PGY vs. LLY
PGY (Pagaya Technologies Ltd.) and LLY (Eli Lilly and Company) are both stocks. PGY operates in Software - Infrastructure (Technology), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 3 years, PGY returned 1.47%/yr vs 37.45%/yr for LLY. At a 0.10 correlation, their price movements are largely independent.
Performance
PGY vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, PGY achieves a -26.22% return, which is significantly lower than LLY's 5.78% return.
PGY
- 1D
- -2.10%
- 1M
- 13.88%
- YTD
- -26.22%
- 6M
- -32.07%
- 1Y
- -14.05%
- 3Y*
- 1.47%
- 5Y*
- —
- 10Y*
- —
LLY
- 1D
- -2.41%
- 1M
- 12.75%
- YTD
- 5.78%
- 6M
- 10.64%
- 1Y
- 39.26%
- 3Y*
- 37.45%
- 5Y*
- 39.59%
- 10Y*
- 33.45%
PGY vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PGY Pagaya Technologies Ltd. | -26.22% | 124.97% | -43.90% | 11.29% | -82.29% |
LLY Eli Lilly and Company | 5.78% | 40.25% | 33.30% | 60.91% | 20.01% |
Correlation
The correlation between PGY and LLY is 0.05, 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 | 0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (All Time) Calculated using the full available price history since Jun 23, 2022 | 0.10 |
Fundamentals
PGY:
$1.49B
LLY:
$1.02T
PGY:
$1.06
LLY:
$28.14
PGY:
14.50
LLY:
40.26
PGY:
1.10
LLY:
14.08
PGY:
2.82
LLY:
32.54
PGY:
$1.30B
LLY:
$72.25B
PGY:
$396.55M
LLY:
$59.75B
PGY:
$180.28M
LLY:
$32.97B
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Return for Risk
PGY vs. LLY — Risk / Return Rank
PGY
LLY
PGY vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Pagaya Technologies Ltd. (PGY) 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.
| PGY | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.28 | ||
| Sortino ratioReturn per unit of downside risk | -1.37 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.22 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.22 | 1.72 | -1.94 |
| Martin ratioReturn relative to average drawdown | -0.33 | 4.28 | -4.62 |
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Drawdowns
PGY vs. LLY - Drawdown Comparison
The maximum PGY drawdown since its inception was -98.09%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for PGY and LLY.
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Drawdown Indicators
| PGY | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.09% | -68.24% | -29.85% |
Max Drawdown (1Y)Largest decline over 1 year | -75.71% | -23.64% | -52.07% |
Max Drawdown (3Y)Largest decline over 3 years | -75.71% | -34.48% | -41.23% |
Max Drawdown (5Y)Largest decline over 5 years | — | -34.48% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -95.71% | -2.41% | -93.30% |
Average DrawdownAverage peak-to-trough decline | -92.10% | -19.21% | -72.89% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 49.48% | 9.49% | +39.99% |
Volatility
PGY vs. LLY - Volatility Comparison
Pagaya Technologies Ltd. (PGY) has a higher volatility of 23.48% compared to Eli Lilly and Company (LLY) at 9.27%. This indicates that PGY'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.
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Volatility by Period
| PGY | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.48% | 9.27% | +14.21% |
Volatility (6M)Calculated over the trailing 6-month period | 56.92% | 27.16% | +29.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.20% | 38.01% | +42.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 144.65% | 32.46% | +112.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 144.65% | 30.19% | +114.46% |
Dividends
PGY vs. LLY - Dividend Comparison
PGY has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.57%.
| 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% |
PGY Pagaya Technologies Ltd. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
PGY vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Pagaya Technologies Ltd. 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
PGY vs. LLY - Profitability Comparison
PGY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a gross profit of 0.00 and revenue of 317.94M. Therefore, the gross margin over that period was 0.0%.
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%.
PGY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported an operating income of 80.01M and revenue of 317.94M, resulting in an operating margin of 25.2%.
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%.
PGY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Pagaya Technologies Ltd. reported a net income of 24.69M and revenue of 317.94M, resulting in a net margin of 7.8%.
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
PGY and LLY have a correlation of 0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PGY has higher volatility (23.48%) compared to LLY (9.27%). In terms of maximum drawdown, PGY dropped -98.09% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.07 vs -0.21), 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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