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

Correlation

The correlation between NVR and LLY is 0.16, 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.


-0.50.00.51.00.2

Performance

NVR vs. LLY - Performance Comparison

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

5,000.00%10,000.00%15,000.00%20,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,324.88%
16,873.82%
NVR
LLY

Key characteristics

Sharpe Ratio

NVR:

0.89

LLY:

1.18

Sortino Ratio

NVR:

1.38

LLY:

1.78

Omega Ratio

NVR:

1.17

LLY:

1.23

Calmar Ratio

NVR:

1.14

LLY:

1.47

Martin Ratio

NVR:

3.93

LLY:

4.28

Ulcer Index

NVR:

5.31%

LLY:

8.29%

Daily Std Dev

NVR:

23.41%

LLY:

30.04%

Max Drawdown

NVR:

-97.91%

LLY:

-68.27%

Current Drawdown

NVR:

-16.60%

LLY:

-19.89%

Fundamentals

Market Cap

NVR:

$25.95B

LLY:

$700.23B

EPS

NVR:

$488.63

LLY:

$9.27

PE Ratio

NVR:

17.33

LLY:

83.99

PEG Ratio

NVR:

4.89

LLY:

0.74

Total Revenue (TTM)

NVR:

$9.98B

LLY:

$40.86B

Gross Profit (TTM)

NVR:

$2.44B

LLY:

$33.33B

EBITDA (TTM)

NVR:

$2.07B

LLY:

$12.51B

Returns By Period

In the year-to-date period, NVR achieves a 18.23% return, which is significantly lower than LLY's 32.57% return. Over the past 10 years, NVR has underperformed LLY with an annualized return of 20.96%, while LLY has yielded a comparatively higher 29.62% annualized return.


NVR

YTD

18.23%

1M

-8.04%

6M

8.53%

1Y

19.26%

5Y*

16.63%

10Y*

20.96%

LLY

YTD

32.57%

1M

1.90%

6M

-12.87%

1Y

35.10%

5Y*

44.05%

10Y*

29.62%

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

NVR vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for NVR, Inc. (NVR) 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 NVR, currently valued at 0.89, compared to the broader market-4.00-2.000.002.000.891.18
The chart of Sortino ratio for NVR, currently valued at 1.38, compared to the broader market-4.00-2.000.002.004.001.381.78
The chart of Omega ratio for NVR, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.23
The chart of Calmar ratio for NVR, currently valued at 1.14, compared to the broader market0.002.004.006.001.141.47
The chart of Martin ratio for NVR, currently valued at 3.93, compared to the broader market-5.000.005.0010.0015.0020.0025.003.934.28
NVR
LLY

The current NVR Sharpe Ratio is 0.89, which is comparable to the LLY Sharpe Ratio of 1.18. The chart below compares the historical Sharpe Ratios of NVR 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 Ratio1.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.89
1.18
NVR
LLY

Dividends

NVR vs. LLY - Dividend Comparison

NVR has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.68%.


TTM20232022202120202019201820172016201520142013
NVR
NVR, 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
0.68%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

NVR vs. LLY - Drawdown Comparison

The maximum NVR drawdown since its inception was -97.91%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for NVR and LLY. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.60%
-19.89%
NVR
LLY

Volatility

NVR vs. LLY - Volatility Comparison

NVR, Inc. (NVR) and Eli Lilly and Company (LLY) have volatilities of 7.02% and 7.16%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
7.02%
7.16%
NVR
LLY

Financials

NVR vs. LLY - Financials Comparison

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