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

Correlation

The correlation between SWN and LLY is 0.13, 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.


-0.50.00.51.00.1

Performance

SWN vs. LLY - Performance Comparison

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

-20.00%-15.00%-10.00%-5.00%0.00%5.00%AugustSeptemberOctoberNovemberDecember2025
5.18%
-17.29%
SWN
LLY

Key characteristics

Fundamentals

Market Cap

SWN:

$7.84B

LLY:

$671.56B

EPS

SWN:

-$2.50

LLY:

$9.26

PEG Ratio

SWN:

1.57

LLY:

0.70

Total Revenue (TTM)

SWN:

$2.50B

LLY:

$31.51B

Gross Profit (TTM)

SWN:

$171.00M

LLY:

$25.63B

EBITDA (TTM)

SWN:

$465.00M

LLY:

$9.48B

Returns By Period


SWN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

-3.27%

1M

-4.14%

6M

-17.29%

1Y

18.44%

5Y*

41.87%

10Y*

29.10%

*Annualized

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Risk-Adjusted Performance

SWN vs. LLY — Risk-Adjusted Performance Rank

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

SWN
The Risk-Adjusted Performance Rank of SWN is 4343
Overall Rank
The Sharpe Ratio Rank of SWN is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of SWN is 4040
Sortino Ratio Rank
The Omega Ratio Rank of SWN is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SWN is 4242
Calmar Ratio Rank
The Martin Ratio Rank of SWN is 4646
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 6666
Overall Rank
The Sharpe Ratio Rank of LLY is 6868
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 6262
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 7575
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 6767
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.

SWN vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Southwestern Energy Company (SWN) 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 SWN, currently valued at 0.07, compared to the broader market-2.000.002.000.070.55
The chart of Sortino ratio for SWN, currently valued at 0.26, compared to the broader market-4.00-2.000.002.004.000.260.98
The chart of Omega ratio for SWN, currently valued at 1.04, compared to the broader market0.501.001.502.001.041.13
The chart of Calmar ratio for SWN, currently valued at 0.02, compared to the broader market0.002.004.006.000.020.70
The chart of Martin ratio for SWN, currently valued at 0.14, compared to the broader market-30.00-20.00-10.000.0010.0020.000.141.79
SWN
LLY


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
0.07
0.55
SWN
LLY

Dividends

SWN vs. LLY - Dividend Comparison

SWN has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.70%.


TTM20242023202220212020201920182017201620152014
SWN
Southwestern Energy Company
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
0.70%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

SWN vs. LLY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-86.23%
-22.09%
SWN
LLY

Volatility

SWN vs. LLY - Volatility Comparison

The current volatility for Southwestern Energy Company (SWN) is 0.00%, while Eli Lilly and Company (LLY) has a volatility of 9.35%. This indicates that SWN 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%AugustSeptemberOctoberNovemberDecember20250
9.35%
SWN
LLY

Financials

SWN vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Southwestern Energy Company 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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