LLY vs. PFIZER.NS

Last updated Apr 1, 2026

Compare and contrast key facts about Eli Lilly and Company (LLY) and Pfizer Limited (PFIZER.NS).

Performance

LLY vs. PFIZER.NS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and Pfizer Limited (PFIZER.NS). The values are adjusted to include any dividend payments, if applicable.

LLY vs. PFIZER.NS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LLY Eli Lilly and Company	-14.27%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%
PFIZER.NS Pfizer Limited	-9.80%	-7.46%	21.05%	-3.21%	-19.87%	-2.39%	26.66%	45.37%	27.47%	21.78%

Different Trading Currencies

LLY is traded in USD, while PFIZER.NS is traded in INR. To make them comparable, the PFIZER.NS values have been converted to USD using the latest available exchange rates.

Returns By Period

In the year-to-date period, LLY achieves a -14.27% return, which is significantly lower than PFIZER.NS's -9.80% return. Over the past 10 years, LLY has outperformed PFIZER.NS with an annualized return of 30.92%, while PFIZER.NS has yielded a comparatively lower 8.27% annualized return.

LLY

• 1D: 3.74%
• 1M: -12.57%
• YTD: -14.27%
• 6M: 20.93%
• 1Y: 12.19%
• 3Y*: 39.90%
• 5Y*: 39.16%
• 10Y*: 30.92%

PFIZER.NS

• 1D: 1.06%
• 1M: -9.94%
• YTD: -9.80%
• 6M: -11.67%
• 1Y: 10.05%
• 3Y*: 7.45%
• 5Y*: -2.85%
• 10Y*: 8.27%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

LLY vs. PFIZER.NS — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLY

LLY Risk / Return Rank: 51
LLY Sharpe Ratio Rank: 53
LLY Sortino Ratio Rank: 48
LLY Omega Ratio Rank: 49
LLY Calmar Ratio Rank: 53
LLY Martin Ratio Rank: 54

PFIZER.NS

PFIZER.NS Risk / Return Rank: 65
PFIZER.NS Sharpe Ratio Rank: 70
PFIZER.NS Sortino Ratio Rank: 69
PFIZER.NS Omega Ratio Rank: 64
PFIZER.NS Calmar Ratio Rank: 64
PFIZER.NS Martin Ratio Rank: 60

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLY vs. PFIZER.NS - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Pfizer Limited (PFIZER.NS). 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.

	LLY	PFIZER.NS	Difference
Sharpe ratio Return per unit of total volatility	0.29	0.38	-0.09
Sortino ratio Return per unit of downside risk	0.69	0.83	-0.14
Omega ratio Gain probability vs. loss probability	1.10	1.09	0.00
Calmar ratio Return relative to maximum drawdown	0.42	0.40	+0.02
Martin ratio Return relative to average drawdown	1.02	0.77	+0.26
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LLY vs. PFIZER.NS - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 0.29, which is comparable to the PFIZER.NS Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of LLY and PFIZER.NS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	LLY	PFIZER.NS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.29	0.38	-0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.23	-0.12	+1.35
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.04	0.33	+0.71
Sharpe Ratio (All Time) Calculated using the full available price history	0.56	0.29	+0.27

Correlation

The correlation between LLY and PFIZER.NS is 0.08, 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.

Dividends

LLY vs. PFIZER.NS - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.68%, less than PFIZER.NS's 3.50% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
PFIZER.NS Pfizer Limited	3.50%	3.31%	0.66%	0.94%	1.47%	0.69%	6.46%	0.53%	0.70%	0.97%	0.82%	0.53%

Drawdowns

LLY vs. PFIZER.NS - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, which is greater than PFIZER.NS's maximum drawdown of -57.22%. Use the drawdown chart below to compare losses from any high point for LLY and PFIZER.NS.

Drawdown Indicators

	LLY	PFIZER.NS	Difference
Max Drawdown Largest peak-to-trough decline	-68.24%	-59.70%	-8.54%
Max Drawdown (1Y) Largest decline over 1 year	-30.26%	-21.08%	-9.18%
Max Drawdown (5Y) Largest decline over 5 years	-34.48%	-42.71%	+8.23%
Max Drawdown (10Y) Largest decline over 10 years	-34.48%	-42.71%	+8.23%
Current Drawdown Current decline from peak	-17.00%	-23.12%	+6.12%
Average Drawdown Average peak-to-trough decline	-19.25%	-19.63%	+0.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	12.39%	11.11%	+1.28%

Volatility

LLY vs. PFIZER.NS - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 9.04% compared to Pfizer Limited (PFIZER.NS) at 7.81%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than PFIZER.NS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLY	PFIZER.NS	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.04%	7.81%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	26.21%	17.02%	+9.19%
Volatility (1Y) Calculated over the trailing 1-year period	42.44%	26.86%	+15.58%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.14%	23.81%	+8.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.80%	25.84%	+3.96%

Financials