OTCM vs. LLY
OTCM (Otc Markets Group) and LLY (Eli Lilly and Company) are both stocks. OTCM operates in Financial Data & Stock Exchanges (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, OTCM returned 16.80%/yr vs 33.45%/yr for LLY. At a 0.05 correlation, their price movements are largely independent.
Performance
OTCM vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, OTCM achieves a 1.93% return, which is significantly lower than LLY's 5.78% return. Over the past 10 years, OTCM has underperformed LLY with an annualized return of 16.80%, while LLY has yielded a comparatively higher 33.45% annualized return.
OTCM
- 1D
- 0.72%
- 1M
- -2.00%
- YTD
- 1.93%
- 6M
- 3.13%
- 1Y
- 6.75%
- 3Y*
- 1.73%
- 5Y*
- 4.73%
- 10Y*
- 16.80%
LLY
- 1D
- -2.41%
- 1M
- 11.74%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 40.51%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
OTCM vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
OTCM Otc Markets Group | 1.93% | 5.08% | -4.43% | 2.06% | -0.01% | 85.79% | 0.99% | 25.17% | 4.17% | 32.32% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between OTCM and LLY is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.04 |
Correlation (All Time) Calculated using the full available price history since Jan 21, 2011 | 0.05 |
Fundamentals
OTCM:
$613.29M
LLY:
$1.02T
OTCM:
$2.71
LLY:
$28.14
OTCM:
19.06
LLY:
40.26
OTCM:
53.52
LLY:
0.81
OTCM:
4.93
LLY:
14.08
OTCM:
14.48
LLY:
32.54
OTCM:
$124.27M
LLY:
$72.25B
OTCM:
$60.59M
LLY:
$59.75B
OTCM:
$42.09M
LLY:
$32.97B
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Return for Risk
OTCM vs. LLY — Risk / Return Rank
OTCM
LLY
OTCM vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Otc Markets Group (OTCM) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| OTCM | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.22 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | 1.72 | -1.33 |
| Martin ratioReturn relative to average drawdown | 0.68 | 4.28 | -3.60 |
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Drawdowns
OTCM vs. LLY - Drawdown Comparison
The maximum OTCM drawdown since its inception was -39.87%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for OTCM and LLY.
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Drawdown Indicators
| OTCM | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -39.87% | -68.24% | +28.37% |
Max Drawdown (1Y)Largest decline over 1 year | -17.26% | -23.64% | +6.38% |
Max Drawdown (3Y)Largest decline over 3 years | -24.48% | -34.48% | +10.00% |
Max Drawdown (5Y)Largest decline over 5 years | -25.80% | -34.48% | +8.68% |
Max Drawdown (10Y)Largest decline over 10 years | -39.87% | -34.48% | -5.39% |
Current DrawdownCurrent decline from peak | -10.01% | -2.41% | -7.60% |
Average DrawdownAverage peak-to-trough decline | -8.57% | -19.21% | +10.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.96% | 9.49% | +0.47% |
Volatility
OTCM vs. LLY - Volatility Comparison
The current volatility for Otc Markets Group (OTCM) is 5.46%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that OTCM 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
| OTCM | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.46% | 9.27% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 17.68% | 27.16% | -9.48% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.89% | 38.01% | -7.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.68% | 32.46% | -2.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 30.19% | +2.86% |
Dividends
OTCM vs. LLY - Dividend Comparison
OTCM's dividend yield for the trailing twelve months is around 5.24%, more than LLY's 0.57% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.57% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
OTCM Otc Markets Group | 5.24% | 4.81% | 4.33% | 3.97% | 3.90% | 6.19% | 3.68% | 3.57% | 4.24% | 3.99% | 2.43% | 6.63% |
Financials
OTCM vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Otc Markets Group 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
OTCM vs. LLY - Profitability Comparison
OTCM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Otc Markets Group reported a gross profit of 12.61M and revenue of 30.40M. Therefore, the gross margin over that period was 41.5%.
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%.
OTCM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Otc Markets Group reported an operating income of 8.62M and revenue of 30.40M, resulting in an operating margin of 28.4%.
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%.
OTCM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Otc Markets Group reported a net income of 7.08M and revenue of 30.40M, resulting in a net margin of 23.3%.
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
OTCM and LLY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.27%) compared to OTCM (5.46%). In terms of maximum drawdown, OTCM dropped -39.87% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.22), 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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