NOVN.SW vs. LLY
Compare and contrast key facts about Novartis AG (NOVN.SW) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NOVN.SW or LLY.
Key characteristics
| NOVN.SW | LLY | |
|---|---|---|
| YTD Return | 12.42% | 39.94% |
| 1Y Return | 12.83% | 33.55% |
| 3Y Return (Ann) | 12.92% | 47.75% |
| 5Y Return (Ann) | 6.03% | 50.37% |
| 10Y Return (Ann) | 6.18% | 30.78% |
| Sharpe Ratio | 0.77 | 1.14 |
| Sortino Ratio | 1.14 | 1.72 |
| Omega Ratio | 1.15 | 1.23 |
| Calmar Ratio | 1.22 | 1.75 |
| Martin Ratio | 3.40 | 5.68 |
| Ulcer Index | 3.75% | 5.87% |
| Daily Std Dev | 16.56% | 29.26% |
| Max Drawdown | -42.25% | -68.27% |
| Current Drawdown | -10.47% | -15.44% |
Fundamentals
| NOVN.SW | LLY | |
|---|---|---|
| Market Cap | CHF 184.65B | $777.36B |
| EPS | CHF 5.02 | $9.24 |
| PE Ratio | 18.40 | 88.62 |
| PEG Ratio | 3.17 | 0.78 |
| Total Revenue (TTM) | CHF 49.94B | $40.86B |
| Gross Profit (TTM) | CHF 37.42B | $33.33B |
| EBITDA (TTM) | CHF 19.71B | $13.78B |
Correlation
The correlation between NOVN.SW and LLY is 0.19, 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
NOVN.SW vs. LLY - Performance Comparison
In the year-to-date period, NOVN.SW achieves a 12.42% return, which is significantly lower than LLY's 39.94% return. Over the past 10 years, NOVN.SW has underperformed LLY with an annualized return of 6.18%, while LLY has yielded a comparatively higher 30.78% annualized 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
NOVN.SW vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Novartis AG (NOVN.SW) 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
NOVN.SW vs. LLY - Dividend Comparison
NOVN.SW's dividend yield for the trailing twelve months is around 3.59%, more than LLY's 0.48% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NOVN.SW Novartis AG | 3.59% | 3.77% | 3.91% | 3.94% | 3.72% | 3.27% | 3.98% | 3.98% | 4.35% | 3.58% | 3.17% | 3.86% |
LLY Eli Lilly and Company | 0.48% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
NOVN.SW vs. LLY - Drawdown Comparison
The maximum NOVN.SW drawdown since its inception was -42.25%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for NOVN.SW and LLY. For additional features, visit the drawdowns tool.
Volatility
NOVN.SW vs. LLY - Volatility Comparison
The current volatility for Novartis AG (NOVN.SW) is 5.51%, while Eli Lilly and Company (LLY) has a volatility of 9.78%. This indicates that NOVN.SW 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.
Financials
NOVN.SW vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Novartis AG 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