LU vs. LLY
Compare and contrast key facts about Lufax Holding Ltd (LU) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: LU or LLY.
Key characteristics
| LU | LLY | |
|---|---|---|
| YTD Return | 69.60% | 35.53% |
| 1Y Return | 30.30% | 34.24% |
| 3Y Return (Ann) | -40.02% | 46.34% |
| Sharpe Ratio | 0.64 | 1.17 |
| Sortino Ratio | 1.67 | 1.77 |
| Omega Ratio | 1.20 | 1.24 |
| Calmar Ratio | 0.60 | 1.79 |
| Martin Ratio | 2.57 | 5.73 |
| Ulcer Index | 22.49% | 5.98% |
| Daily Std Dev | 90.79% | 29.20% |
| Max Drawdown | -96.68% | -68.27% |
| Current Drawdown | -91.97% | -18.10% |
Fundamentals
| LU | LLY | |
|---|---|---|
| Market Cap | $2.33B | $777.36B |
| EPS | -$0.76 | $9.24 |
| Total Revenue (TTM) | $20.24B | $40.86B |
| Gross Profit (TTM) | $10.84B | $33.33B |
| EBITDA (TTM) | -$1.27B | $13.78B |
Correlation
The correlation between LU and LLY is -0.02. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.
Performance
LU vs. LLY - Performance Comparison
In the year-to-date period, LU achieves a 69.60% return, which is significantly higher than LLY's 35.53% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
LU vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Lufax Holding Ltd (LU) 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.
Dividends
LU vs. LLY - Dividend Comparison
LU's dividend yield for the trailing twelve months is around 103.86%, more than LLY's 0.66% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LU Lufax Holding Ltd | 103.86% | 11.60% | 26.29% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.66% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
LU vs. LLY - Drawdown Comparison
The maximum LU drawdown since its inception was -96.68%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for LU and LLY. For additional features, visit the drawdowns tool.
Volatility
LU vs. LLY - Volatility Comparison
Lufax Holding Ltd (LU) has a higher volatility of 15.24% compared to Eli Lilly and Company (LLY) at 10.07%. This indicates that LU's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
LU vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Lufax Holding Ltd 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.
Total Revenue: Total amount of money received from sales and other business activities