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

Correlation

The correlation between LSF and LLY is 0.36, 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.


Performance

LSF vs. LLY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

LSF:

1.89

LLY:

-0.12

Sortino Ratio

LSF:

2.68

LLY:

0.14

Omega Ratio

LSF:

1.32

LLY:

1.02

Calmar Ratio

LSF:

1.88

LLY:

-0.13

Martin Ratio

LSF:

6.68

LLY:

-0.26

Ulcer Index

LSF:

26.96%

LLY:

12.87%

Daily Std Dev

LSF:

101.28%

LLY:

38.26%

Max Drawdown

LSF:

-98.88%

LLY:

-68.27%

Current Drawdown

LSF:

-87.01%

LLY:

-23.36%

Fundamentals

Market Cap

LSF:

$76.42M

LLY:

$669.76B

EPS

LSF:

-$0.09

LLY:

$11.81

PS Ratio

LSF:

1.77

LLY:

13.67

PB Ratio

LSF:

5.73

LLY:

42.48

Total Revenue (TTM)

LSF:

$27.17M

LLY:

$49.00B

Gross Profit (TTM)

LSF:

$18.61M

LLY:

$40.03B

EBITDA (TTM)

LSF:

-$3.13M

LLY:

$16.67B

Returns By Period

The year-to-date returns for both stocks are quite close, with LSF having a -4.70% return and LLY slightly lower at -4.85%.


LSF

YTD

-4.70%

1M

44.98%

6M

-14.37%

1Y

188.85%

5Y*

N/A

10Y*

N/A

LLY

YTD

-4.85%

1M

-3.16%

6M

-6.42%

1Y

-6.38%

5Y*

37.37%

10Y*

28.29%

*Annualized

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Risk-Adjusted Performance

LSF vs. LLY — Risk-Adjusted Performance Rank

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

LSF
The Risk-Adjusted Performance Rank of LSF is 9292
Overall Rank
The Sharpe Ratio Rank of LSF is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of LSF is 9393
Sortino Ratio Rank
The Omega Ratio Rank of LSF is 8989
Omega Ratio Rank
The Calmar Ratio Rank of LSF is 9292
Calmar Ratio Rank
The Martin Ratio Rank of LSF is 9090
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4242
Overall Rank
The Sharpe Ratio Rank of LLY is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 4040
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 4040
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4242
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4545
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.

LSF vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Laird Superfood, Inc. (LSF) and Eli Lilly and Company (LLY). 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.


The current LSF Sharpe Ratio is 1.89, which is higher than the LLY Sharpe Ratio of -0.12. The chart below compares the historical Sharpe Ratios of LSF and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

LSF vs. LLY - Dividend Comparison

LSF has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.76%.


TTM20242023202220212020201920182017201620152014
LSF
Laird Superfood, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.76%0.67%0.78%1.07%1.23%1.75%1.96%1.94%2.46%2.77%2.37%2.84%

Drawdowns

LSF vs. LLY - Drawdown Comparison

The maximum LSF drawdown since its inception was -98.88%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for LSF and LLY. For additional features, visit the drawdowns tool.


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Volatility

LSF vs. LLY - Volatility Comparison

The current volatility for Laird Superfood, Inc. (LSF) is 12.33%, while Eli Lilly and Company (LLY) has a volatility of 22.02%. This indicates that LSF experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

LSF vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Laird Superfood, Inc. and Eli Lilly and Company. 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
2.86M
12.73B
(LSF) Total Revenue
(LLY) Total Revenue
Values in USD except per share items