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LLY vs. VRTX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between LLY and VRTX is 0.26, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

LLY vs. VRTX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Eli Lilly and Company (LLY) and Vertex Pharmaceuticals Incorporated (VRTX). The values are adjusted to include any dividend payments, if applicable.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-17.12%
-13.93%
LLY
VRTX

Key characteristics

Sharpe Ratio

LLY:

0.52

VRTX:

-0.11

Sortino Ratio

LLY:

0.93

VRTX:

0.02

Omega Ratio

LLY:

1.12

VRTX:

1.00

Calmar Ratio

LLY:

0.67

VRTX:

-0.12

Martin Ratio

LLY:

1.67

VRTX:

-0.32

Ulcer Index

LLY:

9.68%

VRTX:

8.56%

Daily Std Dev

LLY:

31.10%

VRTX:

24.76%

Max Drawdown

LLY:

-68.27%

VRTX:

-91.77%

Current Drawdown

LLY:

-24.28%

VRTX:

-18.33%

Fundamentals

Market Cap

LLY:

$652.65B

VRTX:

$108.68B

EPS

LLY:

$9.29

VRTX:

-$1.94

PEG Ratio

LLY:

0.72

VRTX:

1.10

Total Revenue (TTM)

LLY:

$31.51B

VRTX:

$8.09B

Gross Profit (TTM)

LLY:

$25.63B

VRTX:

$6.99B

EBITDA (TTM)

LLY:

$9.48B

VRTX:

-$699.50M

Returns By Period

In the year-to-date period, LLY achieves a -5.99% return, which is significantly lower than VRTX's 4.79% return. Over the past 10 years, LLY has outperformed VRTX with an annualized return of 28.49%, while VRTX has yielded a comparatively lower 12.94% annualized return.


LLY

YTD

-5.99%

1M

-5.48%

6M

-15.94%

1Y

16.21%

5Y*

40.66%

10Y*

28.49%

VRTX

YTD

4.79%

1M

6.22%

6M

-14.90%

1Y

-2.99%

5Y*

12.51%

10Y*

12.94%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

LLY vs. VRTX — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

LLY
The Risk-Adjusted Performance Rank of LLY is 6363
Overall Rank
The Sharpe Ratio Rank of LLY is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5757
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6363
Martin Ratio Rank

VRTX
The Risk-Adjusted Performance Rank of VRTX is 3636
Overall Rank
The Sharpe Ratio Rank of VRTX is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of VRTX is 3232
Sortino Ratio Rank
The Omega Ratio Rank of VRTX is 3232
Omega Ratio Rank
The Calmar Ratio Rank of VRTX is 3939
Calmar Ratio Rank
The Martin Ratio Rank of VRTX is 3939
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

LLY vs. VRTX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Eli Lilly and Company (LLY) and Vertex Pharmaceuticals Incorporated (VRTX). 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.


Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 0.52, compared to the broader market-2.000.002.004.000.52-0.11
The chart of Sortino ratio for LLY, currently valued at 0.93, compared to the broader market-4.00-2.000.002.004.006.000.930.02
The chart of Omega ratio for LLY, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.00
The chart of Calmar ratio for LLY, currently valued at 0.67, compared to the broader market0.002.004.006.000.67-0.12
The chart of Martin ratio for LLY, currently valued at 1.67, compared to the broader market-10.000.0010.0020.0030.001.67-0.32
LLY
VRTX

The current LLY Sharpe Ratio is 0.52, which is higher than the VRTX Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of LLY and VRTX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
0.52
-0.11
LLY
VRTX

Dividends

LLY vs. VRTX - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.72%, while VRTX has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%
VRTX
Vertex Pharmaceuticals Incorporated
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

LLY vs. VRTX - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.27%, smaller than the maximum VRTX drawdown of -91.77%. Use the drawdown chart below to compare losses from any high point for LLY and VRTX. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-24.28%
-18.33%
LLY
VRTX

Volatility

LLY vs. VRTX - Volatility Comparison

The current volatility for Eli Lilly and Company (LLY) is 10.25%, while Vertex Pharmaceuticals Incorporated (VRTX) has a volatility of 14.28%. This indicates that LLY experiences smaller price fluctuations and is considered to be less risky than VRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
10.25%
14.28%
LLY
VRTX

Financials

LLY vs. VRTX - Financials Comparison

This section allows you to compare key financial metrics between Eli Lilly and Company and Vertex Pharmaceuticals 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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