PDO vs. LLY
PDO (Pimco Dynamic Income Opportunities Fund) and LLY (Eli Lilly and Company) are both stocks. PDO operates in Asset Management (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 5 years, PDO returned 1.78%/yr vs 39.59%/yr for LLY. At a 0.17 correlation, their price movements are largely independent.
Performance
PDO vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, PDO achieves a -1.72% return, which is significantly lower than LLY's 5.78% return.
PDO
- 1D
- 0.78%
- 1M
- 1.23%
- YTD
- -1.72%
- 6M
- -1.43%
- 1Y
- 7.30%
- 3Y*
- 12.44%
- 5Y*
- 1.78%
- 10Y*
- —
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%
PDO vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
PDO Pimco Dynamic Income Opportunities Fund | -1.72% | 13.96% | 24.55% | 8.06% | -23.40% | 5.98% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 34.26% | 31.82% |
Correlation
The correlation between PDO and LLY is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.17 |
Correlation (All Time) Calculated using the full available price history since Jan 27, 2021 | 0.17 |
Fundamentals
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Return for Risk
PDO vs. LLY — Risk / Return Rank
PDO
LLY
PDO vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pimco Dynamic Income Opportunities Fund (PDO) 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.
| PDO | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.34 | ||
| Sortino ratioReturn per unit of downside risk | -0.56 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.22 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 0.66 | 1.72 | -1.07 |
| Martin ratioReturn relative to average drawdown | 2.29 | 4.28 | -2.00 |
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Drawdowns
PDO vs. LLY - Drawdown Comparison
The maximum PDO drawdown since its inception was -36.83%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for PDO and LLY.
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Drawdown Indicators
| PDO | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.83% | -68.24% | +31.41% |
Max Drawdown (1Y)Largest decline over 1 year | -11.18% | -23.64% | +12.46% |
Max Drawdown (3Y)Largest decline over 3 years | -16.55% | -34.48% | +17.93% |
Max Drawdown (5Y)Largest decline over 5 years | -36.83% | -34.48% | -2.35% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -5.54% | -2.41% | -3.13% |
Average DrawdownAverage peak-to-trough decline | -14.37% | -19.21% | +4.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.20% | 9.49% | -6.29% |
Volatility
PDO vs. LLY - Volatility Comparison
The current volatility for Pimco Dynamic Income Opportunities Fund (PDO) is 3.68%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that PDO 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
| PDO | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.68% | 9.27% | -5.59% |
Volatility (6M)Calculated over the trailing 6-month period | 9.06% | 27.16% | -18.10% |
Volatility (1Y)Calculated over the trailing 1-year period | 10.08% | 38.01% | -27.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.80% | 32.46% | -16.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.54% | 30.19% | -14.65% |
Dividends
PDO vs. LLY - Dividend Comparison
PDO's dividend yield for the trailing twelve months is around 11.94%, 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% |
PDO Pimco Dynamic Income Opportunities Fund | 11.94% | 11.09% | 11.29% | 12.54% | 19.09% | 8.56% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PDO vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Pimco Dynamic Income Opportunities Fund 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
Frequently Asked Questions
PDO and LLY have a correlation of 0.09, 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 PDO (3.68%). In terms of maximum drawdown, PDO dropped -36.83% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs 0.73), 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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