OGN vs. LLY

Last updated Apr 1, 2026

Compare and contrast key facts about Organon & Co. (OGN) and Eli Lilly and Company (LLY).

Performance

OGN vs. LLY - Performance Comparison

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

OGN vs. LLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
OGN Organon & Co.	-16.25%	-50.71%	9.92%	-45.12%	-4.86%	-12.15%
LLY Eli Lilly and Company	-14.27%	40.25%	33.30%	60.91%	34.26%	39.61%

Fundamentals

Market Cap OGN : $1.56B LLY : $825.96B
EPS OGN : $0.72 LLY : $22.96
PE Ratio OGN : 8.34 LLY : 40.06
PS Ratio OGN : 0.25 LLY : 12.68
PB Ratio OGN : 1.72 LLY : 31.13
Total Revenue (TTM) OGN : $6.22B LLY : $65.18B
Gross Profit (TTM) OGN : $3.33B LLY : $54.62B
EBITDA (TTM) OGN : $1.56B LLY : $27.94B

Returns By Period

In the year-to-date period, OGN achieves a -16.25% return, which is significantly lower than LLY's -14.27% return.

OGN

• 1D: 5.09%
• 1M: -17.83%
• YTD: -16.25%
• 6M: -43.62%
• 1Y: -59.38%
• 3Y*: -33.61%
• 5Y*: —
• 10Y*: —

LLY

• 1D: 3.74%
• 1M: -12.57%
• YTD: -14.27%
• 6M: 20.93%
• 1Y: 12.19%
• 3Y*: 39.90%
• 5Y*: 39.16%
• 10Y*: 30.92%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

OGN vs. LLY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

OGN

OGN Risk / Return Rank: 7
OGN Sharpe Ratio Rank: 5
OGN Sortino Ratio Rank: 7
OGN Omega Ratio Rank: 6
OGN Calmar Ratio Rank: 5
OGN Martin Ratio Rank: 13

LLY

LLY Risk / Return Rank: 51
LLY Sharpe Ratio Rank: 53
LLY Sortino Ratio Rank: 48
LLY Omega Ratio Rank: 49
LLY Calmar Ratio Rank: 53
LLY Martin Ratio Rank: 54

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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 ratio Return per unit of total volatility	-0.96	0.29	-1.24
Sortino ratio Return per unit of downside risk	-1.37	0.69	-2.06
Omega ratio Gain probability vs. loss probability	0.80	1.10	-0.29
Calmar ratio Return relative to maximum drawdown	-0.95	0.42	-1.37
Martin ratio Return relative to average drawdown	-1.41	1.02	-2.43
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

OGN vs. LLY - Sharpe Ratio Comparison

The current OGN Sharpe Ratio is -0.96, which is lower than the LLY Sharpe Ratio of 0.29. The chart below compares the historical Sharpe Ratios of OGN 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.

Sharpe Ratios by Period

	OGN	LLY	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.96	0.29	-1.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	1.23	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	1.04	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.63	0.56	-1.20

Correlation

The correlation between OGN and LLY is 0.22, 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.

Dividends

OGN vs. LLY - Dividend Comparison

OGN's dividend yield for the trailing twelve months is around 1.34%, more than LLY's 0.68% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
OGN Organon & Co.	1.34%	4.74%	7.51%	7.77%	4.01%	1.84%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
LLY Eli Lilly and Company	0.68%	0.56%	0.67%	0.78%	1.07%	1.23%	1.75%	1.96%	1.94%	2.46%	2.77%	2.37%

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.

Drawdown Indicators

	OGN	LLY	Difference
Max Drawdown Largest peak-to-trough decline	-82.69%	-68.24%	-14.45%
Max Drawdown (1Y) Largest decline over 1 year	-60.90%	-30.26%	-30.64%
Max Drawdown (5Y) Largest decline over 5 years	—	-34.48%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-34.48%	—
Current Drawdown Current decline from peak	-81.81%	-17.00%	-64.81%
Average Drawdown Average peak-to-trough decline	-42.34%	-19.25%	-23.09%
Ulcer Index Depth and duration of drawdowns from previous peaks	41.48%	12.39%	+29.09%

Volatility

OGN vs. LLY - Volatility Comparison

Organon & Co. (OGN) and Eli Lilly and Company (LLY) have volatilities of 9.34% and 9.04%, 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.

Volatility by Period

	OGN	LLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.34%	9.04%	+0.30%
Volatility (6M) Calculated over the trailing 6-month period	42.99%	26.21%	+16.78%
Volatility (1Y) Calculated over the trailing 1-year period	62.31%	42.44%	+19.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.00%	32.14%	+11.86%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	44.00%	29.80%	+14.20%

Financials

OGN vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Organon & Co. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

OGN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Organon & Co. reported a gross profit of 759.00M and revenue of 1.51B. Therefore, the gross margin over that period was 50.4%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a gross profit of 16.41B and revenue of 19.29B. Therefore, the gross margin over that period was 85.1%.

OGN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Organon & Co. reported an operating income of 235.00M and revenue of 1.51B, resulting in an operating margin of 15.6%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported an operating income of 8.78B and revenue of 19.29B, resulting in an operating margin of 45.5%.

OGN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Organon & Co. reported a net income of -205.00M and revenue of 1.51B, resulting in a net margin of -13.6%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Eli Lilly and Company reported a net income of 6.64B and revenue of 19.29B, resulting in a net margin of 34.4%.