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

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.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-5.88%
0.83%
LLY
VRTX

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

YTD

30.09%

1M

-16.72%

6M

-5.88%

1Y

27.97%

5Y (annualized)

47.40%

10Y (annualized)

29.82%

VRTX

YTD

10.90%

1M

-5.62%

6M

0.83%

1Y

27.19%

5Y (annualized)

15.71%

10Y (annualized)

15.05%

Fundamentals


LLYVRTX
Market Cap$715.22B$116.20B
EPS$9.57-$1.90
PEG Ratio0.691.18
Total Revenue (TTM)$40.86B$10.61B
Gross Profit (TTM)$33.33B$9.14B
EBITDA (TTM)$12.51B$517.70M

Key characteristics


LLYVRTX
Sharpe Ratio0.901.08
Sortino Ratio1.421.78
Omega Ratio1.191.23
Calmar Ratio1.111.99
Martin Ratio4.114.68
Ulcer Index6.54%5.65%
Daily Std Dev29.90%24.58%
Max Drawdown-68.27%-91.77%
Current Drawdown-21.39%-12.68%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for LLY, currently valued at 0.90, compared to the broader market-4.00-2.000.002.004.000.901.08
The chart of Sortino ratio for LLY, currently valued at 1.42, compared to the broader market-4.00-2.000.002.004.001.421.78
The chart of Omega ratio for LLY, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.23
The chart of Calmar ratio for LLY, currently valued at 1.11, compared to the broader market0.002.004.006.001.111.99
The chart of Martin ratio for LLY, currently valued at 4.11, compared to the broader market-10.000.0010.0020.0030.004.114.68
LLY
VRTX

The current LLY Sharpe Ratio is 0.90, which is comparable to the VRTX Sharpe Ratio of 1.08. 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.90
1.08
LLY
VRTX

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.


TTM20232022202120202019201820172016201520142013
LLY
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%
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%JuneJulyAugustSeptemberOctoberNovember
-21.39%
-12.68%
LLY
VRTX

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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
11.78%
10.32%
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