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LLY vs. ISRG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LLY and ISRG is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

LLY vs. ISRG - Performance Comparison

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

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Key characteristics

Daily Std Dev

LLY:

38.01%

ISRG:

10.27%

Max Drawdown

LLY:

-68.27%

ISRG:

-0.31%

Current Drawdown

LLY:

-23.23%

ISRG:

-0.31%

Fundamentals

Market Cap

LLY:

$659.45B

ISRG:

$192.29B

EPS

LLY:

$12.27

ISRG:

$6.81

PE Ratio

LLY:

59.87

ISRG:

78.78

PEG Ratio

LLY:

1.10

ISRG:

3.79

PS Ratio

LLY:

13.46

ISRG:

22.07

PB Ratio

LLY:

41.83

ISRG:

11.24

Total Revenue (TTM)

LLY:

$49.00B

ISRG:

$8.71B

Gross Profit (TTM)

LLY:

$40.03B

ISRG:

$5.85B

EBITDA (TTM)

LLY:

$16.67B

ISRG:

$2.90B

Returns By Period


LLY

YTD

-4.68%

1M

0.29%

6M

-11.36%

1Y

-2.72%

5Y*

37.88%

10Y*

28.33%

ISRG

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

LLY vs. ISRG — Risk-Adjusted Performance Rank

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

LLY
The Risk-Adjusted Performance Rank of LLY is 4141
Overall Rank
The Sharpe Ratio Rank of LLY is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 3939
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4343
Martin Ratio Rank

ISRG
The Risk-Adjusted Performance Rank of ISRG is 8686
Overall Rank
The Sharpe Ratio Rank of ISRG is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of ISRG is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ISRG is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ISRG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ISRG is 8585
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LLY vs. ISRG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Intuitive Surgical, Inc. (ISRG). 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.



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Dividends

LLY vs. ISRG - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.74%, while ISRG has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LLY
Eli Lilly and Company
0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
ISRG
Intuitive Surgical, Inc.
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. ISRG - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, which is greater than ISRG's maximum drawdown of -0.31%. Use the drawdown chart below to compare losses from any high point for LLY and ISRG. For additional features, visit the drawdowns tool.


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Volatility

LLY vs. ISRG - Volatility Comparison


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Financials

LLY vs. ISRG - Financials Comparison

This section allows you to compare key financial metrics between Eli Lilly and Company and Intuitive Surgical, 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.


Quarterly
Annual

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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
12.73B
2.25B
(LLY) Total Revenue
(ISRG) Total Revenue
Values in USD except per share items

LLY vs. ISRG - Profitability Comparison

The chart below illustrates the profitability comparison between Eli Lilly and Company and Intuitive Surgical, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

60.0%65.0%70.0%75.0%80.0%20212022202320242025
82.5%
64.7%
(LLY) Gross Margin
(ISRG) Gross Margin
LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

ISRG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a gross profit of 1.46B and revenue of 2.25B. Therefore, the gross margin over that period was 64.7%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

ISRG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported an operating income of 578.10M and revenue of 2.25B, resulting in an operating margin of 25.7%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.

ISRG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Intuitive Surgical, Inc. reported a net income of 698.40M and revenue of 2.25B, resulting in a net margin of 31.0%.