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

Correlation

The correlation between MBUU and LLY is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.4

Performance

MBUU vs. LLY - Performance Comparison

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

0.00%500.00%1,000.00%1,500.00%2,000.00%NovemberDecember2025FebruaryMarchApril
62.48%
1,950.09%
MBUU
LLY

Key characteristics

Sharpe Ratio

MBUU:

-0.32

LLY:

0.54

Sortino Ratio

MBUU:

-0.16

LLY:

1.01

Omega Ratio

MBUU:

0.98

LLY:

1.13

Calmar Ratio

MBUU:

-0.21

LLY:

0.79

Martin Ratio

MBUU:

-0.87

LLY:

1.61

Ulcer Index

MBUU:

17.41%

LLY:

12.05%

Daily Std Dev

MBUU:

47.71%

LLY:

36.25%

Max Drawdown

MBUU:

-72.62%

LLY:

-68.27%

Current Drawdown

MBUU:

-68.63%

LLY:

-7.55%

Fundamentals

Market Cap

MBUU:

$566.28M

LLY:

$794.31B

EPS

MBUU:

-$4.35

LLY:

$11.68

PEG Ratio

MBUU:

2.26

LLY:

1.41

PS Ratio

MBUU:

0.77

LLY:

17.63

PB Ratio

MBUU:

1.11

LLY:

55.97

Total Revenue (TTM)

MBUU:

$530.57M

LLY:

$36.27B

Gross Profit (TTM)

MBUU:

$76.42M

LLY:

$29.53B

EBITDA (TTM)

MBUU:

-$9.07M

LLY:

$12.51B

Returns By Period

In the year-to-date period, MBUU achieves a -23.28% return, which is significantly lower than LLY's 14.78% return. Over the past 10 years, MBUU has underperformed LLY with an annualized return of 3.15%, while LLY has yielded a comparatively higher 31.05% annualized return.


MBUU

YTD

-23.28%

1M

-2.47%

6M

-28.83%

1Y

-15.55%

5Y*

-3.75%

10Y*

3.15%

LLY

YTD

14.78%

1M

7.54%

6M

-0.58%

1Y

21.37%

5Y*

43.19%

10Y*

31.05%

*Annualized

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Risk-Adjusted Performance

MBUU vs. LLY — Risk-Adjusted Performance Rank

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

MBUU
The Risk-Adjusted Performance Rank of MBUU is 3535
Overall Rank
The Sharpe Ratio Rank of MBUU is 3535
Sharpe Ratio Rank
The Sortino Ratio Rank of MBUU is 3333
Sortino Ratio Rank
The Omega Ratio Rank of MBUU is 3434
Omega Ratio Rank
The Calmar Ratio Rank of MBUU is 3939
Calmar Ratio Rank
The Martin Ratio Rank of MBUU is 3232
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6565
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8181
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7171
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.

MBUU vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Malibu Boats, Inc. (MBUU) 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 chart of Sharpe ratio for MBUU, currently valued at -0.32, compared to the broader market-2.00-1.000.001.002.003.00
MBUU: -0.32
LLY: 0.54
The chart of Sortino ratio for MBUU, currently valued at -0.16, compared to the broader market-6.00-4.00-2.000.002.004.00
MBUU: -0.16
LLY: 1.01
The chart of Omega ratio for MBUU, currently valued at 0.98, compared to the broader market0.501.001.502.00
MBUU: 0.98
LLY: 1.13
The chart of Calmar ratio for MBUU, currently valued at -0.21, compared to the broader market0.001.002.003.004.005.00
MBUU: -0.21
LLY: 0.79
The chart of Martin ratio for MBUU, currently valued at -0.87, compared to the broader market-5.000.005.0010.0015.0020.00
MBUU: -0.87
LLY: 1.61

The current MBUU Sharpe Ratio is -0.32, which is lower than the LLY Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of MBUU 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 Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
-0.32
0.54
MBUU
LLY

Dividends

MBUU vs. LLY - Dividend Comparison

MBUU has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.61%.


TTM20242023202220212020201920182017201620152014
MBUU
Malibu Boats, 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
0.61%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

MBUU vs. LLY - Drawdown Comparison

The maximum MBUU drawdown since its inception was -72.62%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for MBUU and LLY. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-68.63%
-7.55%
MBUU
LLY

Volatility

MBUU vs. LLY - Volatility Comparison

Malibu Boats, Inc. (MBUU) has a higher volatility of 21.68% compared to Eli Lilly and Company (LLY) at 18.64%. This indicates that MBUU'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.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
21.68%
18.64%
MBUU
LLY

Financials

MBUU vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Malibu Boats, 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


Values in USD except per share items