LLY vs. NVO

In the year-to-date period, LLY achieves a 30.09% return, which is significantly higher than NVO's 2.88% return. Over the past 10 years, LLY has outperformed NVO with an annualized return of 29.82%, while NVO has yielded a comparatively lower 19.27% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Novo Nordisk A/S (NVO). 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 NVO Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of LLY and NVO, 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 NVO's 1.37% yield.

The maximum LLY drawdown since its inception was -68.27%, roughly equal to the maximum NVO drawdown of -71.30%. Use the drawdown chart below to compare losses from any high point for LLY and NVO. For additional features, visit the drawdowns tool.

Eli Lilly and Company (LLY) has a higher volatility of 11.78% compared to Novo Nordisk A/S (NVO) at 8.51%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than NVO based on this measure. 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 Novo Nordisk A/S. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.