LLY vs. VRTX
Compare and contrast key facts about Eli Lilly and Company (LLY) and Vertex Pharmaceuticals Incorporated (VRTX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LLY or VRTX.
Performance
LLY vs. VRTX - Performance Comparison
Returns By Period
In the year-to-date period, LLY achieves a 30.09% return, which is significantly higher than VRTX's 10.90% return. Over the past 10 years, LLY has outperformed VRTX with an annualized return of 29.82%, while VRTX has yielded a comparatively lower 15.05% annualized return.
LLY
30.09%
-16.72%
-5.88%
27.97%
47.40%
29.82%
VRTX
10.90%
-5.62%
0.83%
27.19%
15.71%
15.05%
Fundamentals
LLY | VRTX | |
---|---|---|
Market Cap | $715.22B | $116.20B |
EPS | $9.57 | -$1.90 |
PEG Ratio | 0.69 | 1.18 |
Total Revenue (TTM) | $40.86B | $10.61B |
Gross Profit (TTM) | $33.33B | $9.14B |
EBITDA (TTM) | $12.51B | $517.70M |
Key characteristics
LLY | VRTX | |
---|---|---|
Sharpe Ratio | 0.90 | 1.08 |
Sortino Ratio | 1.42 | 1.78 |
Omega Ratio | 1.19 | 1.23 |
Calmar Ratio | 1.11 | 1.99 |
Martin Ratio | 4.11 | 4.68 |
Ulcer Index | 6.54% | 5.65% |
Daily Std Dev | 29.90% | 24.58% |
Max Drawdown | -68.27% | -91.77% |
Current Drawdown | -21.39% | -12.68% |
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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.
Risk-Adjusted Performance
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.
Dividends
LLY vs. VRTX - Dividend Comparison
LLY's dividend yield for the trailing twelve months is around 0.69%, while VRTX has not paid dividends to shareholders.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Eli Lilly and Company | 0.69% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
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.
Volatility
LLY vs. VRTX - Volatility Comparison
Eli Lilly and Company (LLY) has a higher volatility of 11.78% compared to Vertex Pharmaceuticals Incorporated (VRTX) at 10.32%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities