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

Performance

MELI vs. LLY - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.18%
-6.86%
MELI
LLY

Returns By Period

In the year-to-date period, MELI achieves a 21.93% return, which is significantly lower than LLY's 25.57% return. Both investments have delivered pretty close results over the past 10 years, with MELI having a 30.27% annualized return and LLY not far behind at 29.39%.


MELI

YTD

21.93%

1M

-7.87%

6M

7.18%

1Y

32.33%

5Y (annualized)

28.56%

10Y (annualized)

30.27%

LLY

YTD

25.57%

1M

-20.65%

6M

-6.86%

1Y

23.70%

5Y (annualized)

46.77%

10Y (annualized)

29.39%

Fundamentals


MELILLY
Market Cap$100.25B$777.36B
EPS$28.28$9.24
PE Ratio69.9288.62
PEG Ratio1.360.78
Total Revenue (TTM)$18.43B$40.86B
Gross Profit (TTM)$8.78B$33.33B
EBITDA (TTM)$2.37B$13.78B

Key characteristics


MELILLY
Sharpe Ratio0.830.82
Sortino Ratio1.271.32
Omega Ratio1.191.17
Calmar Ratio0.961.01
Martin Ratio3.143.91
Ulcer Index9.67%6.22%
Daily Std Dev36.69%29.81%
Max Drawdown-89.49%-68.27%
Current Drawdown-10.47%-24.13%

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Correlation

-0.50.00.51.00.2

The correlation between MELI and LLY is 0.24, 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

MELI vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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 MELI, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.82
The chart of Sortino ratio for MELI, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.271.32
The chart of Omega ratio for MELI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.17
The chart of Calmar ratio for MELI, currently valued at 0.96, compared to the broader market0.002.004.006.000.961.01
The chart of Martin ratio for MELI, currently valued at 3.14, compared to the broader market-10.000.0010.0020.0030.003.143.91
MELI
LLY

The current MELI Sharpe Ratio is 0.83, which is comparable to the LLY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of MELI 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.83
0.82
MELI
LLY

Dividends

MELI vs. LLY - Dividend Comparison

MELI has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.72%.


TTM20232022202120202019201820172016201520142013
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
LLY
Eli Lilly and Company
0.72%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

MELI vs. LLY - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for MELI and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.47%
-24.13%
MELI
LLY

Volatility

MELI vs. LLY - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 20.29% compared to Eli Lilly and Company (LLY) at 10.97%. This indicates that MELI'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%JuneJulyAugustSeptemberOctoberNovember
20.29%
10.97%
MELI
LLY

Financials

MELI vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between MercadoLibre, 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