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

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.

-30.00%-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-28.42%
-6.86%
OGN
LLY

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

YTD

11.25%

1M

-12.73%

6M

-28.41%

1Y

41.84%

5Y (annualized)

N/A

10Y (annualized)

N/A

LLY

YTD

25.57%

1M

-20.65%

6M

-6.86%

1Y

23.70%

5Y (annualized)

46.77%

10Y (annualized)

29.39%

Fundamentals


OGNLLY
Market Cap$4.01B$777.36B
EPS$5.05$9.24
PE Ratio3.0988.62
Total Revenue (TTM)$6.41B$40.86B
Gross Profit (TTM)$3.73B$33.33B
EBITDA (TTM)$1.69B$13.78B

Key characteristics


OGNLLY
Sharpe Ratio1.160.82
Sortino Ratio1.881.32
Omega Ratio1.231.17
Calmar Ratio0.671.01
Martin Ratio4.243.91
Ulcer Index10.96%6.22%
Daily Std Dev39.92%29.81%
Max Drawdown-69.56%-68.27%
Current Drawdown-55.41%-24.13%

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Correlation

-0.50.00.51.00.2

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.


Sharpe ratio
The chart of Sharpe ratio for OGN, currently valued at 1.16, compared to the broader market-4.00-2.000.002.004.001.160.82
The chart of Sortino ratio for OGN, currently valued at 1.88, compared to the broader market-4.00-2.000.002.004.001.881.32
The chart of Omega ratio for OGN, currently valued at 1.23, compared to the broader market0.501.001.502.001.231.17
The chart of Calmar ratio for OGN, currently valued at 0.67, compared to the broader market0.002.004.006.000.671.01
The chart of Martin ratio for OGN, currently valued at 4.24, compared to the broader market-10.000.0010.0020.0030.004.243.91
OGN
LLY

The current OGN Sharpe Ratio is 1.16, which is higher than the LLY Sharpe Ratio of 0.82. 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.

Rolling 12-month Sharpe Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
1.16
0.82
OGN
LLY

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.


TTM20232022202120202019201820172016201520142013
OGN
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%
LLY
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.


-60.00%-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-55.41%
-24.13%
OGN
LLY

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.


5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
11.18%
10.97%
OGN
LLY

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items