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

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.

-10.00%0.00%10.00%20.00%30.00%JuneJulyAugustSeptemberOctoberNovember
20.68%
-5.88%
NVR
LLY

Returns By Period

In the year-to-date period, NVR achieves a 28.56% return, which is significantly lower than LLY's 30.09% return. Over the past 10 years, NVR has underperformed LLY with an annualized return of 22.07%, while LLY has yielded a comparatively higher 29.82% annualized return.


NVR

YTD

28.56%

1M

-6.79%

6M

20.68%

1Y

44.13%

5Y (annualized)

19.59%

10Y (annualized)

22.07%

LLY

YTD

30.09%

1M

-16.72%

6M

-5.88%

1Y

27.97%

5Y (annualized)

47.40%

10Y (annualized)

29.82%

Fundamentals


NVRLLY
Market Cap$27.57B$715.22B
EPS$488.70$9.57
PE Ratio18.4278.73
PEG Ratio4.890.69
Total Revenue (TTM)$9.98B$40.86B
Gross Profit (TTM)$2.44B$33.33B
EBITDA (TTM)$2.07B$12.51B

Key characteristics


NVRLLY
Sharpe Ratio1.850.90
Sortino Ratio2.561.42
Omega Ratio1.321.19
Calmar Ratio4.001.11
Martin Ratio10.194.11
Ulcer Index4.19%6.54%
Daily Std Dev23.07%29.90%
Max Drawdown-97.91%-68.27%
Current Drawdown-9.31%-21.39%

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Correlation

-0.50.00.51.00.2

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.

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 1.85, compared to the broader market-4.00-2.000.002.004.001.850.90
The chart of Sortino ratio for NVR, currently valued at 2.56, compared to the broader market-4.00-2.000.002.004.002.561.42
The chart of Omega ratio for NVR, currently valued at 1.32, compared to the broader market0.501.001.502.001.321.19
The chart of Calmar ratio for NVR, currently valued at 4.00, compared to the broader market0.002.004.006.004.001.11
The chart of Martin ratio for NVR, currently valued at 10.19, compared to the broader market-10.000.0010.0020.0030.0010.194.11
NVR
LLY

The current NVR Sharpe Ratio is 1.85, which is higher than the LLY Sharpe Ratio of 0.90. 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 Ratio1.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.85
0.90
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 0.69%.


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
0.69%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%JuneJulyAugustSeptemberOctoberNovember
-9.31%
-21.39%
NVR
LLY

Volatility

NVR vs. LLY - Volatility Comparison

The current volatility for NVR, Inc. (NVR) is 5.64%, while Eli Lilly and Company (LLY) has a volatility of 11.78%. This indicates that NVR 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
5.64%
11.78%
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