LLY vs. RGR
LLY (Eli Lilly and Company) and RGR (Sturm, Ruger & Company, Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while RGR operates in Aerospace & Defense (Industrials). Over the past 10 years, LLY returned 33.71%/yr vs -0.07%/yr for RGR. At a 0.13 correlation, their price movements are largely independent.
Performance
LLY vs. RGR - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly lower than RGR's 18.37% return. Over the past 10 years, LLY has outperformed RGR with an annualized return of 33.71%, while RGR has yielded a comparatively lower -0.07% annualized return.
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
RGR
- 1D
- -0.80%
- 1M
- -1.21%
- YTD
- 18.37%
- 6M
- 18.77%
- 1Y
- 8.20%
- 3Y*
- -8.15%
- 5Y*
- -9.67%
- 10Y*
- -0.07%
LLY vs. RGR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
RGR Sturm, Ruger & Company, Inc. | 18.37% | -6.13% | -20.91% | -8.04% | -15.41% | 9.30% | 50.28% | -10.14% | -2.84% | 8.65% |
Correlation
The correlation between LLY and RGR is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.10 |
Correlation (All Time) Calculated using the full available price history since May 17, 1993 | 0.13 |
Fundamentals
LLY:
$1.03T
RGR:
$624.87M
LLY:
$28.14
RGR:
-$0.73
LLY:
14.28
RGR:
1.14
LLY:
33.00
RGR:
2.21
LLY:
$72.25B
RGR:
$551.68M
LLY:
$59.75B
RGR:
$79.33M
LLY:
$32.97B
RGR:
-$2.50M
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Return for Risk
LLY vs. RGR — Risk / Return Rank
LLY
RGR
LLY vs. RGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Sturm, Ruger & Company, Inc. (RGR). 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 | RGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.10 | ||
| Sortino ratioReturn per unit of downside risk | +1.38 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.08 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 0.21 | +1.93 |
| Martin ratioReturn relative to average drawdown | 5.32 | 0.47 | +4.85 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LLY | RGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 0.23 | +1.10 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | -0.32 | +1.55 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | -0.00 | +1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.21 | +0.37 |
Drawdowns
LLY vs. RGR - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum RGR drawdown of -79.69%. Use the drawdown chart below to compare losses from any high point for LLY and RGR.
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Drawdown Indicators
| LLY | RGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -79.69% | +11.45% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -38.79% | +15.15% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -46.00% | +11.52% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -60.59% | +26.11% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -60.59% | +26.11% |
Current DrawdownCurrent decline from peak | 0.00% | -47.12% | +47.12% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -31.96% | +12.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 17.56% | -8.07% |
Volatility
LLY vs. RGR - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 9.55% compared to Sturm, Ruger & Company, Inc. (RGR) at 7.14%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than RGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | RGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 7.14% | +2.41% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 19.49% | +7.56% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 35.49% | +2.67% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 30.36% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 33.10% | -2.92% |
Dividends
LLY vs. RGR - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than RGR's 1.01% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
RGR Sturm, Ruger & Company, Inc. | 1.01% | 1.90% | 1.95% | 2.79% | 14.66% | 4.94% | 10.00% | 1.74% | 2.07% | 2.44% | 3.28% | 1.85% |
Financials
LLY vs. RGR - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Sturm, Ruger & Company, Inc.. 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
LLY vs. RGR - Profitability Comparison
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
RGR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported a gross profit of 28.08M and revenue of 141.36M. Therefore, the gross margin over that period was 19.9%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
RGR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported an operating income of -1.95M and revenue of 141.36M, resulting in an operating margin of -1.4%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
RGR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sturm, Ruger & Company, Inc. reported a net income of 128.00K and revenue of 141.36M, resulting in a net margin of 0.1%.
Frequently Asked Questions
LLY and RGR have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.55%) compared to RGR (7.14%). In terms of maximum drawdown, LLY dropped -68.24% vs RGR's -79.69%.
LLY currently has the higher Sharpe Ratio (1.33 vs 0.23), 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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