LLY vs. T
LLY (Eli Lilly and Company) and T (AT&T Inc.) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while T operates in Telecom Services (Communication Services). Over the past 10 years, LLY returned 32.37%/yr vs 2.10%/yr for T. At a 0.28 correlation, their price movements are largely independent.
Performance
LLY vs. T - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 7.08% return, which is significantly higher than T's -7.04% return. Over the past 10 years, LLY has outperformed T with an annualized return of 32.37%, while T has yielded a comparatively lower 2.10% annualized return.
LLY
- 1D
- -2.73%
- 1M
- 4.40%
- 6M
- 10.82%
- YTD
- 7.08%
- 1Y
- 49.67%
- 3Y*
- 36.36%
- 5Y*
- 38.34%
- 10Y*
- 32.37%
- ALL TIME*
- 16.05%
T
- 1D
- 0.64%
- 1M
- 2.62%
- 6M
- -2.84%
- YTD
- -7.04%
- 1Y
- -13.37%
- 3Y*
- 20.93%
- 5Y*
- 7.13%
- 10Y*
- 2.10%
- ALL TIME*
- 9.35%
LLY vs. T - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 7.08% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
T AT&T Inc. | -7.04% | 13.97% | 44.08% | -2.74% | 5.76% | -8.09% | -21.37% | 45.55% | -22.25% | -4.01% |
Correlation
The correlation between LLY and T 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 | 0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.10 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984 | 0.28 |
Over the past year, the correlation between LLY and T has dropped to 0.03 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
LLY:
$1.08T
T:
$152.52B
LLY:
$28.16
T:
$3.05
LLY:
40.73
T:
7.19
LLY:
0.82
T:
0.30
LLY:
14.25
T:
1.25
LLY:
$72.25B
T:
$125.65B
LLY:
$59.75B
T:
$105.41B
LLY:
$32.97B
T:
$54.70B
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Return for Risk
LLY vs. T — Risk / Return Rank
LLY
T
LLY vs. T - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and AT&T Inc. (T). 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 | T | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.86 | ||
| Sortino ratioReturn per unit of downside risk | +2.57 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 0.92 | +0.33 |
| Calmar ratioReturn relative to maximum drawdown | 2.15 | -0.46 | +2.62 |
| Martin ratioReturn relative to average drawdown | 5.36 | -1.03 | +6.39 |
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Drawdowns
LLY vs. T - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for LLY and T.
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Drawdown Indicators
| LLY | T | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -64.15% | -4.09% |
Max Drawdown (1Y)Largest decline over 1 year | -23.18% | -28.89% | +5.71% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -28.89% | -5.59% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -32.01% | -2.47% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -42.35% | +7.87% |
Current DrawdownCurrent decline from peak | -7.18% | -21.57% | +14.39% |
Average DrawdownAverage peak-to-trough decline | -19.18% | -15.74% | -3.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 12.94% | -3.65% |
Volatility
LLY vs. T - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 10.15% compared to AT&T Inc. (T) at 9.59%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | T | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.15% | 9.59% | +0.56% |
Volatility (6M)Calculated over the trailing 6-month period | 27.46% | 19.91% | +7.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.57% | 23.72% | +14.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.56% | 24.38% | +8.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.33% | 23.92% | +6.41% |
Dividends
LLY vs. T - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.56%, less than T's 6.58% 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% |
T AT&T Inc. | 6.58% | 4.47% | 4.87% | 6.62% | 6.66% | 8.46% | 7.23% | 5.22% | 7.01% | 5.04% | 4.51% | 5.46% |
Financials
LLY vs. T - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and AT&T 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
Frequently Asked Questions
LLY and T 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.
LLY has higher volatility (10.15%) compared to T (9.59%). In terms of maximum drawdown, LLY dropped -68.24% vs T's -64.15%.
LLY currently has the higher Sharpe Ratio (1.30 vs -0.57), 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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