PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
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.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.02%
-14.24%
SWN
LLY

Key characteristics

Fundamentals

Market Cap

SWN:

$7.84B

LLY:

$700.23B

EPS

SWN:

-$2.50

LLY:

$9.27

PEG Ratio

SWN:

1.57

LLY:

0.74

Total Revenue (TTM)

SWN:

$4.19B

LLY:

$40.86B

Gross Profit (TTM)

SWN:

$897.00M

LLY:

$33.33B

EBITDA (TTM)

SWN:

$974.00M

LLY:

$12.51B

Returns By Period


SWN

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

LLY

YTD

30.80%

1M

3.81%

6M

-14.24%

1Y

33.72%

5Y*

43.70%

10Y*

29.14%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

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 0.39, compared to the broader market-4.00-2.000.002.000.391.05
The chart of Sortino ratio for SWN, currently valued at 0.78, compared to the broader market-4.00-2.000.002.004.000.781.62
The chart of Omega ratio for SWN, currently valued at 1.10, compared to the broader market0.501.001.502.001.101.21
The chart of Calmar ratio for SWN, currently valued at 0.11, compared to the broader market0.002.004.006.000.111.31
The chart of Martin ratio for SWN, currently valued at 0.90, compared to the broader market0.0010.0020.000.903.84
SWN
LLY


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
0.39
1.05
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 0.69%.


TTM20232022202120202019201820172016201520142013
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
0.69%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%3.84%

Drawdowns

SWN vs. LLY - Drawdown Comparison


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-86.23%
-20.96%
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 7.72%. 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%JulyAugustSeptemberOctoberNovemberDecember0
7.72%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab