OGN vs. LLY
Compare and contrast key facts about Organon & Co. (OGN) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: OGN or LLY.
Performance
OGN vs. LLY - Performance Comparison
Returns By Period
In the year-to-date period, OGN achieves a 11.25% return, which is significantly lower than LLY's 25.57% return.
OGN
11.25%
-12.73%
-28.41%
41.84%
N/A
N/A
LLY
25.57%
-20.65%
-6.86%
23.70%
46.77%
29.39%
Fundamentals
OGN | LLY | |
---|---|---|
Market Cap | $4.01B | $777.36B |
EPS | $5.05 | $9.24 |
PE Ratio | 3.09 | 88.62 |
Total Revenue (TTM) | $6.41B | $40.86B |
Gross Profit (TTM) | $3.73B | $33.33B |
EBITDA (TTM) | $1.69B | $13.78B |
Key characteristics
OGN | LLY | |
---|---|---|
Sharpe Ratio | 1.16 | 0.82 |
Sortino Ratio | 1.88 | 1.32 |
Omega Ratio | 1.23 | 1.17 |
Calmar Ratio | 0.67 | 1.01 |
Martin Ratio | 4.24 | 3.91 |
Ulcer Index | 10.96% | 6.22% |
Daily Std Dev | 39.92% | 29.81% |
Max Drawdown | -69.56% | -68.27% |
Current Drawdown | -55.41% | -24.13% |
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Correlation
The correlation between OGN and LLY is 0.18, 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
OGN vs. LLY - Risk-Adjusted Performance 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.
Dividends
OGN vs. LLY - Dividend Comparison
OGN's dividend yield for the trailing twelve months is around 7.42%, more than LLY's 0.72% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Organon & Co. | 7.42% | 7.77% | 4.01% | 1.84% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Eli Lilly and Company | 0.72% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
OGN vs. LLY - Drawdown Comparison
The maximum OGN drawdown since its inception was -69.56%, roughly equal to the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for OGN and LLY. For additional features, visit the drawdowns tool.
Volatility
OGN vs. LLY - Volatility Comparison
Organon & Co. (OGN) and Eli Lilly and Company (LLY) have volatilities of 11.18% and 10.97%, 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
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