, LLY has underperformed FTLF with an annualized return of 33.74%, while FTLF has yielded a comparatively higher 51.38% annualized return.


LLY

1D
1.81%
1M
11.31%
YTD
14.83%
6M
14.40%
1Y
59.73%
3Y*
38.89%
5Y*
41.22%
10Y*
33.74%

FTLF

1D
-0.18%
1M
8.22%
YTD
-32.02%
6M
-32.81%
1Y
-13.66%
3Y*
9.17%
5Y*
17.80%
10Y*
51.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY vs. FTLF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LLY
Eli Lilly and Company
14.83%40.25%33.30%60.91%34.26%66.08%31.04%16.14%40.45%17.83%
FTLF
FitLife Brands Inc. Common Stock
-32.02%-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 2, 2007

0.03

The correlation between LLY and FTLF shifts across timeframes, from 0.03 (all time) to 0.15 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LLY:

$28.16

FTLF:

$0.68

PE Ratio

LLY:

43.68

FTLF:

16.37

PEG Ratio

LLY:

0.88

FTLF:

1.80

PS Ratio

LLY:

15.28

FTLF:

1.57

Total Revenue (TTM)

LLY:

$72.25B

FTLF:

$70.56M

Gross Profit (TTM)

LLY:

$59.75B

FTLF:

$28.73M

EBITDA (TTM)

LLY:

$32.97B

FTLF:

$11.02M

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Return for Risk

LLY vs. FTLF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLY
LLY Risk / Return Rank: 8282
Overall Rank
LLY Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
LLY Sortino Ratio Rank: 8080
Sortino Ratio Rank
LLY Omega Ratio Rank: 8282
Omega Ratio Rank
LLY Calmar Ratio Rank: 8282
Calmar Ratio Rank
LLY Martin Ratio Rank: 8282
Martin Ratio Rank

FTLF
FTLF Risk / Return Rank: 3434
Overall Rank
FTLF Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
FTLF Sortino Ratio Rank: 3333
Sortino Ratio Rank
FTLF Omega Ratio Rank: 3333
Omega Ratio Rank
FTLF Calmar Ratio Rank: 3636
Calmar Ratio Rank
FTLF Martin Ratio Rank: 3535
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

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.


LLYFTLFDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.17

Omega ratioGain probability vs. loss probability

1.30

1.00

+0.30

Calmar ratioReturn relative to maximum drawdown

2.59

-0.24

+2.83

Martin ratioReturn relative to average drawdown

6.47

-0.46

+6.93

LLY vs. FTLF - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.56, which is higher than the FTLF Sharpe Ratio of -0.25. The chart below compares the historical Sharpe Ratios of LLY and FTLF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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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.


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Drawdown Indicators


LLYFTLFDifference

Max Drawdown

Largest peak-to-trough decline

-68.24%

-99.68%

+31.44%

Max Drawdown (1Y)

Largest decline over 1 year

-23.18%

-57.23%

+34.05%

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 Drawdown

Current decline from peak

0.00%

-46.72%

+46.72%

Average Drawdown

Average peak-to-trough decline

-19.20%

-70.83%

+51.63%

Ulcer Index

Depth and duration of drawdowns from previous peaks

9.26%

29.78%

-20.52%

Volatility

LLY vs. FTLF - Volatility Comparison

The current volatility for Eli Lilly and Company (LLY) is 10.06%, while FitLife Brands Inc. Common Stock (FTLF) has a volatility of 21.73%. 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.


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Volatility by Period


LLYFTLFDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.06%

21.73%

-11.67%

Volatility (6M)

Calculated over the trailing 6-month period

27.75%

40.57%

-12.82%

Volatility (1Y)

Calculated over the trailing 1-year period

38.44%

54.34%

-15.90%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

32.44%

46.02%

-13.58%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

30.26%

305.95%

-275.69%

Dividends

LLY vs. FTLF - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.53%, while FTLF has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
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
0.53%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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
19.80B
23.49M
(LLY) Total Revenue
(FTLF) Total Revenue
Values in USD except per share items

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 (21.73%) compared to LLY (10.06%). In terms of maximum drawdown, LLY dropped -68.24% vs FTLF's -99.68%.

LLY currently has the higher Sharpe Ratio (1.56 vs -0.25), 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.

Portfolio Optimizer

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.

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