LLY vs. VRTX

Last updated Jun 3, 2026

LLY (Eli Lilly and Company) and VRTX (Vertex Pharmaceuticals Incorporated) are both stocks. Both are in the Healthcare sector — LLY in Drug Manufacturers - General, VRTX in Biotechnology. Over the past 10 years, LLY returned 32.48%/yr vs 16.29%/yr for VRTX. At a 0.27 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, LLY achieves a -0.64% return, which is significantly higher than VRTX's -6.24% return. Over the past 10 years, LLY has outperformed VRTX with an annualized return of 32.48%, while VRTX has yielded a comparatively lower 16.29% annualized return.

LLY

• 1D: -1.67%
• 1M: 10.66%
• YTD: -0.64%
• 6M: 2.07%
• 1Y: 43.44%
• 3Y*: 34.95%
• 5Y*: 40.65%
• 10Y*: 32.48%

VRTX

• 1D: -3.04%
• 1M: 0.28%
• YTD: -6.24%
• 6M: -1.86%
• 1Y: -4.57%
• 3Y*: 8.39%
• 5Y*: 15.02%
• 10Y*: 16.29%

*Multi-year figures are annualized to reflect compound growth (CAGR)

LLY vs. VRTX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LLY Eli Lilly and Company	-0.64%	40.25%	33.30%	60.91%	34.26%	66.08%	31.04%	16.14%	40.45%	17.83%
VRTX Vertex Pharmaceuticals Incorporated	-6.24%	12.58%	-1.03%	40.90%	31.50%	-7.08%	7.94%	32.13%	10.58%	103.42%

Correlation

The correlation between LLY and VRTX is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.36
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.38
Correlation (All Time) Calculated using the full available price history since Jul 25, 1991	0.27

The correlation between LLY and VRTX shifts across timeframes, from 0.27 (all time) to 0.44 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap LLY : $953.37B VRTX : $108.95B
EPS LLY : $28.14 VRTX : $16.87
PE Ratio LLY : 37.81 VRTX : 25.20
PEG Ratio LLY : 0.76 VRTX : 2.10
PS Ratio LLY : 13.23 VRTX : 8.92
PB Ratio LLY : 30.56 VRTX : 4.11
Total Revenue (TTM) LLY : $72.25B VRTX : $12.26B
Gross Profit (TTM) LLY : $59.75B VRTX : $10.57B
EBITDA (TTM) LLY : $32.97B VRTX : $5.19B

Return for Risk

LLY vs. VRTX — Risk / Return Rank

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

LLY

LLY Risk / Return Rank: 72
LLY Sharpe Ratio Rank: 75
LLY Sortino Ratio Rank: 69
LLY Omega Ratio Rank: 70
LLY Calmar Ratio Rank: 73
LLY Martin Ratio Rank: 74

VRTX

VRTX Risk / Return Rank: 33
VRTX Sharpe Ratio Rank: 35
VRTX Sortino Ratio Rank: 31
VRTX Omega Ratio Rank: 31
VRTX Calmar Ratio Rank: 35
VRTX Martin Ratio Rank: 33

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

LLY vs. VRTX - Risk-Adjusted Trends 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.

	LLY	VRTX	Difference
Sharpe ratio Return per unit of total volatility	1.15	-0.14	+1.29
Sortino ratio Return per unit of downside risk	1.71	0.05	+1.66
Omega ratio Gain probability vs. loss probability	1.23	1.01	+0.22
Calmar ratio Return relative to maximum drawdown	1.92	-0.16	+2.08
Martin ratio Return relative to average drawdown	4.78	-0.35	+5.12
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LLY vs. VRTX - Sharpe Ratio Comparison

The current LLY Sharpe Ratio is 1.15, which is higher than the VRTX Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of LLY and VRTX, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	LLY	VRTX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.15	-0.14	+1.29
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.25	0.52	+0.72
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	1.08	0.50	+0.58
Sharpe Ratio (All Time) Calculated using the full available price history	0.57	0.25	+0.32

Drawdowns

LLY vs. VRTX - Drawdown Comparison

The maximum LLY drawdown since its inception was -68.24%, 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.

Drawdown Indicators

	LLY	VRTX	Difference
Max Drawdown Largest peak-to-trough decline	-68.24%	-91.77%	+23.53%
Max Drawdown (1Y) Largest decline over 1 year	-23.64%	-23.56%	-0.08%
Max Drawdown (3Y) Largest decline over 3 years	-34.48%	-29.07%	-5.41%
Max Drawdown (5Y) Largest decline over 5 years	-34.48%	-29.07%	-5.41%
Max Drawdown (10Y) Largest decline over 10 years	-34.48%	-41.60%	+7.12%
Current Drawdown Current decline from peak	-5.56%	-17.74%	+12.18%
Average Drawdown Average peak-to-trough decline	-19.22%	-37.70%	+18.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	9.48%	11.11%	-1.63%

Volatility

LLY vs. VRTX - Volatility Comparison

Eli Lilly and Company (LLY) has a higher volatility of 9.11% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 7.13%. This indicates that LLY's price experiences larger fluctuations and is considered to be riskier than VRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	LLY	VRTX	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.11%	7.13%	+1.98%
Volatility (6M) Calculated over the trailing 6-month period	26.83%	21.76%	+5.07%
Volatility (1Y) Calculated over the trailing 1-year period	37.88%	33.88%	+4.00%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	32.79%	28.90%	+3.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	30.15%	32.83%	-2.68%

Dividends

LLY vs. VRTX - Dividend Comparison

LLY's dividend yield for the trailing twelve months is around 0.61%, while VRTX has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
LLY Eli Lilly and Company	0.61%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%
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%

Financials

LLY vs. VRTX - Profitability Comparison

The chart below illustrates the profitability comparison between Eli Lilly and Company and Vertex Pharmaceuticals Incorporated over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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%.

VRTX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a gross profit of 2.59B and revenue of 2.99B. Therefore, the gross margin over that period was 86.9%.

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%.

VRTX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported an operating income of 1.14B and revenue of 2.99B, resulting in an operating margin of 38.1%.

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%.

VRTX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Vertex Pharmaceuticals Incorporated reported a net income of 1.03B and revenue of 2.99B, resulting in a net margin of 34.5%.

Frequently Asked Questions

Can I hold both LLY and VRTX in my portfolio?

LLY and VRTX have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, LLY or VRTX?

LLY has higher volatility (9.11%) compared to VRTX (7.13%). In terms of maximum drawdown, LLY dropped -68.24% vs VRTX's -91.77%.

Which has better risk-adjusted returns?

LLY currently has the higher Sharpe Ratio (1.15 vs -0.14), 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.