LLY vs. NVO
Compare and contrast key facts about Eli Lilly and Company (LLY) and Novo Nordisk A/S (NVO).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY or NVO.
Key characteristics
| LLY | NVO | |
|---|---|---|
| YTD Return | 26.05% | 23.25% |
| 1Y Return | 89.48% | 54.12% |
| 3Y Return (Ann) | 61.09% | 52.61% |
| 5Y Return (Ann) | 45.93% | 40.73% |
| 10Y Return (Ann) | 31.30% | 20.57% |
| Sharpe Ratio | 3.25 | 1.71 |
| Daily Std Dev | 29.68% | 32.20% |
| Max Drawdown | -68.27% | -71.28% |
| Current Drawdown | -7.42% | -6.19% |
Fundamentals
| LLY | NVO | |
|---|---|---|
| Market Cap | $697.40B | $568.92B |
| EPS | $5.79 | $2.68 |
| PE Ratio | 126.69 | 47.33 |
| PEG Ratio | 1.43 | 2.40 |
| Revenue (TTM) | $34.12B | $232.26B |
| Gross Profit (TTM) | $21.91B | $148.51B |
| EBITDA (TTM) | $12.31B | $109.81B |
Correlation
The correlation between LLY and NVO is 0.23, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
LLY vs. NVO - Performance Comparison
In the year-to-date period, LLY achieves a 26.05% return, which is significantly higher than NVO's 23.25% return. Over the past 10 years, LLY has outperformed NVO with an annualized return of 31.30%, while NVO has yielded a comparatively lower 20.57% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LLY vs. NVO - Risk-Adjusted Performance Comparison
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.
Dividends
LLY vs. NVO - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.64%, less than NVO's 0.65% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.64% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
NVO Novo Nordisk A/S | 0.65% | 0.36% | 0.42% | 0.47% | 0.67% | 0.76% | 0.98% | 0.76% | 1.44% | 0.46% | 0.72% | 0.12% |
Drawdowns
LLY vs. NVO - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.27%, roughly equal to the maximum NVO drawdown of -71.28%. Use the drawdown chart below to compare losses from any high point for LLY and NVO. For additional features, visit the drawdowns tool.
Volatility
LLY vs. NVO - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 6.38% compared to Novo Nordisk A/S (NVO) at 6.07%. 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.
Financials
LLY vs. NVO - Financials Comparison
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.
Total Revenue: Total amount of money received from sales and other business activities