PFE.DE vs. LLY.DE
PFE.DE (Pfizer Inc) and LLY.DE (Eli Lilly and Company) are both stocks. Both operate in the Drug Manufacturers - General industry within the Healthcare sector. Over the past 10 years, PFE.DE returned 0.72%/yr vs 32.87%/yr for LLY.DE. At a 0.38 correlation, their price movements are largely independent.
Performance
PFE.DE vs. LLY.DE - Performance Comparison
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Returns By Period
In the year-to-date period, PFE.DE achieves a 7.49% return, which is significantly higher than LLY.DE's 7.08% return. Over the past 10 years, PFE.DE has underperformed LLY.DE with an annualized return of 0.72%, while LLY.DE has yielded a comparatively higher 32.87% annualized return.
PFE.DE
- 1D
- 1.21%
- 1M
- 0.86%
- YTD
- 7.49%
- 6M
- 4.42%
- 1Y
- 14.49%
- 3Y*
- -9.94%
- 5Y*
- -2.79%
- 10Y*
- 0.72%
LLY.DE
- 1D
- 4.63%
- 1M
- 17.16%
- YTD
- 7.08%
- 6M
- 13.15%
- 1Y
- 46.47%
- 3Y*
- 33.86%
- 5Y*
- 43.52%
- 10Y*
- 32.87%
PFE.DE vs. LLY.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PFE.DE Pfizer Inc | 7.49% | -11.06% | 2.19% | -42.39% | -3.72% | 74.22% | -11.29% | -2.97% | 27.69% | 1.60% |
LLY.DE Eli Lilly and Company | 7.08% | 24.06% | 41.62% | 55.09% | 41.92% | 81.45% | 18.83% | 21.40% | 41.20% | 3.95% |
Correlation
The correlation between PFE.DE and LLY.DE is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.33 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Jan 9, 2001 | 0.38 |
The correlation between PFE.DE and LLY.DE shifts across timeframes, from 0.18 (3 years) to 0.38 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
PFE.DE vs. LLY.DE — Risk / Return Rank
PFE.DE
LLY.DE
PFE.DE vs. LLY.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pfizer Inc (PFE.DE) and Eli Lilly and Company (LLY.DE). 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.
| PFE.DE | LLY.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.63 | ||
| Sortino ratioReturn per unit of downside risk | -0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.31 | 1.95 | -0.64 |
| Martin ratioReturn relative to average drawdown | 2.58 | 4.74 | -2.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PFE.DE | LLY.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.25 | -0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.11 | 1.28 | -1.40 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.03 | 1.08 | -1.05 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.00 | 0.40 | -0.40 |
Drawdowns
PFE.DE vs. LLY.DE - Drawdown Comparison
The maximum PFE.DE drawdown since its inception was -83.31%, roughly equal to the maximum LLY.DE drawdown of -79.63%. Use the drawdown chart below to compare losses from any high point for PFE.DE and LLY.DE.
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Drawdown Indicators
| PFE.DE | LLY.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.31% | -79.63% | -3.68% |
Max Drawdown (1Y)Largest decline over 1 year | -11.06% | -23.77% | +12.71% |
Max Drawdown (3Y)Largest decline over 3 years | -43.93% | -38.76% | -5.17% |
Max Drawdown (5Y)Largest decline over 5 years | -59.44% | -38.76% | -20.68% |
Max Drawdown (10Y)Largest decline over 10 years | -59.44% | -38.76% | -20.68% |
Current DrawdownCurrent decline from peak | -48.59% | 0.00% | -48.59% |
Average DrawdownAverage peak-to-trough decline | -46.72% | -36.68% | -10.04% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 9.79% | -4.19% |
Volatility
PFE.DE vs. LLY.DE - Volatility Comparison
The current volatility for Pfizer Inc (PFE.DE) is 4.86%, while Eli Lilly and Company (LLY.DE) has a volatility of 10.20%. This indicates that PFE.DE experiences smaller price fluctuations and is considered to be less risky than LLY.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| PFE.DE | LLY.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.86% | 10.20% | -5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 15.20% | 24.93% | -9.73% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.23% | 37.08% | -13.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.58% | 33.48% | -8.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.22% | 30.77% | -7.55% |
Dividends
PFE.DE vs. LLY.DE - Dividend Comparison
PFE.DE's dividend yield for the trailing twelve months is around 5.68%, more than LLY.DE's 0.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY.DE Eli Lilly and Company | 0.49% | 0.50% | 0.56% | 0.68% | 0.93% | 1.01% | 1.65% | 1.70% | 1.68% | 2.33% | 2.33% | 0.00% |
PFE.DE Pfizer Inc | 5.68% | 6.19% | 5.27% | 6.43% | 2.78% | 2.21% | 3.80% | 3.13% | 2.63% | 3.18% | 3.00% | 2.88% |
Financials
PFE.DE vs. LLY.DE - Financials Comparison
This section allows you to compare key financial metrics between Pfizer 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
Frequently Asked Questions
PFE.DE and LLY.DE have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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