LLY vs. LRCX

In the year-to-date period, LLY achieves a 30.09% return, which is significantly higher than LRCX's -9.93% return. Over the past 10 years, LLY has outperformed LRCX with an annualized return of 29.82%, while LRCX has yielded a comparatively lower 26.32% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Lam Research Corporation (LRCX). 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.

The current LLY Sharpe Ratio is 0.90, which is higher than the LRCX Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of LLY and LRCX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

LLY's dividend yield for the trailing twelve months is around 0.69%, less than LRCX's 1.18% yield.

The maximum LLY drawdown since its inception was -68.27%, smaller than the maximum LRCX drawdown of -87.91%. Use the drawdown chart below to compare losses from any high point for LLY and LRCX. For additional features, visit the drawdowns tool.

Eli Lilly and Company (LLY) and Lam Research Corporation (LRCX) have volatilities of 11.78% and 12.21%, 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.

This section allows you to compare key financial metrics between Eli Lilly and Company and Lam Research Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.