LLY vs. NXE
LLY (Eli Lilly and Company) and NXE (NexGen Energy Ltd.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while NXE operates in Uranium (Energy). Over the past 10 years, LLY returned 33.45%/yr vs 17.17%/yr for NXE. At a 0.11 correlation, their price movements are largely independent.
Performance
LLY vs. NXE - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than NXE's 7.07% return. Over the past 10 years, LLY has outperformed NXE with an annualized return of 33.45%, while NXE has yielded a comparatively lower 17.17% annualized return.
LLY
- 1D
- -2.41%
- 1M
- 12.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
NXE
- 1D
- 1.03%
- 1M
- -17.71%
- YTD
- 7.07%
- 6M
- 10.55%
- 1Y
- 48.57%
- 3Y*
- 28.80%
- 5Y*
- 15.13%
- 10Y*
- 17.17%
LLY vs. NXE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
NXE NexGen Energy Ltd. | 7.07% | 39.39% | -5.71% | 58.01% | 1.37% | 58.33% | 115.63% | -28.09% | -30.47% | 48.75% |
Correlation
The correlation between LLY and NXE is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.11 |
Correlation (All Time) Calculated using the full available price history since Jan 4, 2016 | 0.11 |
The correlation between LLY and NXE shifts across timeframes, from 0.00 (1 year) to 0.11 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.02T
NXE:
$6.51B
LLY:
$28.14
NXE:
-CA$0.69
LLY:
32.54
NXE:
5.34
LLY:
$72.25B
NXE:
CA$0.00
LLY:
$59.75B
NXE:
-CA$992.64K
LLY:
$32.97B
NXE:
-CA$247.46M
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Return for Risk
LLY vs. NXE — Risk / Return Rank
LLY
NXE
LLY vs. NXE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and NexGen Energy Ltd. (NXE). 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 | NXE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.17 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.42 | +0.30 |
| Martin ratioReturn relative to average drawdown | 4.28 | 4.12 | +0.16 |
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Drawdowns
LLY vs. NXE - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum NXE drawdown of -82.98%. Use the drawdown chart below to compare losses from any high point for LLY and NXE.
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Drawdown Indicators
| LLY | NXE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -82.98% | +14.74% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -33.41% | +9.77% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -54.28% | +19.80% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -54.28% | +19.80% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -82.98% | +48.50% |
Current DrawdownCurrent decline from peak | -2.41% | -29.24% | +26.83% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -28.63% | +9.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 11.50% | -2.01% |
Volatility
LLY vs. NXE - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while NexGen Energy Ltd. (NXE) has a volatility of 21.34%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than NXE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | NXE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 21.34% | -12.07% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 40.89% | -13.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 55.44% | -17.43% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 58.14% | -25.68% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 61.55% | -31.36% |
Dividends
LLY vs. NXE - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, while NXE has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
NXE NexGen Energy Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LLY vs. NXE - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and NexGen Energy Ltd.. 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
Frequently Asked Questions
LLY and NXE have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
NXE has higher volatility (21.34%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs NXE's -82.98%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.86), 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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