SVRA vs. LLY
SVRA (Savara Inc.) and LLY (Eli Lilly and Company) are both stocks. Both are in the Healthcare sector — SVRA in Biotechnology, LLY in Drug Manufacturers - General. Over the past 5 years, SVRA returned 27.28%/yr vs 37.87%/yr for LLY. At a 0.14 correlation, their price movements are largely independent.
Performance
SVRA vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SVRA achieves a -4.15% return, which is significantly lower than LLY's 3.36% return.
SVRA
- 1D
- 1.58%
- 1M
- 15.14%
- YTD
- -4.15%
- 6M
- -10.25%
- 1Y
- 167.59%
- 3Y*
- 26.43%
- 5Y*
- 27.28%
- 10Y*
- —
LLY
- 1D
- 0.45%
- 1M
- 3.95%
- YTD
- 3.36%
- 6M
- 3.66%
- 1Y
- 44.67%
- 3Y*
- 35.08%
- 5Y*
- 37.87%
- 10Y*
- 33.14%
SVRA vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SVRA Savara Inc. | -4.15% | 96.42% | -34.68% | 203.23% | 25.00% | 7.83% | -74.33% | -40.82% | -48.99% | 219.83% |
LLY Eli Lilly and Company | 3.36% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 7.50% |
Correlation
The correlation between SVRA and LLY is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (All Time) Calculated using the full available price history since Jun 1, 2017 | 0.14 |
Fundamentals
SVRA:
$1.46B
LLY:
$991.83B
SVRA:
-$0.57
LLY:
$28.14
SVRA:
8.32
LLY:
31.79
SVRA:
$0.00
LLY:
$72.25B
SVRA:
-$425.00K
LLY:
$59.75B
SVRA:
-$133.25M
LLY:
$32.97B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SVRA vs. LLY — Risk / Return Rank
SVRA
LLY
SVRA vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Savara Inc. (SVRA) 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.
| SVRA | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.78 | ||
| Sortino ratioReturn per unit of downside risk | +1.72 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.24 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 5.27 | 1.94 | +3.34 |
| Martin ratioReturn relative to average drawdown | 10.70 | 4.84 | +5.86 |
Loading charts...
Drawdowns
SVRA vs. LLY - Drawdown Comparison
The maximum SVRA drawdown since its inception was -95.75%, which is greater than LLY's maximum drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for SVRA and LLY.
Loading charts...
Drawdown Indicators
| SVRA | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.75% | -68.24% | -27.51% |
Max Drawdown (1Y)Largest decline over 1 year | -31.99% | -23.18% | -8.81% |
Max Drawdown (3Y)Largest decline over 3 years | -65.30% | -34.48% | -30.82% |
Max Drawdown (5Y)Largest decline over 5 years | -65.30% | -34.48% | -30.82% |
Max Drawdown (10Y)Largest decline over 10 years | — | -34.48% | — |
Current DrawdownCurrent decline from peak | -65.51% | -4.64% | -60.87% |
Average DrawdownAverage peak-to-trough decline | -71.80% | -19.20% | -52.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.73% | 9.26% | +6.47% |
Volatility
SVRA vs. LLY - Volatility Comparison
Savara Inc. (SVRA) has a higher volatility of 9.40% compared to Eli Lilly and Company (LLY) at 8.54%. This indicates that SVRA'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.
Loading charts...
Volatility by Period
| SVRA | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.40% | 8.54% | +0.86% |
Volatility (6M)Calculated over the trailing 6-month period | 35.48% | 26.85% | +8.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 56.93% | 37.83% | +19.10% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 59.04% | 32.45% | +26.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 95.80% | 30.20% | +65.60% |
Dividends
SVRA vs. LLY - Dividend Comparison
SVRA has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.58%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LLY Eli Lilly and Company | 0.58% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
SVRA Savara 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% |
Financials
SVRA vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Savara 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SVRA and LLY have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SVRA has higher volatility (9.40%) compared to LLY (8.54%). In terms of maximum drawdown, SVRA dropped -95.75% vs LLY's -68.24%.
SVRA currently has the higher Sharpe Ratio (2.97 vs 1.19), 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.
Find the right allocation for SVRA and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer