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SDPI vs. LLY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SDPI and LLY is 0.04, 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.


-0.50.00.51.00.0

Performance

SDPI vs. LLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Superior Drilling Products, Inc. (SDPI) and Eli Lilly and Company (LLY). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February0
4.46%
SDPI
LLY

Key characteristics

Fundamentals

Market Cap

SDPI:

$30.70M

LLY:

$742.90B

EPS

SDPI:

$0.14

LLY:

$9.32

PE Ratio

SDPI:

7.21

LLY:

88.63

PEG Ratio

SDPI:

0.00

LLY:

0.77

Total Revenue (TTM)

SDPI:

$4.95M

LLY:

$31.51B

Gross Profit (TTM)

SDPI:

$2.29M

LLY:

$25.63B

EBITDA (TTM)

SDPI:

$566.30K

LLY:

$9.48B

Returns By Period


SDPI

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

7.00%

1M

5.64%

6M

4.46%

1Y

17.74%

5Y*

43.22%

10Y*

30.48%

*Annualized

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Risk-Adjusted Performance

SDPI vs. LLY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SDPI
The Risk-Adjusted Performance Rank of SDPI is 3535
Overall Rank
The Sharpe Ratio Rank of SDPI is 3333
Sharpe Ratio Rank
The Sortino Ratio Rank of SDPI is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SDPI is 3434
Omega Ratio Rank
The Calmar Ratio Rank of SDPI is 3535
Calmar Ratio Rank
The Martin Ratio Rank of SDPI is 3737
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 7171
Overall Rank
The Sharpe Ratio Rank of LLY is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6767
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6666
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 8080
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 7070
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDPI vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Superior Drilling Products, Inc. (SDPI) 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.


Sharpe ratio
The chart of Sharpe ratio for SDPI, currently valued at 0.94, compared to the broader market-2.000.002.004.000.940.82
The chart of Sortino ratio for SDPI, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.951.32
The chart of Omega ratio for SDPI, currently valued at 1.40, compared to the broader market0.501.001.502.001.401.17
The chart of Calmar ratio for SDPI, currently valued at 0.45, compared to the broader market0.002.004.006.000.451.07
The chart of Martin ratio for SDPI, currently valued at 2.16, compared to the broader market-10.000.0010.0020.002.162.51
SDPI
LLY


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.94
0.82
SDPI
LLY

Dividends

SDPI vs. LLY - Dividend Comparison

SDPI has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.63%.


TTM20242023202220212020201920182017201620152014
SDPI
Superior Drilling Products, 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
0.63%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

SDPI vs. LLY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-86.20%
-13.81%
SDPI
LLY

Volatility

SDPI vs. LLY - Volatility Comparison

The current volatility for Superior Drilling Products, Inc. (SDPI) is 0.00%, while Eli Lilly and Company (LLY) has a volatility of 10.91%. This indicates that SDPI 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.


0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February0
10.91%
SDPI
LLY

Financials

SDPI vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Superior Drilling Products, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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