PG vs. LLY
PG (The Procter & Gamble Company) and LLY (Eli Lilly and Company) are both stocks. PG operates in Household & Personal Products (Consumer Defensive), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, PG returned 8.96%/yr vs 33.45%/yr for LLY. At a 0.33 correlation, their price movements are largely independent.
Performance
PG vs. LLY - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with PG having a 5.93% return and LLY slightly lower at 5.78%. Over the past 10 years, PG has underperformed LLY with an annualized return of 8.96%, while LLY has yielded a comparatively higher 33.45% annualized return.
PG
- 1D
- 0.86%
- 1M
- 5.18%
- YTD
- 5.93%
- 6M
- 6.28%
- 1Y
- -5.68%
- 3Y*
- 3.69%
- 5Y*
- 4.73%
- 10Y*
- 8.96%
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%
PG vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PG The Procter & Gamble Company | 5.93% | -12.26% | 17.25% | -0.86% | -5.05% | 20.52% | 14.15% | 39.70% | 3.57% | 12.69% |
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 PG and LLY is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Jan 13, 1978 | 0.33 |
The correlation between PG and LLY shifts across timeframes, from 0.15 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
PG:
$361.53B
LLY:
$1.02T
PG:
$5.23
LLY:
$28.14
PG:
28.63
LLY:
40.26
PG:
7.00
LLY:
0.81
PG:
4.20
LLY:
14.08
PG:
6.70
LLY:
32.54
PG:
$86.72B
LLY:
$72.25B
PG:
$43.64B
LLY:
$59.75B
PG:
$22.63B
LLY:
$32.97B
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Return for Risk
PG vs. LLY — Risk / Return Rank
PG
LLY
PG vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Procter & Gamble Company (PG) 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.
| PG | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.37 | ||
| Sortino ratioReturn per unit of downside risk | -1.93 | ||
| Omega ratioGain probability vs. loss probability | 0.97 | 1.22 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.37 | 1.72 | -2.09 |
| Martin ratioReturn relative to average drawdown | -0.68 | 4.28 | -4.96 |
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Drawdowns
PG vs. LLY - Drawdown Comparison
The maximum PG drawdown since its inception was -54.25%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for PG and LLY.
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Drawdown Indicators
| PG | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.25% | -68.24% | +13.99% |
Max Drawdown (1Y)Largest decline over 1 year | -15.52% | -23.64% | +8.12% |
Max Drawdown (3Y)Largest decline over 3 years | -21.15% | -34.48% | +13.33% |
Max Drawdown (5Y)Largest decline over 5 years | -23.77% | -34.48% | +10.71% |
Max Drawdown (10Y)Largest decline over 10 years | -23.77% | -34.48% | +10.71% |
Current DrawdownCurrent decline from peak | -13.29% | -2.41% | -10.88% |
Average DrawdownAverage peak-to-trough decline | -12.16% | -19.21% | +7.05% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.80% | 9.49% | -0.69% |
Volatility
PG vs. LLY - Volatility Comparison
The current volatility for The Procter & Gamble Company (PG) is 6.99%, while Eli Lilly and Company (LLY) has a volatility of 9.27%. This indicates that PG 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
| PG | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 9.27% | -2.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.01% | 27.16% | -12.15% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 38.01% | -19.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.82% | 32.46% | -14.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.05% | 30.19% | -11.14% |
Dividends
PG vs. LLY - Dividend Comparison
PG's dividend yield for the trailing twelve months is around 2.85%, 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% |
PG The Procter & Gamble Company | 2.85% | 2.91% | 2.36% | 2.55% | 2.38% | 2.08% | 2.24% | 2.37% | 3.09% | 2.98% | 3.18% | 3.31% |
Financials
PG vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between The Procter & Gamble Company 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
PG vs. LLY - Profitability Comparison
PG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a gross profit of 10.51B and revenue of 21.24B. Therefore, the gross margin over that period was 49.5%.
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%.
PG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported an operating income of 4.58B and revenue of 21.24B, resulting in an operating margin of 21.6%.
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%.
PG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Procter & Gamble Company reported a net income of 18.50M and revenue of 21.24B, resulting in a net margin of 0.1%.
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
PG and LLY have a correlation of 0.15, 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 PG (6.99%). In terms of maximum drawdown, PG dropped -54.25% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.30), 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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