NTRA vs. LLY
Compare and contrast key facts about Natera, Inc. (NTRA) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: NTRA or LLY.
Key characteristics
| NTRA | LLY | |
|---|---|---|
| YTD Return | 114.10% | 43.34% |
| 1Y Return | 195.46% | 41.57% |
| 3Y Return (Ann) | 5.83% | 48.65% |
| 5Y Return (Ann) | 29.51% | 51.08% |
| Sharpe Ratio | 5.41 | 1.19 |
| Sortino Ratio | 5.51 | 1.76 |
| Omega Ratio | 1.71 | 1.24 |
| Calmar Ratio | 3.50 | 1.84 |
| Martin Ratio | 52.05 | 6.21 |
| Ulcer Index | 4.31% | 5.67% |
| Daily Std Dev | 41.47% | 29.66% |
| Max Drawdown | -77.74% | -68.27% |
| Current Drawdown | 0.00% | -13.38% |
Fundamentals
| NTRA | LLY | |
|---|---|---|
| Market Cap | $16.59B | $789.39B |
| EPS | -$2.44 | $9.31 |
| PEG Ratio | 0.00 | 0.75 |
| Total Revenue (TTM) | $1.09B | $40.86B |
| Gross Profit (TTM) | $611.63M | $33.33B |
| EBITDA (TTM) | -$173.76M | $13.78B |
Correlation
The correlation between NTRA and LLY is 0.20, 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
NTRA vs. LLY - Performance Comparison
In the year-to-date period, NTRA achieves a 114.10% return, which is significantly higher than LLY's 43.34% 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
NTRA vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Natera, Inc. (NTRA) 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
NTRA vs. LLY - Dividend Comparison
NTRA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.60%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRA Natera, 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 | 0.60% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
NTRA vs. LLY - Drawdown Comparison
The maximum NTRA drawdown since its inception was -77.74%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for NTRA and LLY. For additional features, visit the drawdowns tool.
Volatility
NTRA vs. LLY - Volatility Comparison
Natera, Inc. (NTRA) and Eli Lilly and Company (LLY) have volatilities of 10.54% and 10.19%, 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.
Financials
NTRA vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Natera, 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.
Total Revenue: Total amount of money received from sales and other business activities