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

Correlation

The correlation between LU and LLY is -0.01. 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.


-0.50.00.51.0-0.0

Performance

LU vs. LLY - Performance Comparison

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

-20.00%0.00%20.00%40.00%AugustSeptemberOctoberNovemberDecember2025
-10.30%
-15.11%
LU
LLY

Key characteristics

Sharpe Ratio

LU:

1.88

LLY:

0.52

Sortino Ratio

LU:

2.91

LLY:

0.93

Omega Ratio

LU:

1.36

LLY:

1.12

Calmar Ratio

LU:

1.68

LLY:

0.67

Martin Ratio

LU:

7.31

LLY:

1.67

Ulcer Index

LU:

22.14%

LLY:

9.68%

Daily Std Dev

LU:

86.10%

LLY:

31.10%

Max Drawdown

LU:

-96.68%

LLY:

-68.27%

Current Drawdown

LU:

-91.31%

LLY:

-24.28%

Fundamentals

Market Cap

LU:

$2.18B

LLY:

$652.65B

EPS

LU:

-$0.74

LLY:

$9.29

Total Revenue (TTM)

LU:

$14.67B

LLY:

$31.51B

Gross Profit (TTM)

LU:

$6.58B

LLY:

$25.63B

EBITDA (TTM)

LU:

-$1.67B

LLY:

$9.48B

Returns By Period

In the year-to-date period, LU achieves a 5.44% return, which is significantly higher than LLY's -5.99% return.


LU

YTD

5.44%

1M

4.13%

6M

-10.32%

1Y

154.83%

5Y*

N/A

10Y*

N/A

LLY

YTD

-5.99%

1M

-5.10%

6M

-15.11%

1Y

17.18%

5Y*

40.98%

10Y*

28.47%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

LU vs. LLY — Risk-Adjusted Performance Rank

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

LU
The Risk-Adjusted Performance Rank of LU is 8989
Overall Rank
The Sharpe Ratio Rank of LU is 9292
Sharpe Ratio Rank
The Sortino Ratio Rank of LU is 9191
Sortino Ratio Rank
The Omega Ratio Rank of LU is 8989
Omega Ratio Rank
The Calmar Ratio Rank of LU is 8888
Calmar Ratio Rank
The Martin Ratio Rank of LU is 8787
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6363
Overall Rank
The Sharpe Ratio Rank of LLY is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 5858
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 5757
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6464
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.

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.


Sharpe ratio
The chart of Sharpe ratio for LU, currently valued at 1.88, compared to the broader market-2.000.002.004.001.880.52
The chart of Sortino ratio for LU, currently valued at 2.91, compared to the broader market-4.00-2.000.002.004.002.910.93
The chart of Omega ratio for LU, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.12
The chart of Calmar ratio for LU, currently valued at 1.68, compared to the broader market0.002.004.006.001.680.67
The chart of Martin ratio for LU, currently valued at 7.31, compared to the broader market-10.000.0010.0020.0030.007.311.67
LU
LLY

The current LU Sharpe Ratio is 1.88, which is higher than the LLY Sharpe Ratio of 0.52. The chart below compares the historical Sharpe Ratios of LU 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.


Rolling 12-month Sharpe Ratio0.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.88
0.52
LU
LLY

Dividends

LU vs. LLY - Dividend Comparison

LU's dividend yield for the trailing twelve months is around 96.03%, more than LLY's 0.72% yield.


TTM20242023202220212020201920182017201620152014
LU
Lufax Holding Ltd
96.03%101.26%11.60%26.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
LLY
Eli Lilly and Company
0.72%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

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.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-91.31%
-24.28%
LU
LLY

Volatility

LU vs. LLY - Volatility Comparison

Lufax Holding Ltd (LU) and Eli Lilly and Company (LLY) have volatilities of 10.17% and 10.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


0.00%10.00%20.00%30.00%40.00%AugustSeptemberOctoberNovemberDecember2025
10.17%
10.25%
LU
LLY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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