LLY vs. TDG
LLY (Eli Lilly and Company) and TDG (TransDigm Group Incorporated) are both stocks. LLY operates in Drug Manufacturers - General (Healthcare), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, LLY returned 33.45%/yr vs 22.72%/yr for TDG. At a 0.26 correlation, their price movements are largely independent.
Performance
LLY vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, LLY achieves a 5.78% return, which is significantly higher than TDG's -5.55% return. Over the past 10 years, LLY has outperformed TDG with an annualized return of 33.45%, while TDG has yielded a comparatively lower 22.72% annualized return.
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
TDG
- 1D
- -0.12%
- 1M
- 4.55%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.51%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
LLY vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between LLY and TDG is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2006 | 0.26 |
The correlation between LLY and TDG shifts across timeframes, from 0.12 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LLY:
$1.02T
TDG:
$73.10B
LLY:
$28.14
TDG:
$34.79
LLY:
40.26
TDG:
36.10
LLY:
0.81
TDG:
1.07
LLY:
14.08
TDG:
7.69
LLY:
$72.25B
TDG:
$9.50B
LLY:
$59.75B
TDG:
$5.61B
LLY:
$32.97B
TDG:
$4.78B
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Return for Risk
LLY vs. TDG — Risk / Return Rank
LLY
TDG
LLY vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and TransDigm Group Incorporated (TDG). 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 | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.30 | ||
| Sortino ratioReturn per unit of downside risk | +1.74 | ||
| Omega ratioGain probability vs. loss probability | 1.22 | 0.98 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | -0.26 | +1.98 |
| Martin ratioReturn relative to average drawdown | 4.28 | -0.44 | +4.72 |
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Drawdowns
LLY vs. TDG - Drawdown Comparison
The maximum LLY drawdown since its inception was -68.24%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for LLY and TDG.
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Drawdown Indicators
| LLY | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.24% | -62.64% | -5.60% |
Max Drawdown (1Y)Largest decline over 1 year | -23.64% | -25.30% | +1.66% |
Max Drawdown (3Y)Largest decline over 3 years | -34.48% | -25.30% | -9.18% |
Max Drawdown (5Y)Largest decline over 5 years | -34.48% | -25.30% | -9.18% |
Max Drawdown (10Y)Largest decline over 10 years | -34.48% | -62.64% | +28.16% |
Current DrawdownCurrent decline from peak | -2.41% | -17.18% | +14.77% |
Average DrawdownAverage peak-to-trough decline | -19.21% | -7.95% | -11.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.49% | 14.75% | -5.26% |
Volatility
LLY vs. TDG - Volatility Comparison
The current volatility for Eli Lilly and Company (LLY) is 9.27%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LLY | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.27% | 9.84% | -0.57% |
Volatility (6M)Calculated over the trailing 6-month period | 27.16% | 21.88% | +5.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.01% | 28.32% | +9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.46% | 27.96% | +4.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.19% | 33.83% | -3.64% |
Dividends
LLY vs. TDG - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.57%, less than TDG's 7.17% 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% |
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
Financials
LLY vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between Eli Lilly and Company and TransDigm Group Incorporated. 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. TDG - 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%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
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%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
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%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
LLY and TDG have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to LLY (9.27%). In terms of maximum drawdown, LLY dropped -68.24% vs TDG's -62.64%.
LLY currently has the higher Sharpe Ratio (1.07 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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