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

Correlation

The correlation between TAYD and LLY is 0.09, 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.


Performance

TAYD vs. LLY - Performance Comparison

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

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Key characteristics

Sharpe Ratio

TAYD:

-0.37

LLY:

-0.11

Sortino Ratio

TAYD:

0.01

LLY:

0.08

Omega Ratio

TAYD:

1.00

LLY:

1.01

Calmar Ratio

TAYD:

-0.33

LLY:

-0.20

Martin Ratio

TAYD:

-0.52

LLY:

-0.40

Ulcer Index

TAYD:

33.06%

LLY:

12.45%

Daily Std Dev

TAYD:

61.83%

LLY:

38.01%

Max Drawdown

TAYD:

-74.53%

LLY:

-68.27%

Current Drawdown

TAYD:

-41.87%

LLY:

-23.23%

Fundamentals

Market Cap

TAYD:

$116.15M

LLY:

$674.60B

EPS

TAYD:

$2.50

LLY:

$12.27

PE Ratio

TAYD:

14.81

LLY:

59.87

PEG Ratio

TAYD:

0.00

LLY:

1.16

PS Ratio

TAYD:

2.71

LLY:

13.77

PB Ratio

TAYD:

2.01

LLY:

44.23

Total Revenue (TTM)

TAYD:

$38.13M

LLY:

$49.00B

Gross Profit (TTM)

TAYD:

$19.81M

LLY:

$40.03B

EBITDA (TTM)

TAYD:

$9.68M

LLY:

$16.67B

Returns By Period

In the year-to-date period, TAYD achieves a -11.03% return, which is significantly lower than LLY's -4.68% return. Over the past 10 years, TAYD has underperformed LLY with an annualized return of 11.63%, while LLY has yielded a comparatively higher 28.45% annualized return.


TAYD

YTD

-11.03%

1M

15.21%

6M

-24.71%

1Y

-22.24%

5Y*

30.13%

10Y*

11.63%

LLY

YTD

-4.68%

1M

1.89%

6M

-11.36%

1Y

-2.72%

5Y*

37.70%

10Y*

28.45%

*Annualized

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Risk-Adjusted Performance

TAYD vs. LLY — Risk-Adjusted Performance Rank

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

TAYD
The Risk-Adjusted Performance Rank of TAYD is 3535
Overall Rank
The Sharpe Ratio Rank of TAYD is 3131
Sharpe Ratio Rank
The Sortino Ratio Rank of TAYD is 3737
Sortino Ratio Rank
The Omega Ratio Rank of TAYD is 3737
Omega Ratio Rank
The Calmar Ratio Rank of TAYD is 3131
Calmar Ratio Rank
The Martin Ratio Rank of TAYD is 4141
Martin Ratio Rank

LLY
The Risk-Adjusted Performance Rank of LLY is 4141
Overall Rank
The Sharpe Ratio Rank of LLY is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of LLY is 3939
Sortino Ratio Rank
The Omega Ratio Rank of LLY is 3939
Omega Ratio Rank
The Calmar Ratio Rank of LLY is 4040
Calmar Ratio Rank
The Martin Ratio Rank of LLY is 4343
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.

TAYD vs. LLY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Taylor Devices, Inc. (TAYD) 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.


The current TAYD Sharpe Ratio is -0.37, which is lower than the LLY Sharpe Ratio of -0.11. The chart below compares the historical Sharpe Ratios of TAYD and LLY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

TAYD vs. LLY - Dividend Comparison

TAYD has not paid dividends to shareholders, while LLY's dividend yield for the trailing twelve months is around 0.74%.


TTM20242023202220212020201920182017201620152014
TAYD
Taylor Devices, 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
0.74%0.67%0.78%1.07%1.23%1.75%1.96%1.95%2.46%2.77%2.37%2.84%

Drawdowns

TAYD vs. LLY - Drawdown Comparison

The maximum TAYD drawdown since its inception was -74.53%, which is greater than LLY's maximum drawdown of -68.27%. Use the drawdown chart below to compare losses from any high point for TAYD and LLY. For additional features, visit the drawdowns tool.


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Volatility

TAYD vs. LLY - Volatility Comparison

The current volatility for Taylor Devices, Inc. (TAYD) is 12.46%, while Eli Lilly and Company (LLY) has a volatility of 22.18%. This indicates that TAYD 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.


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Financials

TAYD vs. LLY - Financials Comparison

This section allows you to compare key financial metrics between Taylor Devices, 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


0.002.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
10.56M
12.73B
(TAYD) Total Revenue
(LLY) Total Revenue
Values in USD except per share items

TAYD vs. LLY - Profitability Comparison

The chart below illustrates the profitability comparison between Taylor Devices, Inc. and Eli Lilly and Company over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20212022202320242025
42.9%
82.5%
(TAYD) Gross Margin
(LLY) Gross Margin
TAYD - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Taylor Devices, Inc. reported a gross profit of 4.53M and revenue of 10.56M. Therefore, the gross margin over that period was 42.9%.

LLY - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a gross profit of 10.50B and revenue of 12.73B. Therefore, the gross margin over that period was 82.5%.

TAYD - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Taylor Devices, Inc. reported an operating income of 2.02M and revenue of 10.56M, resulting in an operating margin of 19.1%.

LLY - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported an operating income of 5.41B and revenue of 12.73B, resulting in an operating margin of 42.5%.

TAYD - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Taylor Devices, Inc. reported a net income of 2.00M and revenue of 10.56M, resulting in a net margin of 19.0%.

LLY - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Eli Lilly and Company reported a net income of 2.76B and revenue of 12.73B, resulting in a net margin of 21.7%.