LLY vs. SII
LLY (Eli Lilly and Company) and SII (Sprott Inc) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while SII operates in Asset Management (Financial Services). Over the past 5 years, LLY returned 39.59%/yr vs 25.04%/yr for SII. At a 0.08 correlation, their price movements are largely independent.
Performance
LLY vs. SII - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly lower than SII's 22.00% return.
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
SII
- 1D
- 2.63%
- 1M
- -7.65%
- YTD
- 22.00%
- 6M
- 27.36%
- 1Y
- 90.72%
- 3Y*
- 56.34%
- 5Y*
- 25.04%
- 10Y*
- —
LLY vs. SII - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 4.73% |
SII Sprott Inc | 22.00% | 137.17% | 27.39% | 5.00% | -24.09% | 59.43% | -19.45% |
Correlation
The correlation between LLY and SII is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since Jun 29, 2020 | 0.08 |
Fundamentals
LLY:
$1.02T
SII:
$2.20B
LLY:
$28.14
SII:
$3.53
LLY:
40.26
SII:
33.69
LLY:
0.81
SII:
0.90
LLY:
14.08
SII:
7.55
LLY:
32.54
SII:
5.78
LLY:
$72.25B
SII:
$377.77M
LLY:
$59.75B
SII:
$278.09M
LLY:
$32.97B
SII:
$120.39M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
LLY vs. SII — Risk / Return Rank
LLY
SII
LLY vs. SII - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Sprott Inc (SII). 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 | SII | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.87 | ||
| Sortino ratioReturn per unit of downside risk | -0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 1.33 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 2.84 | -1.11 |
| Martin ratioReturn relative to average drawdown | 4.28 | 7.83 | -3.54 |
Loading charts...
Drawdowns
LLY vs. SII - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than SII's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for LLY and SII.
Loading charts...
Drawdown Indicators
| LLY | SII | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -47.81% | -20.43% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -32.00% | +8.36% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -32.00% | -2.48% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -47.81% | +13.33% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | — | — |
Current DrawdownCurrent decline from peak | -2.41% | -28.38% | +25.97% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -21.08% | +1.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 11.57% | -2.08% |
Volatility
LLY vs. SII - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while Sprott Inc (SII) has a volatility of 12.83%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than SII based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | SII | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 12.83% | -3.56% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 40.12% | -12.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 46.77% | -8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 37.64% | -5.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 37.67% | -7.48% |
Dividends
LLY vs. SII - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than SII's 1.26% 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% |
SII Sprott Inc | 1.26% | 1.33% | 2.49% | 2.95% | 3.00% | 2.22% | 1.66% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
LLY vs. SII - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Sprott 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. SII - 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%.
SII - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a gross profit of 131.24M and revenue of 143.35M. Therefore, the gross margin over that period was 91.6%.
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%.
SII - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported an operating income of 41.26M and revenue of 143.35M, resulting in an operating margin of 28.8%.
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%.
SII - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sprott Inc reported a net income of 28.81M and revenue of 143.35M, resulting in a net margin of 20.1%.
Frequently Asked Questions
LLY and SII have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SII has higher volatility (12.83%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs SII's -47.81%.
SII currently has the higher Sharpe Ratio (1.94 vs 1.07), 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.
Find the right allocation for LLY and SII
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer