LLY vs. INSW
LLY (Eli Lilly and Company) and INSW (International Seaways, Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while INSW operates in Oil & Gas Midstream (Energy). Over the past 5 years, LLY returned 39.59%/yr vs 47.47%/yr for INSW. At a 0.07 correlation, their price movements are largely independent.
Performance
LLY vs. INSW - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than INSW's 84.31% return.
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
INSW
- 1D
- 5.13%
- 1M
- 1.50%
- YTD
- 84.31%
- 6M
- 84.31%
- 1Y
- 131.78%
- 3Y*
- 47.96%
- 5Y*
- 47.47%
- 10Y*
- —
LLY vs. INSW - 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% |
INSW International Seaways, Inc. | 84.31% | 44.97% | -10.85% | 42.93% | 162.53% | -2.93% | -44.43% | 76.72% | -8.78% | 31.48% |
Correlation
The correlation between LLY and INSW is -0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Dec 1, 2016 | 0.07 |
Fundamentals
LLY:
$1.02T
INSW:
$4.08B
LLY:
$28.14
INSW:
$11.01
LLY:
40.26
INSW:
7.45
LLY:
0.81
INSW:
1.17
LLY:
14.08
INSW:
6.02
LLY:
32.54
INSW:
1.86
LLY:
$72.25B
INSW:
$675.87M
LLY:
$59.75B
INSW:
$274.33M
LLY:
$32.97B
INSW:
$525.75M
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. INSW — Risk / Return Rank
LLY
INSW
LLY vs. INSW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and International Seaways, Inc. (INSW). 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 | INSW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.81 | ||
| Sortino ratioReturn per unit of downside risk | -2.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.52 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 8.85 | -7.13 |
| Martin ratioReturn relative to average drawdown | 4.28 | 24.96 | -20.68 |
Loading charts...
Drawdowns
LLY vs. INSW - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than INSW's maximum drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for LLY and INSW.
Loading charts...
Drawdown Indicators
| LLY | INSW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -57.49% | -10.75% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -16.16% | -7.48% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -50.40% | +15.92% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -50.40% | +15.92% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -5.27% | +2.86% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -20.89% | +1.68% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 5.72% | +3.77% |
Volatility
LLY vs. INSW - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while International Seaways, Inc. (INSW) has a volatility of 10.54%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than INSW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | INSW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 10.54% | -1.27% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 27.99% | -0.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 36.87% | +1.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 41.05% | -8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 45.30% | -15.11% |
Dividends
LLY vs. INSW - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than INSW's 10.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INSW International Seaways, Inc. | 10.16% | 6.04% | 16.05% | 13.83% | 3.84% | 9.26% | 1.47% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. INSW - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and International Seaways, Inc.. 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 INSW have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INSW has higher volatility (10.54%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs INSW's -57.49%.
INSW currently has the higher Sharpe Ratio (3.88 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.
Find the right allocation for LLY and INSW
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