OGN vs. LLY
OGN (Organon & Co.) and LLY (Eli Lilly and Company) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 5 years, OGN returned -13.60%/yr vs 41.13%/yr for LLY. At a 0.21 correlation, their price movements are largely independent.
Performance
OGN vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, OGN achieves a 87.63% return, which is significantly higher than LLY's 0.72% return.
OGN
- 1D
- 0.15%
- 1M
- 1.21%
- YTD
- 87.63%
- 6M
- 85.05%
- 1Y
- 43.20%
- 3Y*
- -8.35%
- 5Y*
- -13.60%
- 10Y*
- —
LLY
- 1D
- 1.37%
- 1M
- 11.64%
- YTD
- 0.72%
- 6M
- 4.73%
- 1Y
- 44.70%
- 3Y*
- 35.56%
- 5Y*
- 41.13%
- 10Y*
- 32.66%
OGN vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
OGN Organon & Co. | 87.63% | -50.71% | 9.92% | -45.12% | -4.86% | -12.15% |
LLY Eli Lilly and Company | 0.72% | 40.25% | 33.30% | 60.91% | 34.26% | 39.61% |
Correlation
The correlation between OGN and LLY is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.22 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Jun 3, 2021 | 0.21 |
Fundamentals
OGN:
$3.52B
LLY:
$966.48B
OGN:
$0.94
LLY:
$28.14
OGN:
14.22
LLY:
38.33
OGN:
0.57
LLY:
13.41
OGN:
3.90K
LLY:
30.98
OGN:
$6.16B
LLY:
$72.25B
OGN:
$3.27B
LLY:
$59.75B
OGN:
$1.33B
LLY:
$32.97B
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Return for Risk
OGN vs. LLY — Risk / Return Rank
OGN
LLY
OGN vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Organon & Co. (OGN) 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.
| OGN | LLY | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.62 | 1.19 | -0.56 |
Sortino ratioReturn per unit of downside risk | 1.52 | 1.75 | -0.22 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.24 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.91 | 1.90 | -0.99 |
Martin ratioReturn relative to average drawdown | 1.82 | 4.73 | -2.91 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| OGN | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.19 | -0.56 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | 1.26 | -1.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 1.09 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.29 | 0.57 | -0.86 |
Drawdowns
OGN vs. LLY - Drawdown Comparison
The maximum OGN drawdown since its inception was -82.69%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for OGN and LLY.
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Drawdown Indicators
| OGN | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -82.69% | -68.24% | -14.45% |
Max Drawdown (1Y)Largest decline over 1 year | -47.96% | -23.64% | -24.32% |
Max Drawdown (3Y)Largest decline over 3 years | -74.10% | -34.48% | -39.62% |
Max Drawdown (5Y)Largest decline over 5 years | -82.69% | -34.48% | -48.21% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -59.26% | -4.26% | -55.00% |
Average DrawdownAverage peak-to-trough decline | -43.15% | -19.22% | -23.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 23.81% | 9.49% | +14.32% |
Volatility
OGN vs. LLY - Volatility Comparison
The current volatility for Organon & Co. (OGN) is 1.33%, while Eli Lilly and Company (LLY) has a volatility of 9.16%. This indicates that OGN 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.
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Volatility by Period
| OGN | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.33% | 9.16% | -7.83% |
Volatility (6M)Calculated over the trailing 6-month period | 52.85% | 26.81% | +26.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 69.68% | 37.88% | +31.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 48.81% | 32.79% | +16.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.84% | 30.14% | +18.70% |
Dividends
OGN vs. LLY - Dividend Comparison
OGN's dividend yield for the trailing twelve months is around 0.60%, which matches LLY's 0.60% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.60% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
OGN Organon & Co. | 0.60% | 4.74% | 7.51% | 7.77% | 4.01% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
OGN vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Organon & Co. 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
OGN vs. LLY - Profitability Comparison
OGN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Organon & Co. reported a gross profit of 783.00M and revenue of 1.46B. Therefore, the gross margin over that period was 53.6%.
LLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a gross profit of 15.64B and revenue of 19.80B. Therefore, the gross margin over that period was 79.0%.
OGN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Organon & Co. reported an operating income of 266.00M and revenue of 1.46B, resulting in an operating margin of 18.2%.
LLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported an operating income of 9.19B and revenue of 19.80B, resulting in an operating margin of 46.4%.
OGN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Organon & Co. reported a net income of 146.00M and revenue of 1.46B, resulting in a net margin of 10.0%.
LLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Eli Lilly and Company reported a net income of 7.40B and revenue of 19.80B, resulting in a net margin of 37.4%.
Frequently Asked Questions
OGN and LLY have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.16%) compared to OGN (1.33%). In terms of maximum drawdown, OGN dropped -82.69% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.19 vs 0.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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