PEN vs. LLY
Compare and contrast key facts about Penumbra, Inc. (PEN) and Eli Lilly and Company (LLY).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: PEN or LLY.
Key characteristics
| PEN | LLY | |
|---|---|---|
| YTD Return | -6.09% | 41.16% |
| 1Y Return | 13.13% | 34.54% |
| 3Y Return (Ann) | -3.98% | 48.26% |
| 5Y Return (Ann) | 7.49% | 51.11% |
| Sharpe Ratio | 0.70 | 1.29 |
| Sortino Ratio | 1.31 | 1.90 |
| Omega Ratio | 1.15 | 1.26 |
| Calmar Ratio | 0.58 | 1.98 |
| Martin Ratio | 1.32 | 6.53 |
| Ulcer Index | 22.90% | 5.80% |
| Daily Std Dev | 42.98% | 29.34% |
| Max Drawdown | -62.64% | -68.27% |
| Current Drawdown | -31.34% | -14.70% |
Fundamentals
| PEN | LLY | |
|---|---|---|
| Market Cap | $9.07B | $777.36B |
| EPS | $0.87 | $9.24 |
| PE Ratio | 271.52 | 88.62 |
| PEG Ratio | -62.27 | 0.78 |
| Total Revenue (TTM) | $1.16B | $40.86B |
| Gross Profit (TTM) | $726.29M | $33.33B |
| EBITDA (TTM) | $99.20M | $13.78B |
Correlation
The correlation between PEN 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.
Performance
PEN vs. LLY - Performance Comparison
In the year-to-date period, PEN achieves a -6.09% return, which is significantly lower than LLY's 41.16% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
PEN vs. LLY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Penumbra, Inc. (PEN) 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
PEN vs. LLY - Dividend Comparison
PEN has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.61%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PEN Penumbra, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
LLY Eli Lilly and Company | 0.61% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.95% | 2.46% | 2.77% | 2.37% | 2.84% | 3.84% |
Drawdowns
PEN vs. LLY - Drawdown Comparison
The maximum PEN drawdown since its inception was -62.64%, smaller than the maximum LLY drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for PEN and LLY. For additional features, visit the drawdowns tool.
Volatility
PEN vs. LLY - Volatility Comparison
Penumbra, Inc. (PEN) has a higher volatility of 10.59% compared to Eli Lilly and Company (LLY) at 9.85%. This indicates that PEN's price experiences larger fluctuations and is considered to be riskier than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
PEN vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Penumbra, Inc. 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