LLY vs. JNJ
LLY (Eli Lilly and Company) and JNJ (Johnson & Johnson) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, LLY returned 32.12%/yr vs 10.44%/yr for JNJ. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
LLY vs. JNJ - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.26% return, which is significantly lower than JNJ's 25.25% return. Over the past 10 years, LLY has outperformed JNJ with an annualized return of 32.12%, while JNJ has yielded a comparatively lower 10.44% annualized return.
LLY
- 1D
- -0.53%
- 1M
- -3.60%
- 6M
- 11.14%
- YTD
- 7.26%
- 1Y
- 56.33%
- 3Y*
- 37.33%
- 5Y*
- 37.67%
- 10Y*
- 32.12%
- ALL TIME*
- 16.04%
JNJ
- 1D
- 0.21%
- 1M
- 0.93%
- 6M
- 14.06%
- YTD
- 25.25%
- 1Y
- 59.50%
- 3Y*
- 18.33%
- 5Y*
- 11.37%
- 10Y*
- 10.44%
- ALL TIME*
- 12.28%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $2.09B | $2.09B | $1.99B | |
| $2.62B | $2.84B | $3.35B |
LLY vs. JNJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.26% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
JNJ Johnson & Johnson | 25.25% | 47.48% | -4.81% | -8.58% | 5.97% | 11.44% | 10.82% | 16.22% | -5.13% | 24.43% |
Correlation
The correlation between LLY and JNJ is 0.42, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.42 |
Correlation (3Y) Balances recent behavior with more history. | 0.24 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.35 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.42 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 1978 | 0.45 |
The correlation between LLY and JNJ shifts across timeframes, from 0.24 (3 years) to 0.45 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.08T
JNJ:
$617.78B
LLY:
$28.16
JNJ:
$8.63
LLY:
40.80
JNJ:
29.71
LLY:
0.82
JNJ:
0.99
LLY:
14.27
JNJ:
6.38
LLY:
32.99
JNJ:
7.36
LLY:
$72.25B
JNJ:
$97.93B
LLY:
$59.75B
JNJ:
$68.99B
LLY:
$32.97B
JNJ:
$31.92B
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Return for Risk
LLY vs. JNJ — Risk / Return Rank
LLY
JNJ
LLY vs. JNJ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Johnson & Johnson (JNJ). 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 | JNJ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.78 | ||
| Sortino ratioReturn per unit of downside risk | -2.25 | ||
| Omega ratioGain probability vs. loss probability | 1.28 | 1.56 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | 2.44 | 5.46 | -3.01 |
| Martin ratioReturn relative to average drawdown | 6.60 | 15.18 | -8.58 |
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Drawdowns
LLY vs. JNJ - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than JNJ's maximum drawdown of -50.67%. Use the drawdown chart below to compare losses from any high point for LLY and JNJ.
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Drawdown Indicators
| LLY | JNJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -50.67% | -17.57% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -10.96% | -12.22% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -15.72% | -18.76% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -18.41% | -16.07% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -27.37% | -7.11% |
Current DrawdownCurrent decline from peak | -7.02% | -4.07% | -2.95% |
Average DrawdownAverage peak-to-trough decline | -19.17% | -11.88% | -7.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.56% | 3.93% | +4.63% |
Volatility
LLY vs. JNJ - Volatility Comparison
Eli Lilly and Company (LLY) and Johnson & Johnson (JNJ) have volatilities of 8.88% and 8.48%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | JNJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 8.48% | +0.40% |
Volatility (6M)Calculated over the trailing 6-month period | 27.69% | 15.03% | +12.66% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.37% | 18.44% | +19.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.64% | 17.46% | +15.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.37% | 18.75% | +11.62% |
Dividends
LLY vs. JNJ - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than JNJ's 2.04% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JNJ Johnson & Johnson | 2.04% | 2.48% | 3.40% | 3.00% | 2.52% | 2.45% | 2.53% | 2.57% | 2.74% | 2.38% | 2.73% | 2.87% |
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. JNJ - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Johnson & Johnson. 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. JNJ - Profitability Comparison
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.
JNJ - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a gross profit of 18.50B and revenue of 25.31B. Therefore, the gross margin over that period was 73.1%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 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%.
JNJ - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported an operating income of 7.17B and revenue of 25.31B, resulting in an operating margin of 28.3%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 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%.
JNJ - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Johnson & Johnson reported a net income of 5.53B and revenue of 25.31B, resulting in a net margin of 21.9%.
Frequently Asked Questions
LLY and JNJ have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (8.88%) compared to JNJ (8.48%). In terms of maximum drawdown, LLY dropped -68.24% vs JNJ's -50.67%.
JNJ currently has the higher Sharpe Ratio (3.26 vs 1.48), 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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