LLY vs. STRL
LLY (Eli Lilly and Company) and STRL (Sterling Construction Company, Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while STRL operates in Engineering & Construction (Industrials). Over the past 10 years, LLY returned 33.71%/yr vs 68.46%/yr for STRL. At a 0.14 correlation, their price movements are largely independent.
Performance
LLY vs. STRL - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, LLY achieves a 7.29% return, which is significantly lower than STRL's 191.24% return. Over the past 10 years, LLY has underperformed STRL with an annualized return of 33.71%, while STRL has yielded a comparatively higher 68.46% 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%
STRL
- 1D
- 1.07%
- 1M
- 5.57%
- YTD
- 191.24%
- 6M
- 174.74%
- 1Y
- 332.96%
- 3Y*
- 155.47%
- 5Y*
- 104.86%
- 10Y*
- 68.46%
LLY vs. STRL - 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% |
STRL Sterling Construction Company, Inc. | 191.24% | 81.79% | 91.57% | 168.08% | 24.71% | 41.32% | 32.17% | 29.29% | -33.11% | 92.43% |
Correlation
The correlation between LLY and STRL 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 | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Aug 21, 1995 | 0.14 |
The correlation between LLY and STRL shifts across timeframes, from 0.03 (1 year) to 0.16 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.03T
STRL:
$27.68B
LLY:
$28.14
STRL:
$11.19
LLY:
40.83
STRL:
79.71
LLY:
0.82
STRL:
1.70
LLY:
14.28
STRL:
9.58
LLY:
33.00
STRL:
23.27
LLY:
$72.25B
STRL:
$2.88B
LLY:
$59.75B
STRL:
$664.66M
LLY:
$32.97B
STRL:
$429.99M
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. STRL — Risk / Return Rank
LLY
STRL
LLY vs. STRL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Sterling Construction Company, Inc. (STRL). 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 | STRL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.80 | ||
| Sortino ratioReturn per unit of downside risk | -2.30 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.56 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | 2.14 | 10.82 | -8.68 |
| Martin ratioReturn relative to average drawdown | 5.32 | 30.19 | -24.87 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| LLY | STRL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.33 | 4.13 | -2.80 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.23 | 1.85 | -0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 1.12 | 1.29 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.58 | 0.27 | +0.31 |
Drawdowns
LLY vs. STRL - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, smaller than the maximum STRL drawdown of -92.51%. Use the drawdown chart below to compare losses from any high point for LLY and STRL.
Loading charts...
Drawdown Indicators
| LLY | STRL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -92.51% | +24.27% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -31.02% | +7.38% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -47.67% | +13.19% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -47.67% | +13.19% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -59.60% | +25.12% |
Current DrawdownCurrent decline from peak | 0.00% | -10.25% | +10.25% |
Average DrawdownAverage peak-to-trough decline | -19.22% | -46.31% | +27.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 11.09% | -1.60% |
Volatility
LLY vs. STRL - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.55%, while Sterling Construction Company, Inc. (STRL) has a volatility of 24.22%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than STRL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| LLY | STRL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.55% | 24.22% | -14.67% |
Volatility (6M)Calculated over the trailing 6-month period | 27.05% | 63.81% | -36.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.16% | 81.49% | -43.33% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.54% | 56.99% | -24.45% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.18% | 53.42% | -23.24% |
Dividends
LLY vs. STRL - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, while STRL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
STRL Sterling Construction Company, Inc. | 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. STRL - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and Sterling Construction 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. STRL - 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%.
STRL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a gross profit of 194.30M and revenue of 825.68M. Therefore, the gross margin over that period was 23.5%.
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%.
STRL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported an operating income of 2.36M and revenue of 825.68M, resulting in an operating margin of 0.3%.
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%.
STRL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sterling Construction Company, Inc. reported a net income of 95.97M and revenue of 825.68M, resulting in a net margin of 11.6%.
Frequently Asked Questions
LLY and STRL 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.
STRL has higher volatility (24.22%) compared to LLY (9.55%). In terms of maximum drawdown, LLY dropped -68.24% vs STRL's -92.51%.
STRL currently has the higher Sharpe Ratio (4.13 vs 1.33), 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 STRL
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