LLY vs. RHM.DE
LLY (Eli Lilly and Company) and RHM.DE (Rheinmetall AG) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while RHM.DE operates in Aerospace & Defense (Industrials). Over the past 10 years, LLY returned 33.36%/yr vs 37.93%/yr for RHM.DE. At a 0.16 correlation, their price movements are largely independent.
Performance
LLY vs. RHM.DE - Performance Comparison
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Different Trading Currencies
LLY is traded in USD, while RHM.DE is traded in EUR. To make them comparable, the RHM.DE values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, LLY achieves a 5.64% return, which is significantly higher than RHM.DE's -23.89% return. Over the past 10 years, LLY has underperformed RHM.DE with an annualized return of 33.36%, while RHM.DE has yielded a comparatively higher 37.93% annualized return.
LLY
- 1D
- 0.55%
- 1M
- 19.50%
- YTD
- 5.64%
- 6M
- 12.37%
- 1Y
- 48.00%
- 3Y*
- 37.66%
- 5Y*
- 42.48%
- 10Y*
- 33.36%
RHM.DE
- 1D
- -0.74%
- 1M
- -2.80%
- YTD
- -23.89%
- 6M
- -21.63%
- 1Y
- -31.48%
- 3Y*
- 77.59%
- 5Y*
- 69.25%
- 10Y*
- 37.93%
LLY vs. RHM.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.64% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
RHM.DE Rheinmetall AG | -23.89% | 188.18% | 104.13% | 61.77% | 115.57% | -9.52% | 0.05% | 32.69% | -29.51% | 92.32% |
Correlation
The correlation between LLY and RHM.DE is 0.03, 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 | 0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since May 29, 2007 | 0.16 |
The correlation between LLY and RHM.DE shifts across timeframes, from 0.03 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
LLY vs. RHM.DE — Risk / Return Rank
LLY
RHM.DE
LLY vs. RHM.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Rheinmetall AG (RHM.DE). 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 | RHM.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.71 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.90 | +0.35 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.76 | +2.84 |
| Martin ratioReturn relative to average drawdown | 5.16 | -1.73 | +6.89 |
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 | RHM.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.29 | -0.72 | +2.01 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.30 | 1.59 | -0.30 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.11 | 0.97 | +0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.43 | +0.14 |
Drawdowns
LLY vs. RHM.DE - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum RHM.DE drawdown of -78.19%. Use the drawdown chart below to compare losses from any high point for LLY and RHM.DE.
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Drawdown Indicators
| LLY | RHM.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -78.19% | +9.95% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -43.61% | +19.97% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -43.61% | +9.13% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -43.61% | +9.13% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -66.25% | +31.77% |
Current DrawdownCurrent decline from peak | 0.00% | -40.14% | +40.14% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -23.65% | +4.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 19.15% | -9.66% |
Volatility
LLY vs. RHM.DE - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.72%, while Rheinmetall AG (RHM.DE) has a volatility of 16.73%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than RHM.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | RHM.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.72% | 16.73% | -7.01% |
Volatility (6M)Calculated over the trailing 6-month period | 27.08% | 34.52% | -7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.06% | 46.07% | -8.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.83% | 42.83% | -10.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.17% | 38.83% | -8.66% |
Dividends
LLY vs. RHM.DE - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than RHM.DE's 0.97% yield.
| 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% |
RHM.DE Rheinmetall AG | 0.97% | 0.52% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% |
Financials
LLY vs. RHM.DE - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Rheinmetall AG. 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 RHM.DE have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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