RHM.DE vs. LLY
RHM.DE (Rheinmetall AG) and LLY (Eli Lilly and Company) are both stocks. RHM.DE operates in Aerospace & Defense (Industrials), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, RHM.DE returned 37.62%/yr vs 33.18%/yr for LLY. At a 0.12 correlation, their price movements are largely independent.
Performance
RHM.DE vs. LLY - Performance Comparison
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Different Trading Currencies
RHM.DE is traded in EUR, while LLY is traded in USD. To make them comparable, the LLY values have been converted to EUR using the latest available exchange rates.
Returns By Period
In the year-to-date period, RHM.DE achieves a -22.99% return, which is significantly lower than LLY's 7.71% return. Over the past 10 years, RHM.DE has outperformed LLY with an annualized return of 37.62%, while LLY has yielded a comparatively lower 33.18% annualized return.
RHM.DE
- 1D
- -0.85%
- 1M
- -1.34%
- YTD
- -22.99%
- 6M
- -21.41%
- 1Y
- -32.77%
- 3Y*
- 72.88%
- 5Y*
- 70.83%
- 10Y*
- 37.62%
LLY
- 1D
- 1.35%
- 1M
- 22.24%
- YTD
- 7.71%
- 6M
- 13.55%
- 1Y
- 46.36%
- 3Y*
- 34.28%
- 5Y*
- 44.03%
- 10Y*
- 33.18%
RHM.DE vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RHM.DE Rheinmetall AG | -22.99% | 155.27% | 116.51% | 56.82% | 128.13% | -1.77% | -8.85% | 35.55% | -26.03% | 68.49% |
LLY Eli Lilly and Company | 7.71% | 23.60% | 42.10% | 56.08% | 42.58% | 78.50% | 20.24% | 18.76% | 47.05% | 3.35% |
Correlation
The correlation between RHM.DE and LLY is -0.00, 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 | -0.00 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.05 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.02 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Aug 31, 2007 | 0.12 |
The correlation between RHM.DE and LLY shifts across timeframes, from -0.00 (1 year) to 0.12 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RHM.DE vs. LLY — Risk / Return Rank
RHM.DE
LLY
RHM.DE vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Rheinmetall AG (RHM.DE) 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.
| RHM.DE | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.03 | ||
| Sortino ratioReturn per unit of downside risk | -2.76 | ||
| Omega ratioGain probability vs. loss probability | 0.89 | 1.25 | -0.36 |
| Calmar ratioReturn relative to maximum drawdown | -0.80 | 1.98 | -2.78 |
| Martin ratioReturn relative to average drawdown | -1.81 | 4.71 | -6.52 |
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
| RHM.DE | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.76 | 1.27 | -2.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.67 | 1.32 | +0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.99 | 1.07 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.44 | 0.77 | -0.33 |
Drawdowns
RHM.DE vs. LLY - Drawdown Comparison
The maximum RHM.DE drawdown since its inception was -76.51%, which is greater than LLY's maximum drawdown of -45.40%. Use the drawdown chart below to compare losses from any high point for RHM.DE and LLY.
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Drawdown Indicators
| RHM.DE | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.51% | -45.40% | -31.11% |
Max Drawdown (1Y)Largest decline over 1 year | -43.11% | -24.22% | -18.89% |
Max Drawdown (3Y)Largest decline over 3 years | -43.11% | -39.30% | -3.81% |
Max Drawdown (5Y)Largest decline over 5 years | -43.11% | -39.30% | -3.81% |
Max Drawdown (10Y)Largest decline over 10 years | -62.18% | -39.30% | -22.88% |
Current DrawdownCurrent decline from peak | -39.55% | 0.00% | -39.55% |
Average DrawdownAverage peak-to-trough decline | -23.08% | -12.69% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.88% | 10.19% | +8.69% |
Volatility
RHM.DE vs. LLY - Volatility Comparison
Rheinmetall AG (RHM.DE) has a higher volatility of 16.69% compared to Eli Lilly and Company (LLY) at 10.09%. This indicates that RHM.DE'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
| RHM.DE | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 16.69% | 10.09% | +6.60% |
Volatility (6M)Calculated over the trailing 6-month period | 33.84% | 27.03% | +6.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 45.11% | 37.79% | +7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.92% | 33.42% | +8.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.85% | 31.05% | +6.80% |
Dividends
RHM.DE vs. LLY - Dividend Comparison
RHM.DE's dividend yield for the trailing twelve months is around 0.97%, 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% |
RHM.DE Rheinmetall AG | 0.97% | 0.52% | 0.93% | 1.50% | 1.77% | 2.41% | 5.54% | 2.05% | 2.20% | 1.37% | 1.72% | 0.49% |
Financials
RHM.DE vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Rheinmetall AG 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
RHM.DE and LLY have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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