SMSN.L vs. LLY
SMSN.L (Samsung Electronics Co. Ltd) and LLY (Eli Lilly and Company) are both stocks. SMSN.L operates in Consumer Electronics (Technology), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, SMSN.L returned 27.10%/yr vs 33.71%/yr for LLY. At a 0.08 correlation, their price movements are largely independent.
Performance
SMSN.L vs. LLY - Performance Comparison
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Returns By Period
In the year-to-date period, SMSN.L achieves a 149.32% return, which is significantly higher than LLY's 7.29% return. Over the past 10 years, SMSN.L has underperformed LLY with an annualized return of 27.10%, while LLY has yielded a comparatively higher 33.71% annualized return.
SMSN.L
- 1D
- 1.28%
- 1M
- 5.20%
- YTD
- 149.32%
- 6M
- 179.18%
- 1Y
- 379.61%
- 3Y*
- 57.37%
- 5Y*
- 25.51%
- 10Y*
- 27.10%
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
SMSN.L vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SMSN.L Samsung Electronics Co. Ltd | 149.32% | 130.81% | -37.94% | 38.34% | -31.32% | -8.01% | 60.01% | 41.56% | -25.35% | 62.93% |
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between SMSN.L and LLY is -0.04, 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 | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.03 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Aug 18, 2006 | 0.08 |
The correlation between SMSN.L and LLY shifts across timeframes, from -0.04 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.
Fundamentals
SMSN.L:
$1.39T
LLY:
$1.03T
SMSN.L:
$320.04K
LLY:
$28.14
SMSN.L:
0.02
LLY:
40.83
SMSN.L:
0.00
LLY:
0.82
SMSN.L:
0.00
LLY:
14.28
SMSN.L:
0.00
LLY:
33.00
SMSN.L:
$389.99T
LLY:
$72.25B
SMSN.L:
$152.35T
LLY:
$59.75B
SMSN.L:
$68.67T
LLY:
$32.97B
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Return for Risk
SMSN.L vs. LLY — Risk / Return Rank
SMSN.L
LLY
SMSN.L vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Samsung Electronics Co. Ltd (SMSN.L) 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.
| SMSN.L | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +6.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.77 | ||
| Omega ratioGain probability vs. loss probability | 1.74 | 1.26 | +0.48 |
| Calmar ratioReturn relative to maximum drawdown | 17.15 | 2.14 | +15.01 |
| Martin ratioReturn relative to average drawdown | 56.85 | 5.32 | +51.53 |
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
| SMSN.L | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 7.44 | 1.33 | +6.12 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 1.23 | -0.49 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.82 | 1.12 | -0.30 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.58 | -0.05 |
Drawdowns
SMSN.L vs. LLY - Drawdown Comparison
The maximum SMSN.L drawdown since its inception was -55.59%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for SMSN.L and LLY.
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Drawdown Indicators
| SMSN.L | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.59% | -68.24% | +12.65% |
Max Drawdown (1Y)Largest decline over 1 year | -21.96% | -23.64% | +1.68% |
Max Drawdown (3Y)Largest decline over 3 years | -44.52% | -34.48% | -10.04% |
Max Drawdown (5Y)Largest decline over 5 years | -49.12% | -34.48% | -14.64% |
Max Drawdown (10Y)Largest decline over 10 years | -54.44% | -34.48% | -19.96% |
Current DrawdownCurrent decline from peak | -12.96% | 0.00% | -12.96% |
Average DrawdownAverage peak-to-trough decline | -17.36% | -19.22% | +1.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.62% | 9.49% | -2.87% |
Volatility
SMSN.L vs. LLY - Volatility Comparison
Samsung Electronics Co. Ltd (SMSN.L) has a higher volatility of 23.24% compared to Eli Lilly and Company (LLY) at 9.55%. This indicates that SMSN.L'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
| SMSN.L | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 23.24% | 9.55% | +13.69% |
Volatility (6M)Calculated over the trailing 6-month period | 43.27% | 27.05% | +16.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 50.70% | 38.16% | +12.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.66% | 32.54% | +2.12% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.88% | 30.18% | +2.70% |
Dividends
SMSN.L vs. LLY - Dividend Comparison
SMSN.L's dividend yield for the trailing twelve months is around 0.37%, less than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
SMSN.L Samsung Electronics Co. Ltd | 0.37% | 0.94% | 2.88% | 1.79% | 2.50% | 1.85% | 3.60% | 2.47% | 3.65% | 1.62% | 1.68% | 1.71% |
Financials
SMSN.L vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Samsung Electronics Co. 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
SMSN.L vs. LLY - Profitability Comparison
SMSN.L - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a gross profit of 81.91T and revenue of 133.87T. Therefore, the gross margin over that period was 61.2%.
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%.
SMSN.L - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported an operating income of 58.98T and revenue of 133.87T, resulting in an operating margin of 44.1%.
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%.
SMSN.L - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Samsung Electronics Co. Ltd reported a net income of 48.66T and revenue of 133.87T, resulting in a net margin of 36.4%.
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
SMSN.L and LLY have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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